Related papers: Path integrals for stochastic hybrid reaction-diff…
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…
We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…
We study the deterministic dynamics of a periodically driven particle in the underdamped case in a spatially symmetric periodic potential. The system is subjected to a space-dependent friction coefficient, which is similarly periodic as the…
We present an algorithm for the efficient sampling of conditional paths of stochastic differential equations (SDEs). While unconditional path sampling of SDEs is straightforward, albeit expensive for high dimensional systems of SDEs,…
In this thesis we consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing the height of the two barriers, one…
The behavior of the most probable values of the order parameter $x$ and the amplitude $\phi$ of conjugate force fluctuations is studied for a stochastic system with a colored multiplicative noise with absorbing states. The phase diagrams…
Traditional stochastic modeling of reactive systems limits the domain of applicability of the associated path thermodynamics to systems involving a single elementary reaction at the origin of each observed change in composition. An…
We analyse a dynamic control problem for scalar reaction-diffusion equations, focusing on the emulation of pattern formation through the selection of appropriate active controls. While boundary controls alone prove inadequate for…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
We study certain aspects of the effective, occasionally called collective, description of complex quantum systems within the framework of the path integral formalism, in which the environment is integrated out. Generalising the standard…
We investigate the effect of noisy feed rates on the behavior of a cubic autocatalytic chemical reaction model. By combining the renormalization group and stoichiometric network analysis, we demonstrate how externally adjustable random…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of…
This work introduces hybrid stochastic differential equations with memory (mH-SDEs), a new class of stochastic systems where transition rates depend on the joint history of both Euclidean and discrete components. This extends existing…
Finding representative reaction pathways is necessary for understanding mechanisms of molecular processes, but is considered to be extremely challenging. We propose a new method to construct reaction paths based on mean first-passage times.…
A position-dependent stochastic diffusion model of gating in ion channels is developed by considering the spatial variation of the diffusion coefficient between the closed and open states. It is assumed that a sensor which regulates the…
The usual identification of reactive trajectories for the calculation of reaction rates requires very time-consuming simulations, particularly if the environment presents memory effects. In this paper, we develop a new method that permits…
We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…