Related papers: Generating constrained run-and-tumble trajectories
This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…
We introduce the (path-valued) Brownian frame process whose evaluation at time t is the sample path of the underlying Brownian motion run from time t-1 to t. Due to its connections with Gaussian Volterra processes and SDDEs this is an…
We study overdamped stochastic dynamics confined by hard reflecting boundaries and show that the combination of boundary geometry and an anisotropic diffusion tensor generically generates directed motion. At the level of individual…
This paper presents an approach for learning online generation of collision-free and torque-limited robot trajectories. In order to generate future motions, a neural network is periodically invoked. Based on the current kinematic state of…
We consider quantum trajectories of composite systems as generated by the stochastic unraveling of the respective Lindblad-master-equation. Their classical limit is taken to correspond to local jumps between orthogonal states. Based on…
We present Fractional Diffusion Bridge Models (FDBM), a novel generative diffusion bridge framework driven by an approximation of the rich and non-Markovian fractional Brownian motion (fBM). Real stochastic processes exhibit a degree of…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
The cost of classical simulations of quantum many-body dynamics is often determined by the amount of entanglement in the system. In this paper, we study entanglement in stochastic quantum trajectory approaches that solve master equations…
In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…
We study origin, parameter optimization, and thermodynamic efficiency of isothermal rocking ratchets based on fractional subdiffusion within a generalized non-Markovian Langevin equation approach. A corresponding multi-dimensional Markovian…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
Physical systems transition between states with finite speed that is limited by energetic costs. In this work, we derive bounds on transition times for general Langevin systems that admit a decomposition into reversible and irreversible…
We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-\infty$. We show that these processes do not have to have…
We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called the effective or driven process. The basic assumption is that the rare event used…
A number of random processes in various fields of science is described by phenomenological equations containing a stochastic force, the best known example being the Langevin equation (LE) for the Brownian motion (BM) of particles. Long ago…
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…
We describe a novel algorithm for rounding packing integer programs based on multidimensional Brownian motion in $\mathbb{R}^n$. Starting from an optimal fractional feasible solution $\bar{x}$, the procedure converges in polynomial time to…
A many particle Hamiltonian, where the interaction term conserves the number of particles, is considered. A master equation for the populations of the different levels is derived in an exact way. It results in a local equation with…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…