Related papers: Transitions in Stochastic Non-equilibrium Systems:…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
We present a derivation of a stochastic model of Navier Stokes equations that relies on a decomposition of the velocity fields into a differentiable drift component and a time uncorrelated uncertainty random term. This type of decomposition…
Adaptation is used by biological sensory systems to respond to a wide range of environmental signals, by adapting their response properties to the statistics of the stimulus in order to maximize information transmission. We derive rules of…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
We introduce and test methods for the calibration of the diffusion term in Stochastic Partial Differential Equations (SPDEs) describing fluids. We take two approaches, one uses ideas from the singular value decomposition and the Biot-Savart…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
The present works is focused on studying bifurcating solutions in compressible fluid dynamics. On one side, the physics of the problem is thoroughly investigated using high-fidelity simulations of the compressible Navier-Stokes equations…
Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as…
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…
Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…
We consider fluid flows, governed by the Navier-Stokes equations, subject to a steady symmetry-breaking bifurcation and forced by a weak noise acting on a slow time scale. By generalizing the multiple-scale weakly nonlinear expansion…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
Networks of nonlinear parametric resonators are promising candidates as Ising machines for annealing and optimization. These many-body out-of-equilibrium systems host complex phase diagrams of coexisting stationary states. The plethora of…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
The selective frequency damping (SFD) method is an alternative to classical Newton's method to obtain unstable steady-state solutions of dynamical systems. However this method has two main limitations: it does not converge for arbitrary…
Noise-induced transitions between multistable states happen in a multitude of systems, such as species extinction in biology, protein folding, or tipping points in climate science. Large deviation theory is the rigorous language to describe…
We present a statistical physics framework for description of nonlinear non-equilibrium stochastic processes, modeled via chemical master equation, in the weak-noise limit. Using the Poisson representation approach and applying the…