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The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…

Soft Condensed Matter · Physics 2007-05-23 Chris H. Wiggins , Alberto Montesi , Matteo Pasquali

We investigate (in)stabilities of periodic patterns under stochastic forcing in reaction-diffusion equations exhibiting a so-called Busse balloon. Specifically, we used a one-dimensional Klausmeier model for dryland vegetation patterns.…

Analysis of PDEs · Mathematics 2024-12-23 Christian Hamster , Peter van Heijster , Eric Siero

Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…

Machine Learning · Statistics 2024-06-21 Keita Tokuda , Yuichi Katori

We consider a linearized dynamical system modelling the flow rate of water along the rivers and hillslopes of an arbitrary watershed. The system is perturbed by a random rainfall in the form of a compound Poisson process. The model…

Probability · Mathematics 2018-11-05 Jorge M Ramirez , Corina Constantinescu

Foams are ideal model systems to study stress-driven dynamics, as stress-imbalances within the system are continuously generated by the coarsening process, which unlike thermal fluctuations, can be conveniently quantified by optical means.…

Soft Condensed Matter · Physics 2010-09-29 David A. Sessoms , Hugo Bissig , Agnès Duri , Luca Cipelletti , Véronique Trappe

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

In this paper, we present an approach for designing correct-by-design controllers for cyber-physical systems composed of multiple dynamically interconnected uncertain systems. We consider networked discrete-time uncertain nonlinear systems…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Oliver Schön , Birgit van Huijgevoort , Sofie Haesaert , Sadegh Soudjani

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

For systems that involve particle production through branching processes the concept of chaos is explored. The measures that can describe their behaviors are investigated. Monte Carlo simulation is used to generate events according to…

High Energy Physics - Phenomenology · Physics 2009-10-28 Zhen Cao , Rudolph C. Hwa

We introduce a theoretical framework for the calculation of uncertainties affecting observables produced by Monte Carlo particle transport, which derive from uncertainties in physical parameters input into simulation. The theoretical…

Data Analysis, Statistics and Probability · Physics 2014-01-17 Paolo Saracco , Maria Grazia Pia , Matej Batic

Low-fidelity analytical models of turbine wakes have traditionally been used for wind farm planning, performance evaluation, and demonstrating the utility of advanced control algorithms in increasing the annual energy production. In…

Fluid Dynamics · Physics 2022-08-26 Aditya H. Bhatt , Federico Bernardoni , Stefano Leonardi , Armin Zare

Complex systems may be subject to various uncertainties. A great effort has been concentrated on predicting the dynamics under uncertainty in initial conditions. In the present work, we consider the well-known Burgers equation with random…

Classical Analysis and ODEs · Mathematics 2007-05-23 Dirk Blömker , Jinqiao Duan

In this work we present a nonlinear adaptive suboptimal control strategy for uncertain nonlinear systems. Stochastic parametric uncertainty is dealt with by employing spectral decomposition of the random variables by means of the…

This work aims at identifying and quantifying uncertainties related to elastic and viscoelastic parameters, which characterize the arterial wall behavior, in one-dimensional modeling of the human arterial hemodynamics. The chosen uncertain…

Fluid Dynamics · Physics 2021-02-12 Giulia Bertaglia , Valerio Caleffi , Lorenzo Pareschi , Alessandro Valiani

We study the spreading of damage in the one-dimensional Ising model by means of the stochastic dynamics resulting from coupling the system and its replica by a family of algorithms that interpolate between the heat bath and the…

Statistical Mechanics · Physics 2015-06-24 T. Tome , E. Arashiro , J. R. Drugowich de Felicio , M. J. de Oliveira

A general method for testing nonlinearity in time series is described and applied to measurements of different pressure data inside the draft tube surge of a real Francis turbine. Comparing the current original time series to an ensemble of…

comp-gas · Physics 2008-02-03 S. Sello