Related papers: The Fokker-Planck Approach to Complex Spatio-Tempo…
Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…
We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…
A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We propose a model of random diffusion to investigate flow fluctuations in complex networks. We derive an analytical law showing that the dependence of fluctuations with the mean traffic in a network is ruled by the delicate interplay of…
Approximate weak solutions of the Fokker-Planck equation can represent a useful tool to analyze the equilibrium fluctuations of birth-death systems, as they provide a quantitative knowledge lying in between numerical simulations and exact…
Using the stochastic thermodynamics, we determine the entropy production and the dynamic heat capacity of systems subject to a sinusoidally time dependent temperature, in which case the systems are permanently out of thermodynamic…
The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter $\beta$ fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind…
In phenomenological thermodynamics, the canonical coordinates of a physical system split in pairs with each pair consisting of an extensive quantity and an intensive one. In the present paper, the quasi-thermodynamic fluctuation theory of a…
How to distinguish and quantify deterministic and random influences on the statistics of turbulence data in meteorology cases is discussed from first principles. Liquid water path (LWP) changes in clouds, as retrieved from radio signals,…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Fluctuation Theorems are central in stochastic thermodynamics, as they allow for quantifying the irreversibility of single trajectories. Although they have been experimentally checked in the classical regime, a practical demonstration in…
The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of…
We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the…