相关论文: Review of analytical treatments of barrier-type pr…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
Path integrals are a ubiquitous tool in theoretical physics. However, their use is sometimes hindered by the lack of control on various manipulations -- such as performing a change of the integration path -- one would like to carry out in…
Solids facing a plasma are a common situation in many astrophysical systems and laboratory setups. Moreover, many plasma technology applications rely on the control of the plasma-surface interaction. However, presently often a fundamental…
The use of variational method in functional integral approach is discussed for fermion and boson systems with Coulomb interaction. The formal general expression of thermodynamic potential is obtained by Feynman path integral technique and…
Polynomial dynamical systems describing interacting particles in the plane are studied. A method replacing integration of a polynomial multi--particle dynamical system by finding polynomial solutions of a partial differential equations is…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
Advanced spectral and statistical data analysis techniques have greatly contributed to shaping our understanding of microphysical processes in plasmas. We review some of the main techniques that allow for characterising fluctuation…
In this paper we present a model based on dynamics of the electrons in the plasma using a simplified Boltzmann equation coupled with a Poisson equation. The motivation arose to simulate active plasma resonance spectroscopy which is used for…
Wave-particle interaction is a key process in particle diffusion in collisionless plasmas. We look into the interaction of single plasma waves with individual particles and discuss under which circumstances this is a chaotic process,…
Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…
The concept of plasma relaxation as a constrained energy minimization is reviewed. Recent work by the authors on generalizing this approach to partially relaxed three-dimensional plasma systems in a way consistent with chaos theory is…
The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…
In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing barriers under…
Nonlinear frequency response analysis is a widely used method for determining system dynamics in the presence of nonlinearities. In dusty plasmas, the plasma-grain interaction (e.g., grain charging fluctuations) can be characterized by a…
We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
Collisional and stochastic wave-particle dynamics in plasmas far from equilibrium are complex, temporally evolving, stochastic processes which are challenging to model. In this work, we extend previous methods coupling differentiable…
After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…
In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…
Chaotic transport is a subject of paramount importance in a variety of problems in plasma physics, specially those related to anomalous transport and turbulence. On the other hand, a great deal of information on chaotic transport can be…