Related papers: Captive Jump Processes
We consider the modeling of the dynamics of the chemostat at its very source. The chemostat is classically represented as a system of ordinary differential equations. Our goal is to establish a stochastic model that is valid at the scale…
We consider measurement-induced phase transitions in monitored quantum circuits with a measurement rate that fluctuates in time, remaining spatially uniform at each time. The spatially correlated fluctuations in the measurement rate disrupt…
In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to…
We perform simulations for one dimensional continuous-time random walks in two dynamic random environments with fast (independent spin-flips) and slow (simple symmetric exclusion) decay of space-time correlations, respectively. We focus on…
Quantum mechanical control of the position of a particle by using a trapping potential well is an important problem for the manipulation of a quantum particle. We study the probability of successful conveyance of a particle trapping in a…
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…
Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…
Quantum dynamics of a particle confined in a box with time-dependent wall is revisited by considering some unexplored aspects of the problem. In particular, the case of dynamical confinement in a time-dependent box in the presence of purely…
In this paper, we introduce a new jump process modeling which involves a particular kind of non-Gaussian stochastic processes with random jumps at random time points. The main goal of this study is to provide an accurate tracking technique…
In this paper we consider two processes driven by diffusions and jumps. The jump components are Levy processes and they can both have finite activity and infinite activity. Given discrete observations we estimate the covariation between the…
So far it has been shown that the quantum dynamics cannot be described as a classical Markov process unless the number of classical states is uncountably infinite. In this paper, we present a stochastic model with time-correlated noise that…
A mode-coupling theory for the slow single-particle dynamics in fluids adsorbed in disordered porous media is derived, which complements previous work on the collective dynamics [V. Krakoviack, Phys. Rev. E 75, 031503 (2007)]. Its…
We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
A stochastic representation of the dynamics of open quantum systems, suitable for non-perturbative system-reservoir interaction, non-Markovian effects and arbitrarily driven systems is presented. It includes the case of driving on…
Glassy dynamics is intermittent, as particles suddenly jump out of the cage formed by their neighbours, and heterogeneous, as these jumps are not uniformly distributed across the system. Relating these features of the dynamics to the…
Particle entrainment in confined gas-particle systems driven by moving boundaries is central to many industrial and natural processes, including pharmaceutical manufacturing, food processing, and chemical engineering. Although often termed…
We present an implementation of a new method for explicit simulations of time-dependent electric currents through nanojunctions. The method is based on unitary propagation of stroboscopic wave packet states and is designed to treat open…
Stochastic unravelings provide a useful way to represent open quantum system dynamics in terms of pure state realizations, and have been widely studied both from a fundamental and from a computational point of view. They were initially…
Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…
In this paper, we present a theoretical, experimental, and numerical study of the dynamics of cavitation bubbles inside a droplet suspended in another host fluid. On the theoretical side, we provided a modified Rayleigh collapse time and…