相关论文: Path-integral representation for a stochastic sand…

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After…

We study the long-time behavior of conservative interacting particle systems in $Z$: the activated random walk model for reaction-diffusion systems and the stochastic sandpile. We prove that both systems undergo an absorbing-state phase…

Complex systems are composed of many particles or agents that move and interact with one another. The underlying mathematical framework to model many of these systems must incorporate the spatial transport of particles and their…

We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…

A Gaussian operator basis provides a means to formulate phase-space simulations of the real- and imaginary-time evolution of quantum systems. Such simulations are guaranteed to be exact while the underlying distribution remains…

We develop a theory for the representation of opaque solids as volumes. Starting from a stochastic representation of opaque solids as random indicator functions, we prove the conditions under which such solids can be modeled using…

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…

Fixed-energy sandpiles with stochastic update rules are known to exhibit a nonequilibrium phase transition from an active phase into infinitely many absorbing states. Examples include the conserved Manna model, the conserved lattice gas,…

We study a class of dynamical networks modeled by linear and time-invariant systems which are described by state-space realizations. For these networks, we investigate the relations between various types of factorizations which preserve the…

We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…

Stochastic evolution equations describing the dynamics of systems under the influence of both deterministic and stochastic forces are prevalent in all fields of science. Yet, identifying these systems from sparse-in-time observations…

Several path integral representations for the $T$-matrix in nonrelativistic potential scattering are given which produce the complete Born series when expanded to all orders and the eikonal approximation if the quantum fluctuations are…

We introduce a stochastic sandpile model where finite drive and dissipation are coupled to the activity field. The absorbing phase transition here, as expected, belongs to the directed percolation (DP) universality class. We focus on the…

We study fixed density sandpiles in which the number of particles transferred to a neighbor on relaxing an active site is determined stochastically by a parameter $p$. Using an argument, the critical density at which an active-absorbing…

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

On contrary to the customary thought, the well-known ``lemma'' that the distribution function of a collisionless Boltzmann gas keeps invariant along a molecule's path represents not the strength but the weakness of the standard theory. One…

We investigate the critical behavior of a reaction-diffusion system exhibiting a continuous absorbing-state phase transition. The reaction-diffusion system strictly conserves the total density of particles, represented as a non-diffusive…

We perform a time-dependent study of the driven dynamics of overdamped particles which are placed in a one-dimensional, piecewise linear random potential. This set-up of spatially quenched disorder then exerts a dichotomous varying random…