Related papers: Strongly correlated stochastic systems
We study the nonequilibrium stationary state (NESS) induced by quantum resetting of a system of $N$ noninteracting bosons in a harmonic trap. Our protocol consists of preparing initially the system in the ground state of a harmonic…
We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…
In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…
We study stochastic resetting of a probe particle in a viscoelastic environment where only the probe is reset while the medium retains memory of its past dynamics. Using a minimal model with finite correlation time, we analyze the…
One of the characteristic features of a stochastic process under resetting is that the probability density converges to a nonequilibrium stationary state (NESS). In addition, the approach to the stationary state exhibits a dynamical phase…
Stochastic resetting is known for its ability to accelerate search processes and induce non-equilibrium steady states. Here, we compare the relaxation times and resulting steady states of resetting and thermal relaxation for Brownian motion…
A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic ``agents'. Kinetic methods for…
This study examines the dynamics of a tracer particle diffusing in a nonequilibrium medium under stochastic resetting. The nonequilibrium state is induced by harmonic coupling between the tracer and bath particles, generating memory effects…
We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…
We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…
This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…
We establish well-posedness results for systems of a finite number of stochastic particles driven by independent Brownian motions and subject to a strongly singular drift induced by a Lennard-Jones interaction. In addition to the pairwise…
We investigate the dynamics of a quantum system subjected to a time-dependent and conditional resetting protocol. Namely, we ask: what happens when the unitary evolution of the system is repeatedly interrupted at random time instants with…
This thesis is devoted to the study of extreme value statistics in stochastic processes and their applications. In the first part, we obtain exact analytical results on the extreme value statistics of both discrete-time and continuous-time…
In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…