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We perform a coarse-graining analysis of the paradigmatic active matter model, Active Brownian Particles, yielding a continuum description in terms of balance laws for mass, linear and angular momentum, and energy. The derivation of the…

In this paper we introduce paraglide, a visualization system designed for interactive exploration of parameter spaces of multi-variate simulation models. To get the right parameter configuration, model developers frequently have to go back…

Taking advantage of the flexibility of the variational method with coordinate transformations, we derive a self-consistent set of equations of motion from a discretized Lagrangian to study kinetic plasmas using a Fourier decomposed…

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

We propose a hybrid estimation procedure to estimate global fixed parameters and subject-specific random effects in a mixed fractional Black-Scholes model based on discrete-time observations. Specifically, we consider $N$ independent…

A non-markovian stochastic model is shown to lead to a universal relationship between particle's energy, driven frequency and a frequency of interaction with the medium. It is briefly discussed the possible relevance of this general…

We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving…

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…

A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…

This paper deals with a unifying approach to the problems of computing the admissible sets of parametrical multi perturbations in appropriate bounded sets such that some fundamental properties of parameter-varying linear dynamic systems are…

Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

A phenomenological model of parametric surface waves (Faraday waves) is introduced in the limit of small viscous dissipation that accounts for the coupling between surface motion and slowly varying streaming and large scale flows (mean…

We consider a degenerate system of three Brownian particles undergoing asymmetric collisions. We study the gap process of this system and focus on its invariant measure. The gap process is described as an obliquely reflected degenerate…

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…

The microscopic approach to the description of the phase behaviour and critical phenomena in binary fluid mixtures is proposed. It is based on the method of collective variables with a reference system. The physical nature of the order…

In a common experimental setting, the behaviour of a noisy dynamical system is monitored in response to manipulations of one or more control parameters. Here, we introduce a structured model to describe parametric changes in qualitative…

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…