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In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

概率论 · 数学 2020-01-09 Luca Angelani , Roberto Garra

We apply the adiabatic approximation to slow but finite-time thermodynamic processes and obtain the full counting statistics of work. The average work consists of change in free energy and the dissipated work, and we identify each term as a…

统计力学 · 物理学 2023-02-16 Jie Gu

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

概率论 · 数学 2009-12-31 Alessandro De Gregorio

Polymers are among the most important materials in the modern society being found almost in every activity of our daily life. Understanding their chemical and physical properties lead to improvements of their usage. The correlation…

软凝聚态物质 · 物理学 2021-02-02 B. V. Costa

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

无序系统与神经网络 · 物理学 2015-06-25 Petr Chvosta , Noelle Pottier

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

概率论 · 数学 2013-05-24 Rudolf Gorenflo , Francesco Mainardi

We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…

概率论 · 数学 2022-10-20 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a…

概率论 · 数学 2021-10-20 Konstantin Khanin , Liying Li

We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…

偏微分方程分析 · 数学 2026-02-27 Jiho Hong , Bangti Jin , Yavar Kian

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

We study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion…

概率论 · 数学 2021-06-30 Bart van Ginkel , Bart van Gisbergen , Frank Redig

We study a system of interacting particles in a periodically moving external potential, within the simplest possible description of paradigmatic symmetric exclusion process on a ring. The model describes diffusion of hardcore particles…

统计力学 · 物理学 2014-04-17 Rakesh Chatterjee , Sakuntala Chatterjee , Punyabrata Pradhan , S. S. Manna

In this article we derive Talagrand's $T_2$ inequality on the path space w.r.t. the maximum norm for various stochastic processes, including solutions of one-dimensional stochastic differential equations with measurable drifts, backward…

概率论 · 数学 2020-08-12 Daniel Bartl , Ludovic Tangpi

Optical tweezers equipped with position detection allow for application of piconewton-scale forces and high-temporal-resolution measurements of nanometer-scale motion. While typically used for trapping microscopic objects, the optical…

Recent progress in quantum technologies with ultracold atoms has been propelled by spatially fine-tuned control of lasers and diffraction-limited imaging. The state-of-the-art precision of optical alignment to achieve this fine-tuning is…

量子气体 · 物理学 2024-01-03 Bharath Hebbe Madhusudhana , Karatzyna Krzyzanowska , Malcolm Boshier

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

数值分析 · 数学 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

Optical trapping, where microscopic particles are trapped and manipulated by light is a powerful and widespread technique, with the single-beam gradient trap (also known as optical tweezers) in use for a large number of biological and other…

光学 · 物理学 2007-05-23 T. A. Nieminen , H. Rubinsztein-Dunlop , N. R. Heckenberg

Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…

星系天体物理 · 物理学 2024-10-31 Evan Scannapieco , Liubin Pan , Edward Buie , Marcus Brüggen

The structural dynamics of a biopolymer is governed by a process of diffusion through its conformational energy landscape. In pulling experiments using optical tweezers, features of the energy landscape can be extracted from the probability…

生物物理 · 物理学 2020-07-01 Sudeep Adhikari , K. S. D. Beach

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…

混沌动力学 · 物理学 2009-10-31 G. Falkovich , I. Kolokolov , V. Lebedev , S. Turitsyn