Related papers: Dynamics of a bricklayer model: multi-walker reali…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
We present an algorithm, based on the iteration of conformal maps, that produces independent samples of self-avoiding paths in the plane. It is a discrete process approximating radial Schramm-Loewner evolution growing to infinity. We focus…
We consider (random) walks in a multidimensional orthant. Using the idea of universality in probability theory, one can associate a unique polyhedral domain to any given walk model. We use this connection to prove two sets of new results.…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear…
We study a one-dimensional lattice random walk with an absorbing boundary at the origin and a movable partial reflector. On encountering the reflector, at site x, the walker is reflected (with probability r) to x-1 and the reflector is…
In this paper, we study connections between the classical model-based approach to nonlinear system theory, where systems are represented by equations, and the nonlinear behavioral approach, where systems are defined as sets of trajectories.…
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
The movement of many organisms can be described as a random walk at either or both the individual and population level. The rules for this random walk are based on complex biological processes and it may be difficult to develop a tractable,…
We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…
We consider Monte Carlo methods for simulating solutions to the analogue of the Dirichlet boundary-value problem in which the Laplacian is replaced by the fractional Laplacian and boundary conditions are replaced by conditions on the…
Lattice-based random walk models are widely used to study populations of migrating cells with motility bias and proliferation. Crowding is typically represented by volume exclusion, where each lattice site can be occupied by at most one…
One goal in the quantum-walk research is the exploitation of the intrinsic quantum nature of multiple walkers, in order to achieve the full computational power of the model. Here we study the behaviour of two non-interacting particles…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
We introduce an operator description for a stochastic sandpile model with a conserved particle density, and develop a path-integral representation for its evolution. The resulting (exact) expression for the effective action highlights…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…