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Pseudo-arclength continuation is a well-established method for generating a numerical curve approximating the solution of an underdetermined system of nonlinear equations. It is an inherently sequential predictor-corrector method in which…

Numerical Analysis · Mathematics 2013-12-13 Dhavide Aruliah , Lennaert van Veen , Alex Dubitski

The slow-to-start mechanism is known to play an important role in the particular shape of the Fundamental diagram of traffic and to be associated to hysteresis effects of traffic flow.We study this question in the context of exclusion and…

Statistical Mechanics · Physics 2015-05-30 Cyril Furtlehner , Jean-Marc Lasgouttes , Maxim Samsonov

We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…

Optimization and Control · Mathematics 2020-12-08 Raghu Pasupathy , Yongjia Song

Using the Bethe ansatz we obtain the determinant expression for the time dependent transition probabilities in the totally asymmetric exclusion process with parallel update on a ring. Developing a method of summation over the roots of Bethe…

Statistical Mechanics · Physics 2007-09-10 A. M. Povolotsky , V. B. Priezzhev

We give a combinatorial description of the stationary measure for a totally asymmetric exclusion process (TASEP) with second class particles, on either Z or on the cycle Z_N. The measure is the image by a simple operation of the uniform…

Probability · Mathematics 2007-05-23 Omer Angel

Exclusion processes became paradigmatic models of nonequilibrium interacting particle systems of wide range applicability both across the natural and the applied, social and technological sciences. Usually they are defined as a…

Statistical Mechanics · Physics 2018-06-26 J. Ricardo G. Mendonça

In this paper we obtain general integral formulas for probabilities in the asymmetric simple exclusion process (ASEP) on the integer lattice with nearest neighbor hopping rates p to the right and q=1-p to the left. For the most part we…

Probability · Mathematics 2011-08-12 Craig A. Tracy , Harold Widom

We study a continuous-space version of the totally asymmetric simple exclusion process (TASEP), consisting of interacting Brownian particles subject to a driving force in a periodic external potential. Particles are inserted at the leftmost…

Statistical Mechanics · Physics 2010-02-02 Jose Eduardo de Oliveira Rodrigues , Ronald Dickman

We study nonequilibrium dynamical models with two absorbing states: interacting monomer-dimer models, probabilistic cellular automata models, nonequilibrium kinetic Ising models. These models exhibit a continuous phase transition from an…

Statistical Mechanics · Physics 2009-10-30 WonMuk Hwang , Sungchul Kwon , Heungwon Park , Hyunggyu Park

Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…

Machine Learning · Statistics 2019-06-18 Belhal Karimi , Blazej Miasojedow , Eric Moulines , Hoi-To Wai

In the case of multi-threading as found in contemporary programming languages, parallel processes are interleaved according to what is known as a process-scheduling policy in the field of operating systems. In a previous paper, we extend…

Logic in Computer Science · Computer Science 2020-04-22 C. A. Middelburg

We study the nonequilibrium steady states of an asymmetric exclusion process (TASEP) coupled to a reservoir of unlimited capacity. We elucidate how the steady states are controlled by the interplay between the reservoir population that…

Statistical Mechanics · Physics 2021-09-15 Astik Haldar , Parna Roy , Abhik Basu

We review various combinatorial interpretations and mappings of stationary-state probabilities of the totally asymmetric, partially asymmetric and symmetric simple exclusion processes (TASEP, PASEP, SSEP respectively). In these steady…

Statistical Mechanics · Physics 2020-04-22 Anthony J. Wood , Richard A. Blythe , Martin R. Evans

Bidirectional transport in (quasi) one-dimensional systems generically leads to cluster-formation and small particle currents. This kind of transport can be described by the asymmetric simple exclusion process (ASEP) with two species of…

Cellular Automata and Lattice Gases · Physics 2020-04-22 Robin Jose , Chikashi Arita , Ludger Santen

We study two common types of time-noncontinuous updates for one dimensional stochastic cellular automata with arbitrary nearest neighbor interactions and arbitrary open boundary conditions. We first construct the stationary states using the…

Statistical Mechanics · Physics 2015-06-25 N. Rajewsky , M. Schreckenberg

We study the dynamics of symmetric exclusion process (SEP) in the presence of stochastic resetting to two possible specific configurations -- with rate $r_1$ (respectively, $r_2$) the system is reset to a step-like configuration where all…

Statistical Mechanics · Physics 2020-08-27 Onkar Sadekar , Urna Basu

An extension of the totally asymmetric exclusion process, which incorporates a dynamically extending lattice is explored. Although originally inspired as a model for filamentous fungal growth, here the dynamically extending exclusion…

Statistical Mechanics · Physics 2007-12-10 K. E. P. Sugden , M. R. Evans

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

In statistical data assimilation (SDA) and supervised machine learning (ML), we wish to transfer information from observations to a model of the processes underlying those observations. For SDA, the model consists of a set of differential…

Data Analysis, Statistics and Probability · Physics 2020-01-22 Zheng Fang , Adrian S. Wong , Kangbo Hao , Alexander J. A. Ty , Henry D. I. Abarbanel

It is known that the Markov matrix of the asymmetric simple exclusion process (ASEP) is invariant under the Uq(sl2) algebra. This is the result of the fact that the Markov matrix of the ASEP coincides with the generator of the…

Statistical Mechanics · Physics 2015-01-09 Chihiro Matsui
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