Related papers: Rate constants in spatially inhomogeneous systems
This paper introduces the trajectory divergence rate, a scalar field which locally gives the instantaneous attraction or repulsion of adjacent trajectories. This scalar field may be used to find highly attracting or repelling invariant…
Rare events are ubiquitous in many different fields, yet they are notoriously difficult to simulate because few, if any, events are observed in a conventiona l simulation run. Over the past several decades, specialised simulation methods…
We develop a discrete model to account for the effects of inhomogeneities on the redshift of photons. Using this model we compute the probability distribution of the observed redshift respect to the background value, obtaining that its…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
This work inspects the thermally activated transfer of solute particles across the interface between two interstitial solid solution phases that equilibrate internally by fast diffusion on conserved arrays of sites. When each phase is…
We study the problem of the non-parametric estimation for the density $\pi$ of the stationary distribution of a stochastic two-dimensional damping Hamiltonian system $(Z_t)_{t\in[0,T]}=(X_t,Y_t)_{t \in [0,T]}$. From the continuous…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…
Real-world road networks have an approximate scale-invariance property; can one devise mathematical models of random networks whose distributions are {\em exactly} invariant under Euclidean scaling? This requires working in the continuum…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
For a large class of inhomogeneous interacting particle systems (IPS) on a lattice we develop a rigorous method for mapping them onto homogeneous IPS. Our novel approach provides a direct way of obtaining the statistical properties of such…
We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
The problem of finding the expected value of a statistic of a locally stable point process in a bounded region is addressed. We propose an adaptive importance sampling for solving the problem. In our proposal, we restrict the importance…
We consider the one-dimensional totally asymmetric simple exclusion process (TASEP) with position-dependent hopping rates. The problem is solved,in a mean field/adiabatic approximation, for a general (smooth) form of spatial rate variation.…
In this paper, we present a detailed framework to analyze the evolution of the random topology of a time-varying wireless network via the information theoretic notion of entropy rate. We consider a propagation channel varying over time with…
The phase transitions and critical properties of two types of inhomogeneous systems are reviewed. In one case, the local critical behaviour results from the particular shape of the system. Here scale-invariant forms like wedges or cones are…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…