Related papers: A stochastic Trotter integration scheme for dissip…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…
By numerical integration, we study the relaxation dynamics of degenerate harmonic oscillator modes dispersively coupled to particle positions. Depending on whether the effective inertial potential induced by the oscillators keep the…
In this work, we show a connection between superstatistics and position-dependent mass (PDM) systems in the context of the canonical ensemble. The key point is to set the fluctuation distribution of the inverse temperature in terms od the…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…
Gradient descent (GD) and stochastic gradient descent (SGD) have been widely used in a large number of application domains. Therefore, understanding the dynamics of GD and improving its convergence speed is still of great importance. This…
An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…
Although driven Brownian particles are ubiquitous in stochastic dynamics and often serve as paradigmatic model systems for many aspects of stochastic thermodynamics, fully analytically solvable models are few and far between. In this paper,…
A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…
A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…
We present an approach to the dynamics of interacting particle systems, which allows to derive path integral formulas from purely stochastic considerations. We show that the resulting field theory is a dual version of the standard theory of…
Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…
We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…
Thermal Radiative Transfer (TRT) is the dominant energy transfer mechanism in high-energy density physics with applications in inertial confinement fusion and astrophysics. The stiff interactions between the material and radiation fields…
Dissipative particle dynamics (DPD) is a well-established mesoscale simulation method. However, there have been long-standing ambiguities regarding the dependence of its (purely repulsive) force field parameter on temperature as well as the…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…
The dissipative Hofstadter model, which describes a particle in 2-D subject to a periodic potential, uniform magnetic field, and dissipation, is also related to open string boundary states. This model exhibits an SL(2,Z) duality symmetry…