Related papers: Nonlinear stochastic modeling with Langevin regres…
By introducing a new stochastic integral, we investigate the energetics of classical stochastic systems driven by non-Gaussian white noises. In particular, we introduce a decomposition of the total-energy difference into the work and the…
Stochastic linear modelling proposed in Tissot, M\'emin & Cavalieri (J. Fluid Mech., vol. 912, 2021, A51) is based on classical conservation laws subject to a stochastic transport. Once linearised around the mean flow and expressed in the…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…
We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…
An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre…
Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…
A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…