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Related papers: Stochastic method for in-situ damage analysis

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In this thesis we aim to analyze and quantify the energetic and information contents that can be extracted from a dynamical system subject to the external environment. The latter is usually assumed to be deleterious for the feasibility of…

Quantum Physics · Physics 2018-05-07 Stefano Gherardini

We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…

Statistical Mechanics · Physics 2009-11-10 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

Automated damage detection is an integral component of each structural health monitoring (SHM) system. Typically, measurements from various sensors are collected and reduced to damage-sensitive features, and diagnostic values are generated…

Applications · Statistics 2024-09-27 Lizzie Neumann , Philipp Wittenberg , Alexander Mendler , Jan Gertheiss

It is shown that the inert properties of a stationary random process can be expressed in terms of the ratio of its correlation interval to the doubled variance. When using a fixed value of the Planck constant h as a proportionality factor,…

General Physics · Physics 2022-10-10 Mikhail Batanov-Gaukhman

A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation…

Statistical Mechanics · Physics 2009-01-08 P. O. Kazinski

We extend observability metrics based on the empirical observability Gramian from deterministic nonlinear systems to nonlinear stochastic systems in order to capture the impact of process noise on observability. We demonstrate that the…

Systems and Control · Electrical Eng. & Systems 2020-06-16 Nathan Powel , Kristi A. Morgansen

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…

Methodology · Statistics 2015-04-03 Michael Vogt , Holger Dette

A vulnerability scan combined with information about a computer network can be used to create an attack graph, a model of how the elements of a network could be used in an attack to reach specific states or goals in the network. These…

Cryptography and Security · Computer Science 2021-03-19 Isaac Matthews , Sadegh Soudjani , Aad van Moorsel

We study the effect of local unitary noise on the entanglement evolution of a two-qubit system subject to local monitoring and inter-qubit coupling. We construct a stochastic Hamiltonian by incorporating the noise into the…

Quantum Physics · Physics 2024-03-14 Dominic Shea , Alessandro Romito

We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a…

Data Analysis, Statistics and Probability · Physics 2015-09-11 Patrick Milan , Matthias Wächter , Joachim Peinke

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Pierre-François Massiani , Mona Buisson-Fenet , Friedrich Solowjow , Florent Di Meglio , Sebastian Trimpe

Systems in nature are stochastic as well as nonlinear. In traditional applications, engineered filters aim to minimize the stochastic effects caused by process and measurement noise. Conversely, a previous study showed that the process…

Systems and Control · Electrical Eng. & Systems 2024-07-11 Burak Boyacıoğlu , Mahnoush Babaei , Amanuel H. Mamo , Sarah Bergbreiter , Thomas L. Daniel , Kristi A. Morgansen

Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these…

Computation · Statistics 2024-01-22 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

Stochastic resetting generates nonequilibrium steady states by interspersing unitary quantum dynamics with resets at random times. When the state to which the system is reset is chosen conditionally on the outcome of a global and spatially…

Statistical Mechanics · Physics 2025-10-14 David Soldner , Igor Lesanovsky , Gabriele Perfetto

We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…

Quantum Physics · Physics 2026-01-08 Mário J. de Oliveira

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Assessing the vulnerability of atherosclerotic plaques requires an accurate knowledge of the mechanical properties of the plaque constituents. It is possible to measure displacements in vivo inside a plaque using magnetic resonance imaging.…

Medical Physics · Physics 2011-10-17 Alexandre Franquet , Stéphane Avril , Pierre Badel , Rodolphe Le Riche

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

Probability · Mathematics 2012-08-31 Mark Freidlin , Wenqing Hu