相关论文: Diffusion laws, information and action principle
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
In a growing number of strongly disordered and dense systems, the dynamics of a particle pulled by an external force field exhibits super-diffusion. In the context of glass forming systems, super cooled glasses and contamination spreading…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…
We consider random walks in dynamic random environments given by Markovian dynamics on $\mathbb{Z}^d$. We assume that the environment has a stationary distribution $\mu$ and satisfies the Poincar\'e inequality w.r.t. $\mu$. The random walk…
The principle of absence of arbitrage opportunities allows obtaining the distribution of stock price fluctuations by maximizing its information entropy. This leads to a physical description of the underlying dynamics as a random walk…
We characterize a transition from normal to ballistic diffusion in a bouncing ball dynamics. The system is composed of a particle, or an ensemble of non-interacting particles, experiencing elastic collisions with a heavy and periodically…
In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
Diffusion processes are instrumental to describe the movement of a continuous quantity in a generic network of interacting agents. Here, we present a probabilistic framework for diffusion in networks and propose to classify agent…
The averaged steady-state surprisal links a driven stochastic system's information processing to its nonequilibrium thermodynamic response. By explicitly accounting for the effects of nonequilibrium steady states, a decomposition of the…
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…
We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
This work investigates the evolution of the distribution of charged particles due to the mechanism of stochastic turbulent acceleration (STA) in presence of small-scale turbulence with a mean magnetic field. STA is usually modelled as a…