Related papers: Physics of free climbing
It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
A simple random walk on a graph is a sequence of movements from one vertex to another where at each step an edge is chosen uniformly at random from the set of edges incident on the current vertex, and then transitioned to next vertex.…
Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…
We formulate an optimization of a bicycle ascent time under the constraints of the average, maximum, and minimum powers. In contrast to the first part of this study, we do not restrict the departure to flying starts with an initial speed…
Consider first passage percolation on $\mathbb{Z}^d$ with passage times given by i.i.d. random variables with common distribution $F$. Let $t_\pi(u,v)$ be the time from $u$ to $v$ for a path $\pi$ and $t(u,v)$ the minimal time among all…
For a timely decarbonization of our economy, power systems need to accommodate increasing numbers of clean but stochastic resources. This requires new operational methods that internalize this stochasticity to ensure safety and efficiency.…
Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…
We have analyzed dynamics on the complex free energy landscape of protein folding in the FOLD-X model, by calculating for each state of the system the mean first passage time to the folded state. The resulting kinetic map of the folding…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
A random walk (or a Wiener process), possibly with drift, is observed in a noisy or delayed fashion. The problem considered in this paper is to estimate the first time \tau the random walk reaches a given level. Specifically, the p-moment…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
We propose a model for anomalous transport in inhomogeneous environments, such as fractured rocks, in which particles move only along pre-existing self-similar curves (cracks). The stochastic Loewner equation is used to efficiently generate…
We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…
The mean first exit (passage) time characterizes the average time of a stochastic process never leaving a fixed region in the state space, while the escape probability describes the likelihood of a transition from one region to another for…
The motion of a lazy Pearson walker is studied with different probability ($p$) of jump in two and three dimensions. The probability of exit ($P_e$) from a zone of radius $r_e$, is studied as a function of $r_e$ with different values of…
Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…
We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…
For the enhancement of the transient stability of power systems, the key is to define a quantitative optimization formulation with system parameters as decision variables. In this paper, we model the disturbances by Gaussian noise and…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…