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Visualizzazione post con etichetta stochasticity. Mostra tutti i post
Visualizzazione post con etichetta stochasticity. Mostra tutti i post

sabato 16 marzo 2024

# gst: apropos of random walks, intermittent random walks under stochastic resetting

AA << analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which it does not react to the target. >>

AA << demonstrate that Poissonian resetting leads to the existence of a non-equilibrium steady state. (They) calculate the distribution of the first arrival time to a target along with its mean and show the existence of an optimal reset rate. In particular, (..) the initial condition of the walker, i.e., either starting diffusely or relocating, can significantly affect the long-time properties of the search process. >>

<< the presence of distinct parameter regimes for the global optimization of the mean first arrival time when ballistic and diffusive movements are in direct competition. >>️

Rosa Flaquer-Galmes, Daniel Campos,  Vicenc Mendez. Intermittent random walks under stochastic resetting. Phys. Rev. E 109, 034103. March 4, 2024. 

Also: walk, walking, random, in https://www.inkgmr.net/kwrds.html

Keywords: gst, walk, intermittent random walk, stochasticity, stochastic resetting



sabato 2 luglio 2022

# gst: perform statistics of rare events in stochastic processes by defining stochastic bridges from fixed start and end points.

<< The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. (AA) present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have fixed start and end points (so-called stochastic bridges). (AA) then show that by carefully choosing a set of such bridges and assigning an appropriate statistical weight to each bridge, one can focus more processing power on the rare events of a target stochastic process while faithfully preserving the statistics of these rare trajectories. >>

Javier Aguilar, Joseph W. Baron, et al. 
Sampling rare trajectories using stochastic bridges. Phys. Rev. E 105, 064138. Jun 30, 2022.


Keywords: stochasticity, stochastic processes, stochastic bridges, large deviations, rare trajectories, rare event statistics.

mercoledì 1 dicembre 2021

# gst: small-scale random perturbations, Arnold's cat spontaneously stochastic

<< Multi-scale systems (..) may possess a fascinating property of spontaneous stochasticity: a small-scale initial uncertainty develops into a randomly chosen largescale state in a finite time, and this behavior is not sensitive to the nature and magnitude of uncertainty (..). >>

A << intriguing form is the Eulerian spontaneous stochasticity (ESS) of the velocity field itself: an infinitesimal small-scale noise triggers stochastic evolution of velocity field at finite scales and times. >>

AA << prove that a formally deterministic system with scaling symmetry yields a stochastic process with Markovian properties if it is regularized with a vanishing small-scale random perturbation. Besides its significance for understanding turbulence, (their) model extends the phenomenon of ESS beyond the scope of fluid dynamics: (AA) discuss a prototype of a feasible experiment for observing ESS in optics or electronics, as well as potential applications in other physical systems.>>

Alexei A. Mailybaev, Artem Raibekas. Spontaneously stochastic Arnold's cat. arXiv:2111.03666v1 [nlin.CD]. Nov 5,  2021.


keywords: gst, Arnold's cat, randomness, stochasticity, spontaneous stochasticity, small-scale random perturbations, noise, turbulence, chaos