Related papers: Introduction to Langevin Stochastic Processes
We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…
Lecture notes from the Third International School on Geometry and Physics at the Centre de Recerca Matematica in Barcelona, March 26--30, 2012.
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…
Physics in curved spacetime describes a multitude of phenomena, ranging from astrophysics to high energy physics. The last few years have witnessed further progress on several fronts, including the accurate numerical evolution of the…
This volume constitutes the pre-proceedings of the 26th International Symposium on Logic-Based Program Synthesis and Transformation (LOPSTR 2016), held on 6-8th September 2016 in Edinburgh, Scotland UK, and co-located with the 18th…
Elementary introduction to physics beyond the Standard Model. Lectures delivered at the 1995 European School of High-Energy Physics in Dubna, Russia.
This article is concerned with learning and stochastic control in physical systems which contain unknown input signals. These unknown signals are modeled as Gaussian processes (GP) with certain parametrized covariance structures. The…
This is a written account of the computer tutorial offered at the Sixth MC4BSM workshop at Cornell University, March 22-24, 2012. The tools covered during the tutorial include: FeynRules, LanHEP, MadGraph, CalcHEP, Pythia 8, Herwig++, and…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
This document presents the contents of three lectures delivered by the author at the Erd\H{o}s Center School ``Optimal Transport on Quantum Structures'', Septemer 19-23, 2022 in Budapest, Hungary. It presents a fairly self contained account…
We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…
We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…
This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…
Recent advances in stochastic optimization have yielded the interacting particle Langevin algorithm (IPLA), which leverages the notion of interacting particle systems (IPS) to efficiently sample from approximate posterior densities. This…
Many stochastic time series can be described by a Langevin equation composed of a deterministic and a stochastic dynamical part. Such a stochastic process can be reconstructed by means of a recently introduced nonparametric method, thus…
We give a short non-technical introduction to the Ising model, and review some successes as well as challenges which have emerged from its study in probability and mathematical physics. This includes the infinite-volume theory of phase…
The fifth edition of the "Computing Applications in Particle Physics" school was held on 3-7 February 2020, at Istanbul University, Turkey. This particular edition focused on the processing of simulated data from the Large Hadron Collider…
This text grew out of my lecture notes for a 4-hours minicourse delivered on October 17 \& 19, 2016 during the research school "Applications of Ergodic Theory in Number Theory" -- an activity related to the Jean-Molet Chair project of…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
This volume contains the joint proceedings of the Workshop on Games for the Synthesis of Complex Systems (CASSTING'16) and of the 3rd International Workshop on Synthesis of Complex Parameters (SynCoP'16). The workshops were held in…