AbstractThe projection of a continuous space process to a discrete space process via the transition rates between neighboring bins allows us to relate a master equation to a solution of a stochastic differential equation. The presented method is formulated in its general form for the first time and tested with the Brownian Diffusion process of noninteracting particles with white noise in simple one-dimensional potentials. The comparison of the first passage time obtained with Projective Dynamics, Brownian motion simulations and analytical solutions show the accuracy of this method as well as a wide independence of the particular choice of the binning process
A new computationally simple, speedy and accurate method is proposed to construct first-passage-time...
An equation for mean first-passage times of non-Markovian processes driven by colored noise is deriv...
A number of random processes in various fields of science is described by phenomenological equations...
AbstractThe projection of a continuous space process to a discrete space process via the transition ...
This dissertation presents a theoretical study of arbitrary discretizations of general nonequilibriu...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
In this thesis I will present a way of discretizing Lévy processes in space instead of in time. The ...
We talk about stochastic dynamics whose (unlabeled) equilibrium states are point processes appearing...
We derive a very general expression of the survival probability and the first passage time distrib...
The topic of this thesis is the study of approximation schemes of jump processes whose driving noise...
One reason why Brownian motion and Johnson noise are difficult subjects to teach is that their mathe...
Consider N=n1+n2+...+np non-intersecting Brownian motions on the real line, starting from the origin...
The trajectories of motion of dynamic systems subject to Gaussian White Noise inputs have in the pas...
This thesis introduces a new method of constructing analytically tractable (solvable) one-dimensiona...
Abstract: Stochastic differential Ito-Stratonovich equations (SDE) with non-linear coeffic...
A new computationally simple, speedy and accurate method is proposed to construct first-passage-time...
An equation for mean first-passage times of non-Markovian processes driven by colored noise is deriv...
A number of random processes in various fields of science is described by phenomenological equations...
AbstractThe projection of a continuous space process to a discrete space process via the transition ...
This dissertation presents a theoretical study of arbitrary discretizations of general nonequilibriu...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
In this thesis I will present a way of discretizing Lévy processes in space instead of in time. The ...
We talk about stochastic dynamics whose (unlabeled) equilibrium states are point processes appearing...
We derive a very general expression of the survival probability and the first passage time distrib...
The topic of this thesis is the study of approximation schemes of jump processes whose driving noise...
One reason why Brownian motion and Johnson noise are difficult subjects to teach is that their mathe...
Consider N=n1+n2+...+np non-intersecting Brownian motions on the real line, starting from the origin...
The trajectories of motion of dynamic systems subject to Gaussian White Noise inputs have in the pas...
This thesis introduces a new method of constructing analytically tractable (solvable) one-dimensiona...
Abstract: Stochastic differential Ito-Stratonovich equations (SDE) with non-linear coeffic...
A new computationally simple, speedy and accurate method is proposed to construct first-passage-time...
An equation for mean first-passage times of non-Markovian processes driven by colored noise is deriv...
A number of random processes in various fields of science is described by phenomenological equations...