Related papers: The stochastic six-vertex model speed process
We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as…
An asymmetric stochastic process describing the avalanche dynamics on a ring is proposed. A general kinetic equation which incorporates the exclusion and avalanche processes is considered. The Bethe ansatz method is used to calculate the…
We consider the facilitated exclusion process, which is a nonergodic, kinetically constrained exclusion process. We show that in the hydrodynamic limit, its macroscopic behavior is governed by a free boundary problem. The particles evolve…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
(abridged) We present results of test-particle simulations on both the first and the second order Fermi acceleration at relativistic parallel shock waves. We consider two scenarios for particle injection: (i) particles injected at the shock…
We consider a spatially homogeneous Kolmogorov-Vicsek model in two dimensions, which describes the alignment dynamics of self-driven stochastic particles that move on the plane at a constant speed, under space-homogeneity. In \cite{F-K-M},…
In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…
Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…
We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…
An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
We present a formal kinetic derivation of a second order macroscopic traffic model from a stochastic particle model. The macroscopic model is given by a system of hyperbolic partial differential equations (PDEs) with a discontinuous flux…
We consider the stochastic target problem of finding the collection of initial laws of a mean-field stochastic differential equation such that we can control its evolution to ensure that it reaches a prescribed set of terminal probability…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…
The discrete-time version of totally asymmetric simple-exclusion process (TASEP) on a finite one-dimensional lattice is studied with the periodic boundary condition. Each particle at a site hops to the next site with probability $0 \leq p…
Coherence is the most fundamental quantum resource in quantum information processing. How fast a physical system gets coherence or decoherence is a critical ingredient. We present an attainable quantum speed limit based on the variation of…
We consider a multicontinuum model in porous media applications, which is described as a system of coupled flow equations. The coupling between different continua depends on many factors and its modeling is important for porous media…
We consider the sedimentation of $N$ spherical particles with identical radii $R$ in a Stokes flow in $\mathbb R^3$. The particles satisfy a no-slip boundary condition and are subject to constant gravity. The dynamics of the particles is…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
We discuss some Lagrangian and presymplectic models concerning test particles in electromagnetic and gravitational fields, with the aim of describing an upper bound to the acceleration. Some models are based on the relativistic phase space…