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20112020
most citedNoise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit

53 citations · 149 across the 8 of their papers we have counts for

collaborators

8 papers

math.PR2020★ 5 cited

Convergence of Rain Process Models to Point Processes

Scott Hottovy, Samuel N. Stechmann

A moisture process with dynamics that switch after hitting a threshold gives rise to a rainfall process. This rainfall process is characterized by its random holding times for dry…

cs.LG2020

Monte Carlo Tree Search for a single target search game on a 2-D lattice

Elana Kozak, Scott Hottovy

Monte Carlo Tree Search (MCTS) is a branch of stochastic modeling that utilizes decision trees for optimization, mostly applied to artificial intelligence (AI) game players. This p…

math-ph2016★ 30 cited

Small Mass Limit of a Langevin Equation on a Manifold

Jeremiah Birrell, Scott Hottovy, Giovanni Volpe +1

We study damped geodesic motion of a particle of mass on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential eq…

math.PR2015★ 32 cited

The Small-Mass Limit for Langevin Dynamics with Unbounded Coefficients and positive friction

David P. Herzog, Scott Hottovy, Giovanni Volpe

A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The conver…

math-ph2015★ 2 cited

A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise

Scott Hottovy, Austin McDaniel, Jan Wehr

We consider a general stochastic differential delay equation (SDDE) with state-dependent colored noises and derive its limit as the time delays and the correlation times of the noi…

cond-mat.stat-mech2012★ 2 cited

Dynamical Effects of Multiplicative Feedback on a Noisy System

Giuseppe Pesce, Austin McDaniel, Scott Hottovy +2

Intrinsically noisy mechanisms drive most physical, biological and economic phenomena, from stock pricing to phenotypic variability. Frequently, the system's state influences the d…

cond-mat.stat-mech2012★ 25 cited

Thermophoresis of Brownian particles driven by coloured noise

Scott Hottovy, Giovanni Volpe, Jan Wehr

The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but c…

math-ph2011★ 53 cited

Noise-induced drift in stochastic differential equations with arbitrary friction and diffusion in the Smoluchowski-Kramers limit

Scott Hottovy, Giovanni Volpe, Jan Wehr

We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluc…