Related papers: Dynamic maximum entropy provides accurate approxim…
We identify generic protocols achieving optimal power extraction from a single active particle subject to continuous feedback control under the assumption that its spatial trajectory, but not its instantaneous self-propulsion force, is…
A supersymmetric method for the construction of so-called conditionally exactly solvable quantum systems is reviewed and extended to classical stochastic dynamical systems characterized by a Fokker-Planck equation with drift. A class of…
Motivated by the theory of reaction kinetics based on nonequilibrium thermodynamics and the linear stability of driven reaction-diffusion, we apply the Fokker-Planck equation to describe the population dynamics of an ensemble of reactive…
Selection, mutation and random drift affect the dynamics of allele frequencies and consequently of quantitative traits. While the macroscopic dynamics of quantitative traits can be measured, the underlying allele frequencies are typically…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…
A principle of hierarchical entropy maximization is proposed for generalized superstatistical systems, which are characterized by the existence of three levels of dynamics. If a generalized superstatistical system comprises a set of…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
We consider a linear stochastic differential equation with stochastic drift. We study the problem of approximating the solution of such equation through an Ornstein-Uhlenbeck type process, by using direct methods of calculus of variations.…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
Building upon kinetic theory approaches for multi-agent systems and generalising them to scenarios where the total mass of the system is not conserved, we develop a modelling framework for phenotype-structured populations that makes it…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
We study stochastic model reduction for evolution equations in infinite dimensional Hilbert spaces, and show the convergence to the reduced equations via abstract results of Wong-Zakai type for stochastic equations driven by a scaled…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…
A striking feature of the marine ecosystem is the regularity in its size spectrum: the abundance of organisms as a function of their weight approximately follows a power law over almost ten orders of magnitude. We interpret this as evidence…
Ecologists are interested in modeling the population growth of species in various ecosystems. Studying population dynamics can assist environmental managers in making better decisions for the environment. Traditionally, the sampling of…
Multiscale dynamics are frequently present in real-world processes, such as the atmosphere-ocean and climate science. Because of time scale separation between a small set of slowly evolving variables and much larger set of rapidly changing…
We model thermostatic devices using a stochastic hybrid description, and introduce an external actuation mechanism that creates random switch events in the discrete dynamics. We then conjecture the form of the Fokker-Planck equation and…