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A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

The use of mathematical methods for the analysis of chemical reaction systems has a very long history, and involves many types of models: deterministic versus stochastic, continuous versus discrete, and homogeneous versus spatially…

Molecular Networks · Quantitative Biology 2018-05-29 Polly Y. Yu , Gheorghe Craciun

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

Systems and Control · Computer Science 2017-01-10 Gianluca Meneghello , Paolo Luchini , Thomas Bewley

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of…

Statistical Mechanics · Physics 2017-03-21 Aleksander Stanislavsky , Karina Weron

Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…

Chemical Physics · Physics 2025-04-10 Ofir Blumer , Barak Hirshberg

A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…

Quantum Physics · Physics 2026-05-26 Partha Ghose

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

We address the problem of estimating steady-state quantities associated to systems of stochastic chemical kinetics. In most cases of interest these systems are analytically intractable, and one has to resort to computational methods to…

Quantitative Methods · Quantitative Biology 2014-01-21 Andreas Milias-Argeitis , John Lygeros , Mustafa Khammash

Mechanically induced crystallographic phase transformation that reflects dynamic stress responses of intrinsically stochastic nature is a pertinent yet much less well-understood phenomenon. We focus on understanding the physical…

Materials Science · Physics 2021-09-21 Arijit Maitra , Bipin Singh

We define a class of probabilistic models in terms of an operator algebra of stochastic processes, and a representation for this class in terms of stochastic parameterized grammars. A syntactic specification of a grammar is mapped to…

Artificial Intelligence · Computer Science 2007-05-23 Eric Mjolsness

We propose a new formulation of stochastic thermodynamics for systems subjected to nonequilibrium constraints (i.e. broken detailed balance at steady state) and furthermore driven by external time-dependent forces. A splitting of the second…

Statistical Mechanics · Physics 2015-05-18 Massimiliano Esposito , Christian Van den Broeck

Numerical computations have become a pillar of all modern quantitative sciences. Any computation involves modeling--even if often this step is not made explicit--and any model has to neglect details while still being physically accurate.…

Statistical Mechanics · Physics 2022-11-08 Thomas Speck

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

Recently, a new connection between density functional theory and kinetic theory has been proposed. In particular, it was shown that the Kohn-Sham (KS) equations can be reformulated as a macroscopic limit of the steady-state solution of a…

Chemical Physics · Physics 2015-10-28 M. Mendoza , H. J. Herrmann , S. Succi

The present work revisits the reduction of the nonlinear dynamics of an electromechanical system through a quasi-steady state hypothesis, discussing the fundamental aspects of this type of approach and clarifying some confusing points found…