相关论文: EQUIVALENCES BETWEEN STOCHASTIC SYSTEMS

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…

One dimensional systems are under intense investigation, both from theoretical and experimental points of view, since they have rather peculiar characteristics which are of both conceptual and technological interest. We analyze the…

Using Brownian dynamics computer simulations we show that a two-dimensional suspension of self-propelled ("active") colloidal particles crystallizes at sufficiently high densities. Compared to the equilibrium freezing of passive particles…

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Comparison results are given for time-inhomogeneous Markov processes with respect to function classes induced stochastic orderings. The main result states comparison of two processes, provided that the comparability of their infinitesimal…

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…

The aggregation of particles in the free molecular regime is determined approximately for situations with a high degree of translational energy equilibration. The mean particle sizes develop linearly in time. Scaling relations are used to…

Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

We discuss a strongly entangled two-particle state of motion that emerges naturally from the double-pulse dissociation of a diatomic molecule. This state, which may be called dissociation-time entangled, permits the unambiguous…

This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…

This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…

The results of space-like separated measurements are independent of distant measurement settings, a property one might call two-way no-signalling. In contrast, time-like separated measurements are only one-way no-signalling since the past…

A general stochastic approach to the description of coagulating aerosol system is developed. As the object of description one can consider arbitrary mesoscopic values (number of aerosol clusters, their size etc). The birth-and-death…

We study a gas of point particles with hard-core repulsion in one dimension where the particles move freely in-between elastic collisions. We prepare the system with a uniform density on the infinite line. The velocities $\{v_i; i \in…

We consider the dynamics of diffusing particles in one space dimension with annihilation on collision and nucleation (creation of particles) with constant probability per unit time and length. The cases of nucleation of single particles and…

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…