Related papers: Tamed Feynman-Kac diffusion processes: Killing-bra…
The first passage time density of a diffusion process to a time varying threshold is of primary interest in different fields. Here we consider a Brownian motion in presence of an exponentially decaying threshold to model the neuronal…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
Sequential and quantum Monte Carlo methods, as well as genetic type search algorithms can be interpreted as a mean field and interacting particle approximations of Feynman-Kac models in distribution spaces. The performance of these…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
Diffusion, a ubiquitous phenomenon in nature, is a consequence of particle number conservation and locality, in systems with sufficient damping. In this paper we consider diffusive processes in the bulk of Weyl semimetals, which are exotic…
We use a semiclassical approach to study out of equilibrium dynamics and transport in quantum systems with massive quasiparticle excitations having internal quantum numbers. In the universal limit of low energy quasiparticles, the system is…
We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting distribution of a killed diffusion to coincide with a target…
We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-time analogue of the classical Feynman--Kac formula, we obtain…
We consider the $N$-particle Fleming-Viot process associated to a normally reflected diffusion with soft catalyst killing. The Fleming-Viot multi-colour process is obtained by attaching genetic information to the particles in the…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
Classically chaotic systems relax to coarse grained states of equilibrium. Here we numerically study the quantization of such bounded relaxing systems, in particular the quasi-periodic fluctuations associated with the correlation between…
A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
We considered diffusion-driven processes on small-world networks with distance-dependent random links. The study of diffusion on such networks is motivated by transport on randomly folded polymer chains, synchronization problems in…
We study diffusion-controlled single-species annihilation with sparse initial conditions. In this random process, particles undergo Brownian motion, and when two particles meet, both disappear. We focus on sparse initial conditions where…
Quantum annealing in the transverse-field Ising model (TFIM) with open-system dynamics is known to use thermally-assisted tunneling to drive computation. However, it is still subject to debate whether quantum systems in the presence of…
We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…
Understanding how the dynamics of a given quantum system with many degrees of freedom is altered by the presence of a generic perturbation is a notoriously difficult question. Recent works predict that, in the overwhelming majority of…