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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…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

We consider the asymmetric simple exclusion process (ASEP) on the positive integers with an open boundary condition. We show that, when starting devoid of particles and for a certain boundary condition, the height function at the origin…

Probability · Mathematics 2020-01-10 Guillaume Barraquand , Alexei Borodin , Ivan Corwin , Michael Wheeler

We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…

Probability · Mathematics 2024-12-20 Mikhail Menshikov , Serguei Popov , Andrew Wade

We consider $N$ identical inertialess rigid spherical particles in a Stokes flow in a domain $\Omega \subset \mathbb R^3$. We study the average sedimentation velocity of the particles when an identical force acts on each particle. If the…

Analysis of PDEs · Mathematics 2024-05-22 Matthieu Hillairet , Richard M. Höfer

We study the long time evolution and stationary speed distribution of N point particles in 2D moving under the action of an external field E, and undergoing elastic collisions with either a fixed periodic array of convex scatterers, or with…

Chaotic Dynamics · Physics 2012-10-30 Federico Bonetto , Nikolai Chernov , Alexey Korepanov , Joel Lebowitz

We prove a color-position symmetry for a class of ASEP-like interacting particle systems with discrete time on the one-dimensional lattice. The full space-time inhomogeneity of our systems allows to apply the result to colored (or…

Probability · Mathematics 2019-05-14 Alexei Borodin , Alexey Bufetov

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

A bottleneck can largely deteriorate the flow, such as a traffic light or an on-ramp at a road. To alleviate bottleneck situations, one of the important strategies is to control the input rate to suit the state of the road. In this study,…

Cellular Automata and Lattice Gases · Physics 2019-03-28 Hiroki Yamamoto , Daichi Yanagisawa , Katsuhiro Nishinari

A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…

Other Condensed Matter · Physics 2009-11-10 K. Thomas Waldeer

We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…

Statistical Mechanics · Physics 2020-06-24 Erez Aghion , David A. Kessler , Eli Barkai

SGD with momentum (SGDM) has been widely applied in many machine learning tasks, and it is often applied with dynamic stepsizes and momentum weights tuned in a stagewise manner. Despite of its empirical advantage over SGD, the role of…

Optimization and Control · Mathematics 2020-08-19 Yanli Liu , Yuan Gao , Wotao Yin

In this letter, the 6-vertex model on dynamical random lattices is defined via a matrix model and rewritten (following I. Kostov) as a deformation of the O(2) model. In the large N planar limit, an exact solution is found at criticality.…

Statistical Mechanics · Physics 2010-12-17 P. Zinn-Justin

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

Probability · Mathematics 2023-10-06 Dawid Czapla , Sander C. Hille , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…

Probability · Mathematics 2025-03-04 Pierre Monmarché

We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…

Information Theory · Computer Science 2007-07-13 George M. Gemelos , Tsachy Weissman

Turbulent magnetic fields are to some extent a universal feature in astrophysical phenomena. Charged particles that encounter these turbulence get on average accelerated according to the so-called second-order Fermi process. However, in…

High Energy Astrophysical Phenomena · Physics 2024-11-25 Dominik Walter , Björn Eichmann

We prove a strong law of large numbers for the location of the second class particle in a totally asymmetric exclusion process when the process is started initially from a decreasing shock. This completes a study initiated in Ferrari and…

Probability · Mathematics 2007-05-23 Thomas Mountford , Herve Guiol