Related papers: Stochastic Dynamics of Extended Objects in Driven …
Stochastic processes are shown to emerge from the time evolution of complex quantum systems. Using parametric, banded random matrix ensembles to describe a quantum chaotic environment, we show that the dynamical evolution of a particle…
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 present the theoretical analysis of the steady state currents and density distributions of particles moving with Langevin dynamics, under the effects of an external potential displaced at constant rate. The Dynamic Density Functional…
We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
In car-following models, the driver reacts according to his physical and psychological abilities which may change over time. However, most car-following models are deterministic and do not capture the stochastic nature of human perception.…
By subjecting a dynamical system to a series of short pulses and varying several time delays we can obtain multidimensional characteristic measures of the system. Multidimensional Kullback-Leibler response function (KLRF), which are based…
A stochastic free-boundary problem for the three-dimensional barotropic compressible Navier--Stokes equations is studied. The main feature of the model is that the free boundary is transported by a Stratonovich stochastic flow, so that the…
Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…
The limiting behavior of stochastic evolution processes with small noise intensity $\epsilon$ is investigated in distribution-based approach. Let $\mu^{\epsilon}$ be stationary measure for stochastic process $X^{\epsilon}$ with small…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are build on our previously developed…
Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…
This paper investigates the dynamic properties of a confined quasi-two-dimensional granular fluid at moderate densities, modeled within the framework of the Enskog kinetic equation. The system is described using the so-called…
We demonstrate that the counting statistics of currents in periodically driven ergodic stochastic systems can show sharp changes of some of its properties in response to continuous changes of the driving protocol. To describe this effect,…
We investigated a cost-constrained static ergodic control problem of the variance of measure-valued affine processes and its application in streamflow management. The controlled system is a jump-driven mixed moving average process that…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
Recently, a concept of deterministic and stochastic turbulence has been introduced based on experiments with a boundary layer. In these experiments, the flow was driven with controlled random perturbation; in addition, natural ambient noise…