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The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…

Simulating and predicting dynamics of quantum many-body systems is extremely challenging, even for state-of-the-art computational methods, due to the spread of entanglement across the system. However, in the long-wavelength limit, quantum…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…

Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice…

Particles kicked by external forces to produce mobility distinct from thermal diffusion are an iconic feature of the active matter problem. Here, we map this onto a minimal model for experiment and theory covering the wide time and length…

Quantum Brownian motion plays a fundamental role in many areas of modern physics. In the path-integral formulation, the environmental quantum fluctuations driving the system dynamics can be characterized by auxiliary stochastic fields. For…

Models of stochastic image deformation allow study of time-continuous stochastic effects transforming images by deforming the image domain. Applications include longitudinal medical image analysis with both population trends and random…

A general method is developed which enables the exact treatment of the non-Markovian quantum dynamics of open systems through a Monte Carlo simulation technique. The method is based on a stochastic formulation of the von Neumann equation of…

We derive equations for the strongly coupled system of light and dense atomic ensembles. The formalism includes an arbitrary internal level structure for the atoms and is not restricted to weak excitation of atoms by light. In the low light…

Stochastic kinetic models describe systems across biology, chemistry, and physics where discrete events and small populations render deterministic approximations inadequate. Parameter inference and inverse design in these systems require…

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Molecular dynamics simulation is now a widespread approach for understanding complex systems on the atomistic scale. It finds applications from physics and chemistry to engineering, life and medical science. In the last decade, the approach…

We develop a statistical toolbox for a quantitative model evaluation of stochastic reaction-diffusion systems modeling space-time evolution of biophysical quantities on the intracellular level. Starting from space-time data $X_N(t,x)$, as,…

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…

Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…

We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model…

This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…