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Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and…
Renormalization of massless Feynman amplitudes in $x$-space is reexamined here, using almost exclusively real-variable methods. We compute a wealth of concrete examples by means of recursive extension of distributions. This allows us to…
The dynamical behavior of binary mixtures consisting of highly charged colloidal particles is studied by means of Brownian dynamics simulations. We investigate differently sized, but identically charged particles with nearly identical…
Within the Functional Renormalisation Group (FRG) approach, we present a fluid-dynamical approach to solving flow equations for models living in a multi-dimensional field space. To this end, the underlying exact flow equation of the…
From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…
Partial differential equations with distributional sources---in particular, involving (derivatives of) delta distributions---have become increasingly ubiquitous in numerous areas of physics and applied mathematics. It is often of…
The dynamics of individual DNA molecules in semidilute solutions undergoing planar extensional flow is simulated using a multi-particle Brownian dynamics algorithm, which incorporates hydrodynamic and excluded volume interactions in the…
The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…
We consider a continuum model for the dynamics of systems of self propelling particles with kinematic constraints on the velocities. The model aims to be analogous to a discrete algorithm used in works by T. Vicsek et al. In this paper we…
A novel scheme to simulate the evolution of a restricted set of observables of a quantum system is proposed. The set comprises the spectrum-generating algebra of the Hamiltonian. The idea is to consider a certain open-system evolution,…
Starting with a microscopic (individual-based) Brownian dynamics model of charged particles (ions), its macroscopic description is derived as a system of partial differential equations that govern the evolution of ion concentrations in…
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…
We investigate the application of deformation quantization to the system of a free particle evolving within a universe described by a Friedmann-Lemaitre-Robertson-Walker (FLRW) geometry. This approach allows us to analyze the dynamics of…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Dissipative particle dynamics (DPD) belongs to a class of models and computational algorithms developed to address mesoscale problems in complex fluids and soft matter in general. It is based on the notion of particles that represent…
Denoising diffusion models have become ubiquitous for generative modeling. The core idea is to transport the data distribution to a Gaussian by using a diffusion. Approximate samples from the data distribution are then obtained by…
We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…
Active particles (i.e., self-propelled particles or called microswimmers), different from passive Brownian particles, possess more complicated translational and angular dynamics, which can generate a series of anomalous transport phenomena.…
In this paper, we introduce new reference observables to establish a scaling formula in the renormalization group equation. Using the transfer matrix method, we calculate the two point observables of the one dimensional Ising model without…