Related papers: Minimal Brownian Ratchet: An Exactly Solvable Mode…
This paper aims at the study of controllability properties and induced controllability metrics on complex networks governed by a class of (discrete time) linear decision processes with mul-tiplicative noise. The dynamics are given by a…
Brownian motors, or ratchets, are devices which "rectify" Brownian motion, i.e. they can generate a current of particles out of unbiased fluctuations. The ratchet effect is a very general phenomenon which applies to a wide range of physical…
The problem of detecting a change in the drift of a Brownian motion is considered. The change point is assumed to have a modified exponential prior distribution with unknown parameters. A worst-case analysis with respect to these parameters…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
In this paper, we address two minimal controllability problems, where the goal is to determine a minimal subset of state variables in a linear time-invariant system to be actuated to ensure controllability under additional constraints.…
We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are employed. The maximal likely trajectory by maximizing the…
We propose a new stochastic model involving state-dependent variable exponent $p(\cdot)$ which allows modeling of systems where noise intensity adapts to the current state. This new flexible theoretical framework generalizes both the…
Rough volatility models have gained considerable interest in the quantitative finance community in recent years. In this paradigm, the volatility of the asset price is driven by a fractional Brownian motion with a small value for the Hurst…
We consider the problem of tracking a target whose dynamics is modeled by a continuous It\=o semi-martingale. The aim is to minimize both deviation from the target and tracking efforts. We establish the existence of asymptotic lower bounds…
We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…
We show how to efficiently simulate pure quantum states in one dimensional systems that have both finite energy density and vanishingly small energy fluctuations. We do so by studying the performance of a tensor network algorithm that…
We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the…
We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…
We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
The task of inducing, via continuous static state-feedback control, an asymptotically stable heteroclinic orbit in a nonlinear control system is considered in this paper. The main motivation comes from the problem of ensuring convergence to…
Several new families of nonlinear three-dimensional travelling wave solutions to the Navier-Stokes equation, also known as exact coherent states, are computed for Newtonian plane Poiseuille flow. The symmetries and streak/vortex structures…
The study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize the…
A novel transport phenomenon is identified that is induced by inertial Brownian particles which move in simple one-dimensional, symmetric periodic potentials under the influence of both a time periodic and a constant, biasing driving force.…
We characterise the steady states of a suspension of two-dimensional active brownian particles (ABPs). We calculate the steady-state probability distribution to lowest order in Peclet number. We show that macroscopic quantities can be…