Related papers: Strong overlap of deterministic and stochastic dyn…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
The dynamical scaling and ageing in the relaxational dynamics of the quenched directed spherical model is analysed. The exact two-time correlation and response functions display new regimes of ballistic or anisotropic ballistic scaling, at…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
Superdiffusive transport with dynamical exponent $z=3/2$ has been firmly established at finite temperature for a class of integrable systems with a non-abelian global symmetry $G$. On the inclusion of integrability-breaking perturbations,…
The second-order phase transitions in the Ising model and liquid-gas systems share a universality class and critical exponents, despite the absence of $Z_2$ symmetry in the liquid-gas Hamiltonian. This discrepancy highlights a central…
Recently, Diffusion Large Language Models (DLLMs) have offered high throughput and effective sequential reasoning, making them a competitive alternative to autoregressive LLMs (ALLMs). However, parallel decoding, which enables simultaneous…
Non-equilibrium Markov Chain Monte Carlo (NE-MCMC) simulations provide a well-understood framework based on Jarzynski's equality to sample from a target probability distribution. By driving a base probability distribution out of…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
We introduce a low-order dynamical system to describe thermal convection in an annular domain. The model derives systematically from a Fourier-Laurent truncation of the governing Navier-Stokes Boussinesq equations and accounts for spatial…
In the supercritical fluid (SCF) region, at temperatures and pressures above the critical point, the thermodynamic singularity separating liquids and gases no longer exists. Recent arguments based on thermodynamics and critical scalings…
We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and non-product extensions with convex interaction, such as the…
Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…
This work introduces a scalable filtering algorithm for multi-agent traffic estimation. Large-scale networks are spatially partitioned into overlapping road sections. The traffic dynamics of each section is given by the switching mode model…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
Uncertainty persists over how and why some countries become democratic and others do not, or why some countries remain democratic and others 'backslide' toward autocracy. Furthermore, while scholars generally agree on the nature of…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…