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We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…

Systems and Control · Electrical Eng. & Systems 2020-10-19 Adam J. Thorpe , Vignesh Sivaramakrishnan , Meeko M. K. Oishi

We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…

Statistical Mechanics · Physics 2024-08-15 Martin Žonda , Wolfgang Belzig , Edward Goldobin , Tomáš Novotný

We use the hydrodynamic representation of the Gross -Pitaevskii/Nonlinear Schroedinger equation in order to analyze the dynamics of macroscopic tunneling process. We observe a tendency to a wave breaking and shock formation during the early…

Other Condensed Matter · Physics 2009-11-11 G. Dekel , V. Fleurov , A. Soffer , C. Stucchio

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

Statistical Mechanics · Physics 2012-08-02 Robert Biele , Roberto D'Agosta

We describe a new family of thin-wall instantons, with negative tension bubble walls, that mediate tunneling between Minkowski or de Sitter vacua. Some of these instantons can have exponentially enhanced tunneling rates, and would dominate…

High Energy Physics - Theory · Physics 2009-12-07 Kate Marvel , Daniel Wesley

We demonstrate how to model the toppling activity in avalanching systems by stochastic differential equations (SDEs). The theory is developed as a generalization of the classical mean field approach to sandpile dynamics by formulating it as…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Martin Rypdal , Kristoffer Rypdal

This manuscript presents an innovative framework for constructing barrier functions to bound reachability probabilities for continuous-time stochastic systems described by stochastic differential equations (SDEs). The reachability…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Bai Xue

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

Using numerical and analytic methods, we study quantum tunneling from a Minkowski false vacuum to an anti-de Sitter true vacuum. Scanning the parameter space of theories with quartic and non-polynomial potentials, we find that for any given…

High Energy Physics - Theory · Physics 2016-07-26 Ali Masoumi , Sonia Paban , Erick J. Weinberg

In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…

Dynamical Systems · Mathematics 2015-06-16 Christoffer R. Heckman , Ira B. Schwartz

We compute the on-shell Euclidean action of Schwarzschild-de Sitter black holes, and take their contributions in the gravitational path integral into account using the formalism of constrained instantons. Although Euclidean de Sitter black…

High Energy Physics - Theory · Physics 2023-03-01 Edward K. Morvan , Jan Pieter van der Schaar , Manus R. Visser

We develop a non-empirical scheme to search for the minimum-energy escape paths from the minima of the potential surface to unknown saddle points nearby. A stochastic algorithm is constructed to move the walkers up the surface through the…

Computational Physics · Physics 2018-05-23 Ryosuke Akashi , Yuri S. Nagornov

We study Coleman-De Luccia tunneling of the Standard Model Higgs field during inflation in the case when the electroweak vacuum is metastable. We verify that the tunneling rate is exponentially suppressed. The main contribution to the…

High Energy Physics - Phenomenology · Physics 2016-12-02 Andrey Shkerin , Sergey Sibiryakov

The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…

Statistical Mechanics · Physics 2022-09-29 Rajeev Bhaskaran , Vijay Ganesh Sadhasivam

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…

Statistical Mechanics · Physics 2007-05-23 Serge Shpyrko , V. V. Ryazanov

We derive a prediction of dynamical tunneling rates from regular to chaotic phase-space regions combining the direct regular-to-chaotic tunneling mechanism in the quantum regime with an improved resonance-assisted tunneling theory in the…

Chaotic Dynamics · Physics 2010-03-18 Steffen Löck , Arnd Bäcker , Roland Ketzmerick , Peter Schlagheck

We present one-dimensional simulation results for the cold atom tunneling experiments by the Heidelberg group [G. Z\"urn {\em{et al.}}, Phys. Rev. Lett. {\bf{108}}, 075303 (2012) and G. Z\"urn {\em{et al.}}, Phys. Rev. Lett. {\bf{111}},…

Quantum Gases · Physics 2015-12-16 Seyed Ebrahim Gharashi , D. Blume

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

Based on the dynamical quantization method we derive a quantum phase-space non-Markovian Smoluchowski equation describing the non-inertial Brownian motion of a harmonic oscillator immersed in a generic environment. In the long-time regime…

Statistical Mechanics · Physics 2010-03-23 A. O. Bolivar

Based on semiclassical tunneling method, we focus on charged fermions tunneling from higher-dimensional Reissner-Nordstr\"{o}m black hole. We first simplify the Dirac equation by semiclassical approximation, and then a semiclassical…

General Relativity and Quantum Cosmology · Physics 2016-08-26 Shu-Zheng Yang , Dan Wen , Kai Lin
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