Related papers: Generalized Ensemble and Tempering Simulations: A …
We study a model of flocking in order to describe the transitions during the collective motion of organisms in three dimensions (e.g., birds). In this model the particles representing the organisms are self-propelled, i.e., they move with…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
Motivated by a range of biological applications related to the transport of molecules in cells, we present a modular framework to treat first-passage problems for diffusion in partitioned spaces. The spatial domains can differ with respect…
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe…
The scattering approach to quantum transport through a disordered quasi-one-dimensional conductor in the insulating regime is discussed in terms of its transfer matrix $\bbox{T}$. A model of $N$ one-dimensional wires which are coupled by…
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist of a local in time estimate between the original and the…
We investigate a system of harmonically coupled identical nonlinear constituents subject to noise in different spatial arrangements. For global coupling we find for infinitely many constituents the coexistence of several ergodic components…
Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…
We reconsider the immediate exchange model and define a more general class of models where mass is split, exchanged and merged. We relate the splitting process to the symmetric inclusion process via thermalization and from that obtain…
A most important aspect in the field of traffic modeling is the simulation of bottleneck situations. For their realistic description a macroscopic multi-lane model for uni-directional freeways including acceleration, deceleration, velocity…
We introduce structured random matrix ensembles, constructed to model many-body quantum systems with local interactions. These ensembles are employed to study equilibration of isolated many-body quantum systems, showing that rather complex…
The effectiveness of a new algorithm, parallel tempering, is studied for numerical simulations of biological molecules. These molecules suffer from a rough energy landscape. The resulting slowing down in numerical simulations is overcome by…
We reconsider the non-equilibrium dynamics of closed quantum systems. In particular we focus on the thermalization of integrable systems. Here we show how the generalized Gibbs Ensemble (GGE) can be constructed as the best approximation to…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
Numerical modeling of the intensity and evolution of flood events are affected by multiple sources of uncertainty such as precipitation and land surface conditions. To quantify and curb these uncertainties, an ensemble-based simulation and…
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities.…
Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…