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We study self avoiding random walks in an environment where sites are excluded randomly, in two and three dimensions. For a single polymer chain, we study the statistics of the time averaged monomer density and show that these are well…
We propose a kinetic model to describe the dynamical evolution of wealth and knowledge in national and global markets, starting from a microscopic description of individual interactions. The model is built upon interaction rules that…
In the current paper Fokker Planck model of random walks has been extended to non conservative cases characterized by explicit dependence of diffusion and energy on time. A given generalization allows describing of such non equilibrium…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
In the long run, the eventual extinction of any biological population is an inevitable outcome. While extensive research has focused on the average time it takes for a population to go extinct under various circumstances, there has been…
An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…
The phenomenon of random intensity patterns, for waves propagating in the presence of disorder, is well known in optics and in mesoscopic physics. We study this phenomenon for cold atomic gases expanding, by a diffusion process, in a weak…
In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…
Stochastic uncertainties in complex dynamical systems lead to variability of system states, which can in turn degrade the closed-loop performance. This paper presents a stochastic model predictive control approach for a class of nonlinear…
We study the statistics of quantum transmission through a one-dimensional disordered system modelled by a sequence of independent scattering units. Each unit is characterized by its length and by its action, which is proportional to the…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S$&$P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
Dynamic logit models are popular tools in economics to measure state dependence. This paper introduces a new method to derive moment restrictions in a large class of such models with strictly exogenous regressors and fixed effects. We…
We investigate a relationship network of humans located in a metric space where relationships are drawn according to a distance-dependent probability density. The obtained spatial graph allows us to calculate the average separation of…
In finite-size population models, one can derive Fokker-Planck equations to describe the fluctuations of the species numbers about the deterministic behaviour. In the steady state of populations comprising two or more species, it is…