Related papers: A piecewise deterministic Markov process approach …
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…
We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…
The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
In order to examine the influence of system dynamics on sliding friction, we introduce the so-called micro-walking machine. This model consists of a rigid body with a number of elastic contact spots that is pulled by a constantly moving…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We perform extended numerical simulation of the dynamics of dry friction, based on a model derived from the phenomenological description proposed by T. Baumberger et al.. In the case of small deviation from the steady sliding motion, the…
Elastic wave propagation provides a noninvasive way to probe granular materials. The discrete element method using particle configuration as input, allows a micromechanical interpretation on the acoustic response of a given granular system.…
We add thermal noise consistently to reduced models of undeformable vesicles and capsules in shear flow and derive analytically the corresponding stochastic equations of motion. We calculate the steady-state probability distribution…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We develop and fully characterize a meshfree Lagrangian (particle) model for continuum-based numerical modeling of dry and submerged granular flows. The multiphase system of the granular material and the ambient fluid is treated as a…
We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses {\em unstable} fixed points. The results…
Friction is ubiquitous in daily life, from nanoscale machines to large engineering components. By probing the intricate interplay between system parameters and frictional behavior, scientists seek to unveil the underlying mechanisms that…
We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs". One can build up a Markov process from…
Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…