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The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

We study spatiotemporal chaos in two-dimensional dense active suspensions using a generalized hydrodynamic model. Increasing activity induces a structural transition marked by the formation of intense vortices and giant number fluctuations…

Fluid Dynamics · Physics 2026-03-13 Kirti Kashyap , Kolluru Venkata Kiran , Anupam Gupta

Reaction-diffusion processes across layered media arise in several scientific domains such as pattern-forming E. coli on agar substrates, epidermal-mesenchymal coupling in development, and symmetry-breaking in cell polarisation. We develop…

Pattern Formation and Solitons · Physics 2020-09-18 Andrew L. Krause , Václav Klika , Jacob Halatek , Paul K. Grant , Thomas E. Woolley , Neil Dalchau , Eamonn A. Gaffney

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

The population model of Busenberg and Travis is a paradigmatic model in ecology and tumour modelling due to its ability to capture interesting phenomena like the segregation of populations. Its singular mathematical structure enforces the…

Analysis of PDEs · Mathematics 2024-01-29 Gonzalo Galiano , Víctor González-Tabernero

Spatially localized states play an important role in transition to turbulence in shear flows (Kawahara, Uhlmann & van Veen, Annu. Rev. Fluid Mech. 44, 203 (2012)). Despite the fact that some of them are attractors on the separatrix between…

Fluid Dynamics · Physics 2016-04-18 Rishabh Gvalani , Cédric Beaume

Spatial distribution of the human population is distinctly heterogeneous, e.g. showing significant difference in the population density between urban and rural areas. In the historical perspective, i.e. on the timescale of centuries, the…

Adaptation and Self-Organizing Systems · Physics 2022-08-30 Anna Zincenko , Sergei Petrovskii , Vitaly Volpert

We investigate Turing pattern formation in a stochastic reaction-diffusion model defined on $N$ lattice sites, where each lattice site is associated with a reaction vessel of volume $\Omega$. We focus on a regime where spatial discreteness…

Statistical Mechanics · Physics 2025-12-12 Yusuke Yanagisawa , Shin-ichi Sasa

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

In this paper, I prove necessary and sufficient conditions for the existence of Turing instabilities in a general system with three interacting species. Turing instabilities describe situations when a stable steady state of a reaction…

Pattern Formation and Solitons · Physics 2024-05-24 Vit Piskovsky

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

We experimentally investigate the response of a sheared granular medium in a Couette geometry. The apparatus exhibits the expected stick-slip motion and we probe it in the very intermittent regime resulting from low driving. Statistical…

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

We investigate cosmological models described by a scalar field with an exponential potential, and apply the stochastic formalism, which allows us to study how quantum field fluctuations give rise to stochastic noise. This modifies the…

General Relativity and Quantum Cosmology · Physics 2020-01-24 Tays Miranda , Emmanuel Frion , David Wands

Fluctuation-dominated phase ordering refers to a steady state in which the magnitude of long-range order varies strongly owing to fluctuations, and to the associated coarsening phenomena during the approach to steady state. Strong…

Statistical Mechanics · Physics 2023-07-21 Mustansir Barma

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

A model of interacting random walkers is presented and shown to give rise to patterns consisting in periodic arrangements of fluctuating particle clusters. The model represents biological individuals that die or reproduce at rates depending…

Statistical Mechanics · Physics 2009-11-10 Cristobal Lopez , Emilio Hernandez-Garcia

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak
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