Related papers: Stochastic Impedance
We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…
How stochastic, microscopic events generate deterministic, macroscopic properties is a fundamental question in physics. We address this question by developing a quantum master equation model for concentrated radical solutions, where random…
We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…
We consider here probabilistic models of transportation flows. The main goal of this introduction is rather not to present various techniques for problem solving but to present some intuition to invent adequate and natural models having…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…
Momentum is analyzed as a random variable in stochastic quantum mechanics. Arbitrary potential energy functions are considered. The oscillator is presented as an example.
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…
*First-principles derivation of the entropy production in erectric static conduction. *The second-order (symmetric) density matrix contributes to the entropy production. *New schemes of steady states formulated using a relaxation-type von…
We address the problem of the classical deterministic dynamics of a particle in a periodic asymmetric potential of the ratchet type. We take into account the inertial term in order to understand the role of the chaotic dynamics in the…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…
The bulk macroscopic response of a system of particles or inclusions with field-induced forces is studied. The susceptibilities and transport coefficients in such a system are expressed as averages of a multiple scattering expansion. A…
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients and unbounded divergence. In the first result we assume the drift is $L^{2}([0,T] \times \R^{d})\cap…
Infinite-dimensional stochastic differential equations (ISDEs) describing systems with an infinite number of particles are considered. Each particle undergoes a L\'evy process, and the interaction between particles is determined by the…