Related papers: Simple models for strictly non-ergodic stochastic …

This article explores the hysteretic behavior and the damping features of sheared granular media using discrete element method (DEM) simulations. We consider polydisperse non-cohesive frictional spherical particles, enclosed in a container…

Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

This contribution aims at presenting and generalizing a recent work of Hernandez, Jara and Valentim [DOI:10.1016/j.spa.2016.06.026]. We consider the weakly asymmetric version of the so-called discrete Atlas model, which has been introduced…

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…

Recent molecular dynamics simulations show that a dilute relativistic gas equilibrates to a Juettner velocity distribution if ensemble velocities are measured simultaneously in the observer frame. The analysis of relativistic Brownian…

This paper presents a data-driven approach to model planar pushing interaction to predict both the most likely outcome of a push and its expected variability. The learned models rely on a variation of Gaussian processes with input-dependent…

Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…

We present a detailed analysis for the Langevin dynamics of a spherical spin-glass model (the spherical Sherrington-Kirkpatrick model). All the spins in the system are coupled by pairs via a random interaction matrix taken from the Gaussian…

Self-oscillation is a phenomenon studied across many scientific disciplines, including the engineering of efficient heat engines and electric generators. We investigate the single electron shuttle, a model nano-scale system that exhibits a…

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

We revisit the dynamics of the one-dimensional self-gravitating sheets models. We show that homogeneous and non-homogeneous states have different ergodic properties. The former is non-ergodic and the one-particle distribution function has a…

The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…

This paper develops a general data-driven approach to stochastic elastoplastic modelling that leverages atomistic simulation data directly rather than by fitting parameters. The approach is developed in the context of metallic glasses,…

For discrete-time Markov chains on general state spaces, we establish criteria for non-ergodicity and non-strong ergodicity, and derive sufficient conditions for non-geometric ergodicity via the theory of minimal nonnegative solutions. Our…

We study the invariant measures and fluctuation limits of discrete-time harness processes in one spatial dimension. We construct one essential ergodic (under spatial shifts) invariant measure of the increment process derived from harness…

We study the unitary dynamics of the bosonic quantum East model, a kinetically constrained lattice model which generalises the quantum East model to arbitrary occupation per site. We consider the semiclassical limit of large (but finite)…

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…