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Online system identification algorithms are widely used for monitoring, diagnostics and control by continuously adapting to time-varying dynamics. Typically, these algorithms consider a model structure that lacks parsimony and offers…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Koen Classens , Rodrigo A. González , Tom Oomen

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

Data Analysis, Statistics and Probability · Physics 2012-10-23 B. Lehle

A recent development which is poised to disrupt current structural engineering practice is the use of data obtained from physical structures such as bridges, viaducts and buildings. These data can represent how the structure responds to…

Applications · Statistics 2019-06-26 Alastair Gregory , Din-Houn Lau , Mark Girolami , Liam Butler , Mohammed Elshafie

It is a big challenge in the analysis of experimental data to disentangle the unavoidable measurement noise from the intrinsic dynamical noise. Here we present a general operational method to extract measurement noise from stochastic time…

Chaotic Dynamics · Physics 2013-01-01 Pedro G. Lind , Maria Haase , Frank Böttcher , Joachim Peinke , David Kleinhans , Rudolf Friedrich

The identification of abnormal behaviour in mechanical systems is key to anticipate and avoid their potential failure. Thus wind turbine health is commonly assessed monitoring series of $10$-minute SCADA and high frequency data from…

Data Analysis, Statistics and Probability · Physics 2017-10-25 Pedro G. Lind , Luis Vera-Tudela , Matthias Wächter , Martin Kühn , Joachim Peinke

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

We propose a new test statistic based on a score process for determining the statistical significance of a putative signal that may be a small perturbation to a noisy experimental background. We derive the reference distribution for this…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ramani S. Pilla , Catherine Loader , Cyrus Taylor

Stochastic and coherence resonances appear in nonlinear systems subjected to an external source of noise and are characterized by a maximum response at the optimal value of the noise intensity. This paper shows experimentally that it is…

Condensed Matter · Physics 2016-08-31 O. Calvo , I. Gomes , C. R. Mirasso , R. Toral

The stochastic dynamics of orthogonal metal cutting with both regenerative and nonsmooth frictional effects are investigated numerically in this paper. The shortcomings of neglecting nonsmoothness in frictional and stochastic effects in…

Chaotic Dynamics · Physics 2026-05-20 Meiyazhagan Jaganathan , Vikram Pakrashi , Aasifa Rounak

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…

Molecular Networks · Quantitative Biology 2015-05-30 Neda Bostani , David A. Kessler , Nadav M. Shnerb , Wouter-Jan Rappel , Herbert Levine

The paper describes the application of some numerical techniques to analyze and to characterize the observed dynamical behaviour of fluidized bed systems. The preliminary results showed clearly that the dynamics of the considered process…

comp-gas · Physics 2016-08-31 E. Caputo , S. Sello , ; V. Marcolongo

This paper develops a general data-driven approach to stochastic elastoplastic modelling that leverages atomistic simulation data directly rather than by fitting parameters. The approach is developed in the context of metallic glasses,…

Statistical Mechanics · Physics 2024-10-02 Bin Xu , Zhao Wu , Jiayin Lu , Michael D. Shields , Chris H. Rycroft , Franz Bamer , Michael L. Falk

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek

Uncertainty quantification is not yet widely adapted in the design process of engineering components despite its importance for achieving sustainable and resource-efficient structures. This is mainly due to two reasons: 1) Tracing the…

Computational Engineering, Finance, and Science · Computer Science 2024-12-18 Hendrik Geisler , Emmanuel Baranger , Philipp Junker

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray

Stochastic resonance shows that under some circumstances noise can enhance the response of a system to a periodic force. While this effect has been extensively investigated theoretically and demonstrated experimentally in classical systems,…

Quantum Physics · Physics 2009-11-06 S. F. Huelga , M. B. Plenio

This paper presents a theoretical study on the influence of a discrete element in the nonlinear dynamics of a continuous mechanical system subject to randomness in the model parameters. This system is composed by an elastic bar, attached to…

Statistical Mechanics · Physics 2021-05-24 Americo Cunha , Rubens Sampaio

As data from monitored structures become increasingly available, the demand grows for it to be used efficiently to add value to structural operation and management. One way in which this can be achieved is to use structural response…

Applications · Statistics 2025-05-14 Nicholas E. Silionis , Konstantinos N. Anyfantis
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