Related papers: A simple linear response closure approximation for…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…
We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…
We consider the coupled system of equations that describe flow in fractured porous media. To describe such types of problems, multicontinuum and multiscale approaches are used. Because in multicontinuum models, the permeability of each…
The 2-step staggered (also called leap-frog) time discretisation of linear 2nd-order Hamiltonian systems (typically linear elastodynamics in a stress-velocity form) is extended for a 3-step staggered discretisation applicable for systems…
We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with…
Many chemical processes exhibit diverse timescale dynamics with a strong coupling between timescale sensitive variables. Model predictive control with a non-uniformly spaced optimisation horizon is an effective approach to multi-timescale…
Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
A phenomenological model for the dissipation of scalar fluctuations due to the straining by the fluid motion is proposed in this letter. An explicit equation is obtained for the time evolution of the probability distribution function of a…
Slow-fast dynamical systems have two time scales and an explicit parameter representing the ratio of these time scales. Locally invariant slow manifolds along which motion occurs on the slow time scale are a prominent feature of slow-fast…
The thermal dynamics in thermo-mechanical systems exhibits a much slower time scale compared to the structural dynamics. In this work, we use the method of multiple scales to reduce the thermo-mechanical structural models with a…
A stochastic mode reduction strategy is applied to multiscale models with a deterministic energy-conserving fast sub-system. Specifically, we consider situations where the slow variables are driven stochastically and interact with the fast…
Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…
A study of the dynamics of a tunneling particle in a driven bistable potential which is moderately-to-strongly coupled to a bath is presented. Upon restricting the system dynamics to the Hilbert space spanned by the M lowest energy…
The sampling of the configuration space in diffusion Monte Carlo (DMC) is done using walkers moving randomly. In a previous work on the Hubbard model [\href{https://doi.org/10.1103/PhysRevB.60.2299}{Assaraf et al.~Phys.~Rev.~B \textbf{60},…
A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…
For a general class of dynamical systems (of which the canonical continuous and uniform discrete versions are but special cases), we prove that there is a state feedback gain such that the resulting closed-loop system is uniformly…
We develop a perturbation theory of quantum (and classical) master equations with slowly varying parameters, applicable to systems which are externally controlled on a time scale much longer than their characteristic relaxation time. We…
In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…