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We analyze a one-dimensional quantum model with off-diagonal disorder, consisting of a sequence of potential energy barriers whose width is a random variable either uniformly or "half-normally" distributed, subjected to an external electric…

Statistical Mechanics · Physics 2015-06-15 Matteo Colangeli , Marco Pizzi , Lamberto Rondoni

We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture…

Statistics Theory · Mathematics 2021-02-18 Seonghyun Jeong , Subhashis Ghosal

Matter agglomeration mesoscopic phenomena of irreversible type are well described by nonequilibrium thermodynamics formalism. The description assumes that the thermodynamic (internal) state variables are in local equilibrium, and uses the…

Statistical Mechanics · Physics 2007-05-23 A. Gadomski , J. M. Rubi

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

Diffusion coefficient usually decreases when friction increases. We analyze the opposite behavior in the paradigmatic system consisting of an inertial Brownian particle moving in a symmetric spatially periodic potential and driven by an…

Statistical Mechanics · Physics 2025-03-31 I. G. Marchenko , I. I. Marchenko , V. Aksenova , J. Łuczka , J. Spiechowicz

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

Stochastic reaction-diffusion processes may be presented in terms of integrable quantum chains and can be used to describe various biological and chemical systems. Exploiting the integrability of the models one finds in some cases good…

Condensed Matter · Physics 2007-05-23 Gunter M. Schütz

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

The system under study is a reaction-diffusion equation in a horizontal strip, coupled to a diffusion equation on its upper boundary via an exchange condition of the Robin type. This class of models was introduced by H. Berestycki, L. Rossi…

Analysis of PDEs · Mathematics 2016-03-16 Laurent Dietrich , Jean-Michel Roquejoffre

We revisit the asymptotic bias analysis of the distributed Pareto optimization algorithm developed based on the diffusion strategies. We propose an alternative way to analyze the asymptotic bias of this algorithm at small step-sizes and…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-07 Reza Arablouei , Kutluyıl Doğançay , Stefan Werner , Yih-Fang Huang

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Probability · Mathematics 2008-11-18 Konstantin A. Borovkov , Andrew N. Downes

We consider the one-dimensional partially asymmetric exclusion model with open boundaries. The model describes a system of hard-core particles that hop stochastically in both directions with different rates. At both boundaries particles are…

Condensed Matter · Physics 2009-10-28 Fabian H. L. Essler , Vladimir Rittenberg

The method of fusion barrier distribution has been widely used to interpret the effect of nuclear structure on heavy-ion fusion reactions around the Coulomb barrier. We discuss a similar, but less well known, barrier distribution extracted…

Nuclear Theory · Physics 2015-06-26 K. Hagino , N. Rowley

Reaction-diffusion systems where transition rates exhibit quenched disorder are common in physical and chemical systems. We study pair reactions on a periodic two-dimensional lattice, including continuous deposition and spontaneous…

Disordered Systems and Neural Networks · Physics 2010-11-10 A. Wolff , I. Lohmar , J. Krug , Y. Frank , O. Biham

We study various combinations of active diffusion with branching, as an extension of standard reaction-diffusion processes. We concentrate on the selection of the asymptotic wavefront speed for thermal run-and-tumble and for thermal active…

Statistical Mechanics · Physics 2020-05-22 Thibaut Demaerel , Christian Maes

Various phenomenological models of particle multiplicity distributions are discussed using a general form of the grand canonical partition function. These phenomenological models include a wide range of varied processes such as coherent…

Nuclear Theory · Physics 2007-05-23 S. J. Lee , A. Z. Mekjian

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…

Mathematical Physics · Physics 2013-10-02 J. Bakosi , J. R. Ristorcelli

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…

Mathematical Physics · Physics 2025-08-26 Hong Qian , Zhongwei Shen

We consider the rate of transition for a particle between two metastable states coupled to a thermal environment for various magnitudes of the coupling strength, using the recently proposed infrequent metadynamics approach (Tiwary and…

Soft Condensed Matter · Physics 2016-05-04 Pratyush Tiwary , B. J. Berne