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This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…
The quantum instanton approximation is a type of quantum transition state theory that calculates the chemical reaction rate using the reactive flux correlation function and its low order derivatives at time zero. Here we present several…
This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…
We present an extensive Monte Carlo study on light transport in optically thin slabs, addressing both axial and transverse propagation. We completely characterize the so-called ballistic-to-diffusive transition, notably in terms of the…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
We adopt a stochastic approach to study the charge transport in transistors. In this approach, the hole and electron densities are ruled by diffusion-reaction stochastic partial differential equations satisfying local detailed balance…
We have previously discussed the one-dimensional multitrap system of finite range and found the somewhat unexpected result that the larger is the number of imperfect traps the higher is the transmission through them. We discuss in this work…
We establish a large deviation principle for time dependent trajectories (paths) of the empirical density of $N$ particles with long range interactions, for homogeneous systems. This result extends the classical kinetic theory that leads to…
We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…
Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…
We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…
Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…
The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…
Abstract. The present work considers a change in the momentum under the transfer of a solution through the interface. It is shown that pressure related to the partial volumes of components arises in a solution under diffusion. As a result,…