Related papers: A Langevin model for complex cardiological time se…
We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…
Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…
We propose here a method to estimate a delay from a time series taking advantage of analysis of random walks with delay. This method is applicable to a time series coming out of a system which is or can be approximated as a linear feedback…
A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…
When analyzing the equilibrium properties of a stochastic process, identifying the parity of the variables under time-reversal is imperative. This initial step is required to assess the presence of detailed balance, and to compute the…
Using a three-compartment model of blood pressure dynamics, we analyze theoretically the short term cardiovascular variability: how the respiratory-related blood pressure fluctuations are buffered by appropriate heart rate changes: i.e. the…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is…
The CVS is composed of numerous interacting and dynamically regulated physiological subsystems which each generate measurable periodic components such that the CVS can itself be presented as a system of weakly coupled oscillators. The…
We propose a non linear Langevin equation as a model for stock market fluctuations and crashes. This equation is based on an identification of the different processes influencing the demand and supply, and their mathematical transcription.…
Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…
Research on pulsar timing arrays has provided preliminary evidence for the existence of a stochastic gravitational background, which, either being primordial or of astrophysical origin, will interact universally with matter distributions in…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…
Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
Graham has shown in Z. Physik B 26, 397-405 (1977) that a fluctuation-dissipation relation can be imposed on a class of non-equilibrium Markovian Langevin equations that admit a stationary solution of the corresponding Fokker-Planck…
Upon excitation by a laser pulse, broken-symmetry phases of a wide variety of solids demonstrate similar order parameter dynamics characterized by a dramatic slowing down of relaxation for stronger pump fluences. Motivated by this recurrent…