相关论文: Exploring the Gillis model: a discrete approach to…

Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

The system of one-dimensional symmetric simple random walks, in which none of walkers have met others in a given time period, is called the vicious walker model. It was introduced by Michael Fisher and applications of the model to various…

In this paper we present a Semi-Lagrangian scheme for a regularized version of the Hughes model for pedestrian flow. Hughes originally proposed a coupled nonlinear PDE system describing the evolution of a large pedestrian group trying to…

In this paper we consider a representative a priori unstable Hamiltonian system with 2+1/2 degrees of freedom, to which we apply the geometric mechanism for diffusion introduced in the paper Delshams et al., Mem. Amer. Math. Soc. 2006, and…

Statistics of classical Hamiltonian random walk of particle colliding with atoms of ideal gas is considered from viewpoint of earlier suggested exact pseudo-quantum path integral representation of the problem, and qualitative agreement is…

Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…

Many disordered systems show a superdiffusive dynamics, intermediate between the diffusive one, typical of a classical stochastic process, and the so called ballistic behaviour, which is generally expected for the spreading in a quantum…

It has been discovered that open quantum walks diffusively distribute in space, since they were introduced in 2012. Indeed, some limit distributions have been demonstrated and most of them are described by Gaussian distributions. We operate…

Probabilistic human motion prediction aims to forecast multiple possible future movements from past observations. While current approaches report high diversity and realism, they often generate motions with undetected limb stretching and…

Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

The diffusion and flow of amorphous materials, such as glasses and granular materials, has resisted a simple microscopic description, analogous to defect theories for crystals. Early models were based on either gas-like inelastic collisions…

A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…

In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…

Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…

From the integer quantum Hall effect, to swimming at low Reynolds number, geometric phases arise in the description of many different physical systems. In many of these systems the temporal evolution prescribed by the geometric phase can be…

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…