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We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We consider near-critical two-dimensional statistical systems at phase coexistence on the half plane with boundary conditions leading to the formation of a droplet separating coexisting phases. General low-energy properties of…
Stochastic restarting is a strategy of starting anew. Incorporation of the resetting to the random walks can result in the decrease of the mean first passage time, due to the ability to limit unfavorably meandering, sub-optimal…
We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…
We consider one dimensional diffusive search strategies subjected to external potentials. The location of a single target is drawn from a given probability density function (PDF) $f_G(x)$ and is fixed for each stochastic realization of the…
We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…
A broad class of systems, including ecological, epidemiological, and sociological ones, are characterized by populations of individuals assigned to specific categories, e.g., a chemical species, an opinion or an epidemic state, that are…
We consider a one-dimensional Brownian motion with diffusion coefficient $D$ in the presence of $n$ partially absorbing traps with intensity $\beta$, separated by a distance $L$ and evenly spaced around the initial position of the particle.…
This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…
Some microscopic dynamics are also macroscopically irreversible, dissipating energy and producing entropy. For many-particle systems interacting with deterministic thermostats, the rate of thermodynamic entropy dissipated to the environment…
Entropy scaling is a powerful technique that has been used for predicting transport properties of pure components over a wide range of states. However, modeling mixture diffusion coefficients by entropy scaling is an unresolved task. We…
Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…
We study a subsystem of an isolated one-dimensional correlated metal when it is driven by a steady electric field or when it relaxes after driving. We obtain numerically exact reduced density matrix $\rho$ for subsystems which are…
This work addresses the problem of learning the dynamics of high-dimensional probability densities over time using unlabeled samples, without assuming access to trajectory information. We introduce two-parameter flows that learn only…
Complex fluid flows are important in many real-life problems. For an in-depth understanding, new and more elaborate methods of flow description are necessary. Often experimental and numerical data are accumulated in large quantities however…
This work contains two single-letter upper bounds on the entropy rate of a discrete-valued stationary stochastic process, which only depend on second-order statistics, and are primarily suitable for models which consist of relatively large…
The approach the first-passage time (FPT) of a random process to a certain level is applied to the description of radiation-enhanced diffusion. This is an integral approach to describing the problem of radiation-enhanced diffusion, which…
A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…
Diffusion models have shown remarkable performance in generation problems over various domains including images, videos, text, and audio. A practical bottleneck of diffusion models is their sampling speed, due to the repeated evaluation of…
(abridged) In this paper, we present the issues we consider as essential as far as the statistical mechanics of finite systems is concerned. In particular, we emphasis our present understanding of phase transitions in the framework of…