Related papers: Rare Events Statistics in Reaction--Diffusion Syst…
We investigate the statistics of selected rare events in a (1+1)-dimensional (classical) stochastic growth model which describes the evolution of (quantum) random unitary circuits. In such classical formulation, particles are created and/or…
We present certain mathematical aspects of an information method which was formulated in an attempt to investigate diffusion phenomena. We imagine a regular dynamical hamiltonian systems under the random perturbation of thermal (molecular)…
A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…
The Hamiltonian of an isolated quantum mechanical system determines its dynamics and physical behaviour. This study investigates the possibility of learning and utilising a system's Hamiltonian and its variational thermal state estimation…
We develop an action formalism to calculate probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels and establish a pathwise large deviation principle with total mass being the rate. As an application,…
This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…
By their very nature, rare event probabilities are expensive to compute; they are also delicate to estimate as their value strongly depends on distributional assumptions on the model parameters. Hence, understanding the sensitivity of the…
Reaction-diffusion systems, which consist of the reacting particles subject to diffusion process, constitute one of the common examples of non-linear statistical systems. In low space dimensions $d \leq 2$ the usual description by means of…
In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can…
Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…
We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…
We develop a spectral formulation and a stationary WKB approximation for calculating the probabilities of rare events (large deviations from the mean) in systems of reacting particles with infinite-range interaction, describable by a master…
We calculate the probabilities to find systems of reacting particles in states which largely deviate from typical behavior. The rare event statistics is obtained from the master equation which describes the dynamics of the probability…
Diffusion mediated reaction models are particularly ubiquitous in the description of physical, chemical or biological processes. The random walk schema is a useful tool for formulating these models. Recently, evanescent random walk models…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions can be written as a euclideen Schr\"odinger equation in which the wave function is the probability distribution and the Hamiltonian is…
Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…
The concepts and methods used for the study of disordered systems have proven useful in the analysis of the evolution equations of quantum chromodynamics in the high-energy regime: Indeed, parton branching in the semi-classical…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…
We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…