相关论文: On the waiting time distribution for continuous st…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
This paper establishes a far-reaching connection between the Finite-Difference Time-Domain method (FDTD) and the theory of dissipative systems. The FDTD equations for a rectangular region are written as a dynamical system having the…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
The Wigner-Smith (WS) time delay matrix relates a lossless system's scattering matrix to its frequency derivative. First proposed in the realm of quantum mechanics to characterize time delays experienced by particles during a collision,…
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes…
We demonstrate a new method of simulation of nonstationary quantum processes, considering the tunneling of two {\it interacting identical particles}, represented by wave packets. The used method of quantum molecular dynamics (WMD) is based…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
We use Stokesian Dynamics simulations to study the microscopic motion of particles suspended in fluids passing through porous media. We construct model porous media with fixed spherical particles, and allow mobile ones to move through this…
This paper is devoted to show the results obtained by using the magnitude-squared coherence for determining order-chaos transition in a system described by the logistic equation dynamics. For determining the power spectral density of a…
The WS time delay matrix relates a lossless and reciprocal system's scattering matrix to its frequency derivative, and enables the synthesis of modes that experience well-defined group delays when interacting with the system. The elements…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
The fluctuation behavior of triple quantum dots (TQDs) has, so far, largely focused on current cumulants in the long-time limit via full counting statistics. Given that (TQDs) are non-trivial open quantum systems with many interesting…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…
We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…
Wigner-Smith (WS) time delay concepts have been used extensively in quantum mechanics to characterize delays experienced by particles interacting with a potential well. This paper formally extends WS time delay theory to Maxwell's equations…