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This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called…

Computational Physics · Physics 2024-09-25 Pierre Degond , Giacomo Dimarco , Marina Ferreira , Sophie Hecht

The state of an open quantum system undergoing an adiabatic process evolves by following the instantaneous stationary state of its time-dependent generator. This observation allows one to characterize, for a generic adiabatic evolution, the…

Statistical Mechanics · Physics 2024-01-23 Paulo J. Paulino , Igor Lesanovsky , Federico Carollo

Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…

Probability · Mathematics 2017-01-26 Laura Sacerdote , Massimiliano Tamborrino , Cristina Zucca

We describe a method for computing transport coefficients from the direct evaluation of large deviation function. This method is general, relying on only equilibrium fluctuations, and is statistically efficient, employing trajectory based…

Statistical Mechanics · Physics 2017-11-22 Chloe Ya Gao , David T. Limmer

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…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

Sampling from high-dimensional and structured probability distributions is a fundamental challenge in computational physics, particularly in the context of lattice field theory (LFT), where generating field configurations efficiently is…

Quantum Physics · Physics 2026-02-10 Jehu Martinez , Andrea Delgado

Fluctuations in stochastic systems are usually characterized by the full counting statistics, which analyzes the distribution of the number of events taking place in the fixed time interval. In an alternative approach, the distribution of…

Statistical Mechanics · Physics 2018-01-24 Krzysztof Ptaszynski

We consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations on $\mathbb{Z}^d$, $d\geq 2$, including discrete Gaussian free fields, Ginzburg-Landau $\nabla \phi$…

Probability · Mathematics 2024-05-21 Sebastian Andres , Alexis Prévost

We consider the non-equilibrium dynamics of disordered systems as defined by a master equation involving transition rates between configurations (detailed balance is not assumed). To compute the important dynamical time scales in…

Disordered Systems and Neural Networks · Physics 2010-02-15 Cecile Monthus , Thomas Garel

Flow of molecular gas into a complex vacuum system is investigated by a lumped parameter model to estimate the time evolution of gas pressure $p_g$, which for the first time takes into account the realistic effect of time-delay arising due…

Fluid Dynamics · Physics 2018-06-19 Rajiv Goswami , K. A. Jadeja

We present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in $\sqrt{N \beta/{\cal Z}}$ and polynomial in…

Quantum Physics · Physics 2017-01-11 Anirban Narayan Chowdhury , Rolando D. Somma

The quantum shutter approach to tunneling time scales (G. Garc\'{\i }a-Calder\'{o}n and A. Rubio, Phys. Rev. A \textbf{55}, 3361 (1997)), which uses a cutoff plane wave as the initial condition, is extended in such a way that a certain type…

Quantum Physics · Physics 2016-08-16 Norifumi Yamada , Gastón García-Calderón , Jorge Villavicencio

We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…

Probability · Mathematics 2022-11-03 Zachary Bezemek , Konstantinos Spiliopoulos

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

We investigate the first-passage properties of a jump process with a constant drift, focusing on two key observables: the first-passage time $\tau$ and the number of jumps $n$ before the first-passage event. By mapping the problem onto an…

Statistical Mechanics · Physics 2025-07-31 Ivan N. Burenev , Satya N. Majumdar

Quantum phase transition in the one-dimensional period-two and uniform quantum compass model are studied by using the pseudo-spin transformation method and the trace map method. The exact solutions are presented, the fidelity, the…

Strongly Correlated Electrons · Physics 2009-11-13 Ke-Wei Sun , Yu-Yu Zhang , Qing-Hu Chen

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

First passage time statistics in disordered systems exhibiting scale invariance are studied widely. In particular, long trapping times in energy or entropic traps are fat-tailed distributed, which slow the overall transport process. We…

Statistical Mechanics · Physics 2023-09-26 Marc Höll , Alon Nissan , Brian Berkowitz , Eli Barkai

We present an elementary derivation and generalisation of a recently reported method of simulating feedback in open quantum systems. We use our generalised method to simulate systems with multiple delays, as well as cascaded systems with…

Quantum Physics · Physics 2017-09-14 S. J. Whalen , A. L. Grimsmo , H. J. Carmichael

In this paper we propose a method to estimate the density matrix \rho of a d-level quantum system by measurements on the N-fold system. The scheme is based on covariant observables and representation theory of unitary groups and it extends…

Quantum Physics · Physics 2009-11-10 M. Keyl
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