相关论文: Phase velocity and phase diffusion in periodically…

Effective descriptions accounting for the evolution of quantum systems that are acted on by a bath are desirable. As the number of bath degrees of freedom increases and full quantum simulations turn out computationally prohibitive, simpler…

In many biological systems, the movement of individual agents is commonly characterized as having multiple qualitatively distinct behaviors that arise from various biophysical states. This is true for vesicles in intracellular transport,…

We present a methodology for the study of the dispersion of trajectories of stochastic processes in reconstructed phase spaces from observed data. The methodology allows to find ensembles of analog states, i.e. states that are close in the…

We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…

We propose a mean-field model of intermittent particle transport, where a particle may be in one of two phases: the first is an active (ballistic) phase, when a particle runs with constant velocity in some direction, and the second is a…

A general stochastic traffic cellular automaton (CA) model, which includes slow-to-start effect and driver's perspective, is proposed in this paper. It is shown that this model includes well known traffic CA models such as…

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…

We develop a discrete Boltzmann-type model that uses dynamics in phase space to describe the behavior of traffic flows. Firstly, we model the traffic flow at mesoscopic scale using dynamics in phase space, which is considered as an…

A coupled system of nonlinear mixed-type equations modeling early stages of angiogenesis is analyzed in a bounded domain. The system consists of stochastic differential equations describing the movement of the positions of the tip and stalk…

Nonequilibrium conditions fundamentally change how systems undergo phase separation. In systems with temperature gradients, attractive particles have been shown to form periodic patterns and steady convective currents, but a clear…

A diffusion taking value in probability measures on a graph with a vertex set $V$, $\sum_{i\in V}x_i\delta_i$, is studied. The masses on each vertices satisfy the stochastic differential equation of the form $dx_i=\sum_{j\in…

In this paper, a thermal-dynamical consistent model for mass transfer across permeable moving interfaces is proposed by using the energy variation method. We consider a restricted diffusion problem where the flux across the interface…

Phase field crystal (PFC) models constitute a field theoretical approach to solidification, melting and related phenomena at atomic length and diffusive time scales. One of the advantages of these models is that they naturally contain…

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Generative diffusion models have achieved spectacular performance in many areas of machine learning and generative modeling. While the fundamental ideas behind these models come from non-equilibrium physics, variational inference and…

In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…

An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…

Using the density matrix formalism, we prove an existence theorem of the periodic steady-state for an arbitrary periodically-driven system. This state has the same period as the modulated external influence, and it is realized as an…