Related papers: Multiple-scale stochastic processes: decimation, a…
This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…
In many applications, smooth processes generate data that is recorded under a variety of observation regimes, such as dense, sparse or fragmented observations that are often contaminated with error. The statistical goal of registering and…
The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…
Understanding the realization of thermal equilibrium through the thermalization process in a many-body system is a fundamental and complex scientific question, bridging thermodynamics and classical dynamics and connecting to a host of…
The functional empirical process is a very powerful tool for deriving asymptotic laws for almost any kind of statistics whenever we know how to express them into functions of the sample. Since this method seems to be applied more and more…
Modeling and parameter estimation for neuronal dynamics are often challenging because many parameters can range over orders of magnitude and are difficult to measure experimentally. Moreover, selecting a suitable model complexity requires a…
To study materials phenomena simultaneously at various length scales, descriptions in which matter can be coarse grained to arbitrary levels, are necessary. Attempts to do this in the static regime (i.e. zero temperature) have already been…
Bursty dynamics characterizes systems that evolve through short active periods of several events, which are separated by long periods of inactivity. Systems with such temporal heterogeneities are not only found in nature but also include…
The paper deals with the homogenization of deformable porous media saturated by two-component electrolytes. The model relevant to the microscopic scale describes steady states of the medium while reflecting essential physical phenomena,…
In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…
We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and…
From synthetic active devices such as self-propelling Janus colloids to micro-organisms like bacteria, micro-algae, living cells in tissues, active fluctuations are ubiquitous. Thermodynamics of small systems involving thermal as well as…
In this paper homogenization of a mathematical model for biomechanics of a plant tissue with randomly distributed cells is considered. Mechanical properties of a plant tissue are modelled by a strongly coupled system of…
Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
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…
In traditional thermodynamical and statistical-mechanical approaches one has (some) detailed knowledge of the principles governing the microdynamics of a system. However in many instances we may not have a Hamiltonian or good information…
We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…
In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…
Asymptotic homogenisation is considered for problems with integral constraints imposed on a slowly-varying microstructure; an insulator with an array of perfectly dielectric inclusions of slowly varying size serves as a paradigm. Although…