Related papers: Generating constrained run-and-tumble trajectories
The run-and-tumble particle (RTP) is one of the simplest examples of an active particle in which the direction of constant motion randomly switches. In the one-dimensional (1D) case this means switching between rightward and leftward…
Bi-Directional Grid Constrained (BGC) stochastic processes (BGCSPs) constrain the random movement toward the origin steadily more and more, the further they deviate from the origin, rather than all at once imposing reflective barriers, as…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…
Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…
We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…
Trajectory optimization (TO) is an efficient tool to generate a redundant manipulator's joint trajectory following a 6-dimensional Cartesian path. The optimization performance largely depends on the quality of initial trajectories. However,…
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 construct a family of processes, from a renewal process, that have realizations that converge almost surely to the Brownian motion, uniformly on the unit time interval. Finally we compute the rate of convergence in a particular case.
This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson…
Run-and-tumble motion is an example of active motility where particles move at constant speed and change direction at random times. In this work we study run-and-tumble motion with diffusion in a harmonic potential in one dimension via a…
Under some weak conditions, the first-passage time of the Brownian motion to a continuous curved boundary is an almost surely finite stopping time. Its probability density function (pdf) is explicitly known only in few particular cases.…
A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work,…
Complex or hostile environments can sometimes inhibit the movement capabilities of diffusive particles or active swimmers, who may thus become stuck in fixed positions. This occurs, for example, in the adhesion of bacteria to surfaces at…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a long chain of particles connected to each other by cohesive…