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Related papers: Stochastic method for in-situ damage analysis

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In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…

Systems and Control · Computer Science 2016-11-15 Xiaozhe Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu , Tao Wang

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Igor Franović , Serhiy Yanchuk , Sebastian Eydam , Iva Bačić , Matthias Wolfrum

Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…

Computation · Statistics 2026-05-19 Anderson V. Pires , Maliki Moustapha , Stefano Marelli , Bruno Sudret

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

In this study, a new and natural way of constructing a stochastic Susceptible-Infected-Susceptible (SIS) model is proposed. This approach is natural in the sense that the disease transmission rate, $\beta$, is substituted with a generic,…

Probability · Mathematics 2025-11-07 Berk Tan Perçin

Traditional member-based two-step design approaches included in current structural codes for steel structures, as well as more recent system-based direct-design alternatives, require building rigorous structural reliability frameworks for…

Materials Science · Physics 2021-10-27 Itsaso Arrayago , Kim J. R. Rasmussen , Esther Real

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

In principle, the state space of a chaotic attractor can be partially or wholly reconstructed from interspike intervals recorded from experiment. Under certain conditions, the quality of a partial reconstruction, as measured by the spike…

chao-dyn · Physics 2008-02-03 R. Castro , T. Sauer

It is well known that the kinetics of an intracellular biochemical network is stochastic. This is due to intrinsic noise arising from the random timing of biochemical reactions in the network as well as due to extrinsic noise stemming from…

Subcellular Processes · Quantitative Biology 2019-06-05 Emma M. Keizer , Bjorn Bastian , Robert W. Smith , Ramon Grima , Christian Fleck

We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…

Populations and Evolution · Quantitative Biology 2012-11-05 Alan J. McKane , Tommaso Biancalani , Tim Rogers

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

We show that a stochastic approach enables calculations of the optical properties of large 2-dimensional and nanotubular excitonic molecular aggregates. Previous studies of such systems relied on numerically diagonalizing the dense and…

The transduction process that occurs in the inner ear of the auditory system is a complex mechanism which requires a non-linear dynamical description. In addition to this, the stochastic phenomena that naturally arise in the inner ear…

Physics Education · Physics 2022-01-17 Francesco Veronesi , Edoardo Milotti

Time-varying linear state-space models are powerful tools for obtaining mathematically interpretable representations of neural signals. For example, switching and decomposed models describe complex systems using latent variables that evolve…

We introduce a classical stochastic field method that accounts for the quantum fluctuations responsible for spontaneous initiation of various atom optics processes. We assume a delta-correlated Gaussian noise in all initially empty modes of…

Soft Condensed Matter · Physics 2009-11-10 J. Chwedenczuk , M. Trippenbach , K. Rzazewski

In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are…

Statistical Mechanics · Physics 2009-05-25 S. G. Abaimov

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…

Applications · Statistics 2024-08-06 Taro Yaoyama , Tatsuya Itoi , Jun Iyama

In scientific inquiry of small scale energy and transition events, the effect of an observer on the measurement can be substantial. Similarly, the methods of observation can create entirely different understandings of the system behavior,…

Optics · Physics 2018-03-13 Michael C. Kobold