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Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , M. R. Evans

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

Accurate prediction of pressure and velocity fluctuations in turbulent flows is essential for understanding flow-induced vibration and structural fatigue. This study investigates the role of turbulence model parameter uncertainty in such…

Fluid Dynamics · Physics 2025-11-19 Ali Eidi , Richard P. Dwight

The statistical-physical study of granular matter is essential to understand, from a fundamental point of view, the many different phenomena emerging in these classical many-body systems. Under rapid-flow conditions, granular materials…

Soft Condensed Matter · Physics 2023-10-23 Alberto Megías

In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…

Statistical Mechanics · Physics 2009-11-10 Guilhem Semerjian , Leticia F. Cugliandolo , Andrea Montanari

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Systems and Control · Electrical Eng. & Systems 2021-02-01 Ashkan Jasour , Allen Wang , Brian C. Williams

The thermodynamic approach to non-equilibrium dynamics describes the state of macroscopic systems by means of a collection of intensities or intensive variables. The latter are by definition the differentials of the entropy with respect to…

chao-dyn · Physics 2008-02-03 Z. Hens , X. de Hemptinne

When a system has more than one stable state, how can the stability of these states be compared? This deceptively simple question has important consequences for ecosystems, because systems with alternative stable states can undergo dramatic…

Populations and Evolution · Quantitative Biology 2015-10-26 Ben C. Nolting , Karen C. Abbott

Due to significant manufacturing process variations, the performance of integrated circuits (ICs) has become increasingly uncertain. Such uncertainties must be carefully quantified with efficient stochastic circuit simulators. This paper…

Computational Engineering, Finance, and Science · Computer Science 2014-09-18 Zheng Zhang , Ibrahim , M. Elfadel , Luca Daniel

Simulations using machine learning (ML) models and mechanistic models are often run to inform decision-making processes. Uncertainty estimates of simulation results are critical to the decision-making process because simulation results of…

Machine Learning · Computer Science 2023-08-08 Babajide Kolade

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Statistical Mechanics · Physics 2019-08-06 Richard Kleeman

The purpose of this study is twofold -- first, to introduce the application of high-order discontinuous Galerkin methods to buoyancy-driven cargo hold fire simulations, second, to explore statistical variation in the fluid dynamics of a…

Fluid Dynamics · Physics 2015-12-17 Anthony M. DeGennaro , Mark W. Lohry , Luigi Martinelli , Clarence W. Rowley

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

Machine Learning · Statistics 2026-05-12 Anan Saha , Arnab Ganguly

We present a lattice-based numerical method to describe the non equilibrium behavior of a simple fluid under non-uniform spatial conditions. The evolution equation for the one-particle phase-space distribution function is derived starting…

Statistical Mechanics · Physics 2009-11-13 S. Melchionna , U. Marini Bettolo Marconi

In this paper, a unified gas-kinetic scheme (UGKS) with simplified multi-scale numerical flux is proposed for the thermodynamic non-equilibrium flow simulation involving the excitation of molecular vibrational degrees of freedom in all flow…

Fluid Dynamics · Physics 2023-02-08 Rui Zhang , Sha Liu , Chengwen Zhong , Congshan Zhuo

In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equations. The unknown solution is expanded into an orthogonal…

Numerical Analysis · Mathematics 2019-04-10 Roland Pulch , Florian Augustin

Accurately describing liquids and their mixtures beyond equilibrium remains a significant challenge in modern chemical physics and physical chemistry, especially regarding the calculation of transport properties in liquid-phase systems.…

Soft Condensed Matter · Physics 2025-06-19 Yury A. Budkov , Nikolai N. Kalikin , Petr E. Brandyshev

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira
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