Related papers: Resolution dependence of most probable pathways wi…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…
We develop a learning-based framework for constructing shrinking disturbance-invariant tubes under state- and input-dependent uncertainty, intended as a building block for tube Model Predictive Control (MPC), and certify safety via a…
Finding controls for open quantum systems needs to take into account effects from unwanted environmental noise. Since actual realizations or states of the noise are typically unknown, the usual treatment for the quantum system's decoherence…
Many physical implementations of qubits---including ion traps, optical lattices and linear optics---suffer from loss. A nonzero probability of irretrievably losing a qubit can be a substantial obstacle to fault-tolerant methods of…
Particle number fluctuations $N(t)$, measured in virtual observation boxes of an image or a simulation, offer a way to quantify particle dynamics when particle tracking is impractical, such as in high-density systems. While traditionally…
We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…
We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…
A surprising similarity is found between the distribution of hydrodynamic stress on the wall of an irregular channel and the distribution of flux from a purely Laplacian field on the same geometry. This finding is a direct outcome from…
We study a higher-dimensional thin film equation that incorporates competitive effects between aggregation and repulsion, where repulsion is modeled by fourth-order diffusion and aggregation by backward second-order degenerate diffusion,…
We develop a general approach for studying the cumulative probability distribution function of localized objects (particles) whose dynamics is governed by the first-order Langevin equation driven by superheavy-tailed noise. Solving the…
The stochastic differential and integral equations describing the system of particles weakly interacting among themselves which are absorbed and scattered by particles of a medium are considered. The time-dependent transport equation with…
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…
We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…
Inspired by the ideas from the field of stochastic approximation, we propose a randomized algorithm to compute the capacity of a finite-state channel with a Markovian input. When the mutual information rate of the channel is concave with…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
We construct a class of quantum channels in arbitrary dimensions for which entanglement improves the performance of the channel. The channels have correlated noise and when the level of correlation passes a critical value we see a sharp…
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…
Wavefunction collapse models modify Schr\"odinger's equation so that it describes the collapse of a superposition of macroscopically distinguishable states as a dynamical process. This provides a basis for the resolution of the quantum…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…