Related papers: Diffusion of a particle via a stochastic process o…
We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a…
A model for the condensation of a dusty plasma is constructed by considering the spherical shielding layers surrounding a dust grain test particle. The collisionless region less than a collision mean free path from the test particle is…
A simple model of an active colloid consisting of dumbbell-shaped particles that cyclically change their length without propelling themselves is proposed and analyzed. At nanoscales, it represents an idealization for bacterial cytoplasm or…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
Particle methods are less computationally efficient than grid based numerical solution of the Navier Stokes equation. However, they have important advantages including rigorous mass conservation, momentum conservation and isotropy. In…
The issue of the thermodynamics of a system of distinguishable particles is discussed in this paper. In constructing the statistical mechanics of distinguishable particles from the definition of Boltzmann entropy, it is found that the…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
The stochastic thermodynamics of systems with a few degrees of freedom has been studied extensively so far. We would like to extend the study to systems with more degrees of freedom and even further-continuous fields with infinite degrees…
We consider a dilute gas of inelastic hard spheres enclosed in a slab under the action of gravity along the longitudinal direction. In addition, the gas is subject to a white-noise stochastic force that mimics the effect of external…
A complete solution to the long standing problem of basing Schroedinger quantum theory on standard stochastic theory is given. The solution covers all "single" particle three-dimensional Schroedinger theory linear or nonlinear and with any…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
Reconstruction of the tridimensional geometry of a visual scene using the binocular disparity information is an important issue in computer vision and mobile robotics, which can be formulated as a Bayesian inference problem. However,…
The geometric transitions from the evolution in the complex plane of time provide channels for particle production for a quantum field in expanding universes. The production rate for one pair is obtained by squaring and summing the…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
We associate with the Grassmann algebra a topological algebra of distributions, which allows the study of processes analogous to the corresponding free stochastic processes with stationary increments, as well as their derivatives.
Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…
A general formulation of stochastic thermodynamics is presented for open systems exchanging energy and particles with multiple reservoirs. By introducing a partition in terms of "macrostates" (e.g. sets of "microstates"), the consequence on…
For the stochastic six-vertex model on the quadrant $\mathbb{Z}_{\geq0}\times\mathbb{Z}_{\geq0}$ with step initial conditions and a single second-class particle at the origin, we show almost sure convergence of the speed of the second-class…
We consider an isothermal machine composed of two Brownian particles (say particle A and B) connected by a harmonic spring. A constant load is attached to particle A, and the particle B is trapped in a harmonic confinement whose minimum is…
Geometric phases in particle diffusion systems, an intriguing aspect enlightened from thermal systems, offer a different understanding beyond traditional Brownian motion and Fick's laws. This concept introduces a phase factor with…