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3
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1answer
53 views

Introducing Randomness into Lagrangian Mechanics

Let's say at $t_o$ we have a ball rolling along a (rigid) tight rope. Is there anyway that we can solve for the trajectory of the ball knowing that at some $ t' $ there will be a random constraint ...
0
votes
0answers
20 views

Diffusion modeled by Levy process and Wiener process

I'm reading about diffusion and see that both Levy process and Wiener process can be used to model the diffusion of a particle. Why Levy process is more general than Wiener process, especially in term ...
3
votes
1answer
107 views

Detailed balance condition for coupled Langevin equation

Suppose $a$ and $m$ are real variables and they satisfy the following two coupled Langevin equations: $$ \dot{a}=F_a(a,m)+\eta_a(t);\quad\dot{m}=F_m(a,m)+\eta_m(t); $$ where $\eta_a$ and $\eta_m$ are ...
0
votes
1answer
34 views

bimolecular reaction master equation

I was wondering how to write down the deterministic rate equation for a bimolecular reaction with similar particles. e.g. $A \rightarrow^{k_+} B +B$ and $B +B \rightarrow^{k_-} A$ now the rate ...
1
vote
1answer
119 views

Describe Ising model dynamics in stochastic differential equation or stochastic process

The Ising model is described by the Hamiltonian $$ H(\sigma) = - \sum_{<i~j>} J_{ij} \sigma_i \sigma_j -\mu \sum_{j} h_j\sigma_j, $$ and is treated extensively by equilibrium statistical ...
0
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2answers
82 views

Resources on Master Equations

Presently I am reading about "Introduction to dynamical process theory and simulation" which uses the notion of Master Equations to solve Markov process. I am very new to this. Can someone provide me ...
0
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0answers
29 views

transforming experimental rate constant to monte-carlo rate constants?

I am trying to write a kinetic monte carlo code for polymerization process, but i am confused about how to compare my monte carlo equilibrium with analytical calculations. as an e.g. $X + X ...
2
votes
0answers
83 views

Reference for stochastic processes which helps moving from a basic level to a measure theory one

I'm looking for a reference (books, notes, lectures) which helps a physicist to understand the language of measure theory in the context of stochastic processes (in particular markov chains). I've ...
1
vote
1answer
22 views

Examining the presence of persistent domain from time series data

There are three variables, $X_t$, $Y_t$, and $Z_t$ that are dependent of each other, and I have the time series data of those variables from replicated experiments. The stochastic dynamics look quite ...
0
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0answers
36 views

characterising basins of attractions for master equations

I have a master equation for $(x,y,z)$ with the constraint $x+y+z=N$. $x$ can be regarded as the number of animal of a certain species in the whole system. In other words, I have a differential ...
0
votes
0answers
104 views

First passage time of diffusing particle with partially absorbing boundary

Given the solution to the spatiotemporal evolution of a single particle on a 1-D surface $P(x,t)$ a nice result (that I gleaned elsewhere on physics.SE) is that for a boundary at $x=0$ where ...
2
votes
1answer
60 views

Rate of probability loss from absorbing boundary

The following is the solution to the 1D diffusion equation with diffusion coefficient D, initial particle position $x_0$, and a perfectly absorbing boundary at $x=0$ (s.t. $P(x=0)=0$). $$ ...
5
votes
2answers
135 views

Counting of brownian particles: Point Process

Imagine a point process defined by the passage time of purely brownian particles through a given point (in 1D), line (2D) or plane (3D). I'm interested in the variance of the counts (number of ...
5
votes
2answers
677 views

What is the probability density function over time for a 1-D random walk on a line with boundaries?

If a single particle sits on an infinite line and undergoes a 1-D random walk, the probability density of its spatio-temporal evolution is captured by a 1-D gaussian distribution. \begin{align} ...
1
vote
1answer
449 views

Autocorrelation and Power density spectrum : Continuous Markov Process

I've been reading through the paper from Gillespie on Brownian motion and Johnson Noise (DOI, PDF). He considers $X_s(t)$, a zero-mean stochastic variable, that is stationary in the sense that all of ...
0
votes
1answer
109 views

Is this hypo-theoretical model of future prediction feasible? [closed]

First let me state that I am not, nor ever have I been, a physics student. I am working on an idea for a book I'm writing. This is a thought experiment that posits the existence of a computer system ...
12
votes
2answers
226 views

Random Walk Randomly Reflected

Hi I am not specialist in probability so I will not be surprised if the answer for this question is just a simple consequence of well known results from the random walk theory. In this case, I will ...