Related papers: Diffusion of a particle via a stochastic process o…
Two points are randomly selected inside a three-dimensional euclidian cube. The value l of their separation lies somewhere between zero and the length of a diagonal of the cube. The probability density P(l) of the separation is obtained…
In this study, a new alternative model algorithm has been proposed for assembling amorphous structures, unifying the bosonic paradigm applicable at low temperatures with crystalline models relevant at room and higher temperatures. Physical…
In the present thesis, we study the heat flow in mesoscopic one-dimensional transport systems. Using the analysis of full counting statistics, we calculate the cumulant generating function of the particle and heat flows and prove its…
We propose a generalization of stochastic thermodynamics to systems of active particles, which move under the combined influence of stochastic internal self-propulsions (activity) and a heat bath. The main idea is to consider joint…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…
We introduce an infinite particle system dynamics, which includes stochastic chemical kinetics models, the classical Kac model and free space movement. We study energy redistribution between two energy types (kinetic and chemical) in…
The late-time distribution function P(x,t) of a particle diffusing in a one-dimensional logarithmic potential is calculated for arbitrary initial conditions. We find a scaling solution with three surprising features: (i) the solution is…
We analyze diffusion of small particles in a solid polymeric medium taking into account a short range particle-polymer interaction. The system is modeled by a particle diffusion on a ternary lattice where the sites occupied by polymer…
Dissipative particle dynamics (DPD) does not conserve energy and this precludes its use in the study of thermal processes in complex fluids. We present here a generalization of DPD that incorporates an internal energy and a temperature…
The partition function and specific heat of a system consisting of a finite number of bosons confined in an external potential are calculated in canonical ensemble. Using the grand partition function as the generating function of the…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…
The quantum analog of the joint probability distributions describing a classical stochastic process is introduced. A prescription is given for constructing the quantum distribution associated with a sequence of measurements. For the case of…
The stochastic model that describes radiative heat transfer in dielectric medium is built. The model is based on the representation that heat transfer is realized both by heat conductivity mechanism in it and due to the electromagnetic…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
This paper argues that every quantum system can be understood as a sufficiently general kind of stochastic process unfolding in an old-fashioned configuration space according to ordinary notions of probability. This argument is based on an…
In the air surrounding us, how does a particle diffuse? Thanks to Einstein and other pioneers,it has been well known that generally the particle will undergo the Brownian motion, and in the last century this insight has been corroborated by…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…