Related papers: Leveraging Stochasticity for Open Loop and Model P…
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…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…
Stochastic hydrodynamics is a central tool in the study of first order phase transitions at a fundamental level. Combined with sophisticated free energy models, e.g. as developed in classical Density Functional Theory, complex processes…
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…
Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
We formulate a statistical wave-mechanical approach to describe dissipation and instabilities in two-dimensional turbulent flows of magnetized plasmas and atmospheric fluids, such as drift and Rossby waves. This is made possible by the…
Two dimensional stochastic time model of scrape-off layer (SOL) turbulent transport is studied. Instability arisen in the system with respect to the stochastic perturbations of both either density or vorticity reveals itself in the strong…
This paper introduces a novel mathematical framework for examining the regularity and energy dissipation properties of solutions to the stochastic Navier-Stokes equations. By integrating Sobolev-Besov hybrid spaces, fractional differential…
We present a reformulation of unsteady turbulent flow simulations. The initial condition is relaxed and information is allowed to propagate both forward and backward in time. Simulations of chaotic dynamical systems with this reformulation…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…
A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
Turbulent fluid flows exhibit a complex small-scale structure with frequently occurring extreme velocity gradients. Particles probing such swirling and straining regions respond with an intricate shape-dependent orientational dynamics,…
The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and…
We present a detailed account of the technical aspects of stochastic quantum molecular dynamics, an approach introduced recently by the authors [H. Appel and M. Di Ventra, Phys. Rev. B 80 212303 (2009)] to describe coupled electron-ion…