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 popular approach in quantum optics is to map a master equation to a stochastic differential equati...
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter β>0, generalizing ...
A variety of phenomena are best described using dynamical models which operate on a discrete state s...
AbstractThe projection of a continuous space process to a discrete space process via the transition ...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
This dissertation presents a theoretical study of arbitrary discretizations of general nonequilibriu...
In this paper we consider systems of weakly interacting particles driven by colored noise in a bista...
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the...
This thesis is a collection of collaborative research work which uses field-theoretic techniques to ...
The 15th Biennial Computational Techniques and Applications Conference, held at the University of Ne...
Mean-square approximations, which ensure boundedness of both time and space increments, are construc...
The Brownian motion of a classical particle can be described by a Fokker-Planck-like equation. Its s...
AbstractLarge time annealed path measure limits for a one-dimensional Brownian motion, with possibly...
AbstractIn a recent paper Brydges, Fröhlich, and Spencer have successfully applied Markov chains to ...
A popular approach in quantum optics is to map a master equation to a stochastic differential equati...
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter β>0, generalizing ...
A variety of phenomena are best described using dynamical models which operate on a discrete state s...
AbstractThe projection of a continuous space process to a discrete space process via the transition ...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
Detailed microscale simulation is typically too computationally expensive for the long time simulati...
This dissertation presents a theoretical study of arbitrary discretizations of general nonequilibriu...
In this paper we consider systems of weakly interacting particles driven by colored noise in a bista...
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the...
This thesis is a collection of collaborative research work which uses field-theoretic techniques to ...
The 15th Biennial Computational Techniques and Applications Conference, held at the University of Ne...
Mean-square approximations, which ensure boundedness of both time and space increments, are construc...
The Brownian motion of a classical particle can be described by a Fokker-Planck-like equation. Its s...
AbstractLarge time annealed path measure limits for a one-dimensional Brownian motion, with possibly...
AbstractIn a recent paper Brydges, Fröhlich, and Spencer have successfully applied Markov chains to ...
A popular approach in quantum optics is to map a master equation to a stochastic differential equati...
We introduce multilevel versions of Dyson Brownian motions of arbitrary parameter β>0, generalizing ...
A variety of phenomena are best described using dynamical models which operate on a discrete state s...