Related papers: Langevin dynamics, large deviations and instantons…
We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case.…
We study statistical properties of two-dimensional turbulent flows. Three systems are considered: the Navier-Stokes equation, surface quasi-geostrophic flow, and a model equation for thermal convection in the Earth's mantle. Direct…
Cyclicity and instability inherent in the economy can manifest themselves in irregular fluctuations, including chaotic ones, which significantly reduces the accuracy of forecasting the dynamics of the economic system in the long run. We…
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…
We study long-time dynamics of a class of abstract second order in time evolution equations in a Hilbert space with the damping term depending both on displacement and velocity. This damping represents the nonlinear strong dissipation…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
We make a comparative analysis of some recent one-dimensional Langevin models of the acceleration of a Lagrangian fluid particle in developed turbulent flow. The class of models characterized by random intensities of noises (RIN models)…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
A model of the premelting fluctuations is proposed, based on the Landau mean field theory applied to a first-order phase transition. Using the thermodynamic potential, the nonlinear Langevin equation for the order parameter is formulated,…
The flow of two macroscopically immiscible, viscous, incompressible fluids with unmatched densities is studied, where a transfer of mass between the constituents by phase transition is taken into account. To this end, two…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their…
We study rare noise induced paths that go all the way from stable laminar to transitional turbulent plane Couette flow and investigate whether these paths share the properties of classical noise induced transitions. The rare paths from…
Understanding the relaxation of a system towards equilibrium is a longstanding problem in statistical mechanics. Here we address the role of long-range interactions in this process by considering a class of two-dimensional or geophysical…
In recent years, instanton calculus has successfully been employed to estimate tail probabilities of rare events in various stochastic dynamical systems. Without further corrections, however, these estimates can only capture the exponential…
The random intensity of noise approach to one-dimensional Laval-Dubrulle-Nazarenko type model having deductive support from the three-dimensional Navier-Stokes equation is used to describe Lagrangian acceleration statistics of a fluid…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…
We study quasi-particle dynamics in a quasi-periodic Ising model with temporally fluctuating transverse fields. Specifically, we calculate the dynamical exponents of the standard deviation of a quasi-particle spreading under a field chosen…