Related papers: The Onsager-Machlup Function as Lagrangian for the…
We study the statistics of the relative separation between two fluid particles in a spatially smooth and temporally random flow. The Lagrangian strain is modelled by a telegraph noise, which is a stationary random Markov process that can…
We consider Lagrangian systems in the limit of infinitely many particles. It is shown that the corresponding discrete action functionals Gamma-converge to a continuum action functional acting on probability measures of particle…
We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…
This paper considers the state transition of the stochastic Morris-Lecar neuronal model driven by symmetric $\alpha$-stable L\'evy noise. The considered system is bistable: a stable fixed point (resting state) and a stable limit cycle…
Inertial particles in turbulent flows are characterised by preferential concentration and segregation and, at sufficient mass loading, dense particle clusters may spontaneously arise due to momentum coupling between the phases. These…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…
Critical transitions and tipping phenomena between two meta-stable states in stochastic dynamical systems are a significant scientific issue. In this work, we expand the methodology of identifying the most probable transition pathway…
Recently, a new formalism describing the anomalous diffusion processes, based on the Onsager-Machlup fluctuation theory, has been suggested \cite{Smain, Spub}. We study particles performing this new type of motion, under the action of…
Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…
Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…
Human mobility, enabled by diverse transportation modes, is fundamental to urban functionality. Studying these movements across scales-from microscopic to macroscopic-yields valuable insights into urban dynamics. Local adaptation and…
Biological sensory systems, from \textit{E.~coli} chemotaxis to sensory neurons in \textit{C.~elegans}, achieve reliable adaptation over wide dynamic ranges despite operating in strongly noisy and overdamped regimes. Here, we present a…
The random intensity of noise approach to one-dimensional Laval-Dubrulle-Nazarenko type model having deductive support from the three-dimensional Navier-Stokes equation is used to describe Lagrangian acceleration statistics of a fluid…