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Stochastic resonance (SR) is a prominent phenomenon in many natural and engineered noisy system, whereby the response to a periodic forcing is greatly amplified when the intensity of the noise is tuned to within a specific range of values.…

Statistical Mechanics · Physics 2019-12-25 Valerio Lucarini

Changes in the parameters of dynamical systems can cause the state of the system to shift between different qualitative regimes. These shifts, known as bifurcations, are critical to study as they can indicate when the system is about to…

Dynamical Systems · Mathematics 2024-02-06 Sunia Tanweer , Firas A. Khasawneh , Elizabeth Munch , Joshua R. Tempelman

Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…

Statistical Mechanics · Physics 2025-09-05 Jiayao Shao , Tobias Grafke , Robert S. MacKay

In this paper we investigate the applicability of non-equilibrium statistical mechanics to non-equilibrium damage phenomena. As an example, a fiber-bundle model with thermal noise and a fiber-bundle model with decay of fibers are…

Statistical Mechanics · Physics 2009-05-25 S. G. Abaimov

The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…

Statistical Mechanics · Physics 2017-11-16 Robert Marsland , Jeremy England

Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…

Statistical Mechanics · Physics 2017-11-15 Eun-jin Kim , Lucille-Marie Tenk`es , Rainer Hollerbach , Ovidiu Radulescu

The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers

We re-examine the procedure of adiabatic elimination of fast relaxing variables near a bifurcation point when some of the parameters of the system are stochastically modulated. Approximate stationary solutions of the Fokker-Planck equation…

patt-sol · Physics 2009-10-30 Francois Drolet , Jorge Vinals

We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…

Fluid Dynamics · Physics 2017-09-20 Valentin Resseguier , Etienne Mémin , Dominique Heitz , Bertrand Chapron

The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…

Statistical Mechanics · Physics 2011-03-14 David Andrieux

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…

Fluid Dynamics · Physics 2022-12-14 Darryl D. Holm , Wei Pan

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…

Statistical Mechanics · Physics 2015-10-19 Bernhard Altaner , Artur Wachtel , Jürgen Vollmer

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these…

Statistical Mechanics · Physics 2024-05-14 Léopold Van Brandt , Jean-Charles Delvenne

The stochastic variational approach for geophysical fluid dynamics was introduced by Holm (Proc Roy Soc A, 2015) as a framework for deriving stochastic parameterisations for unresolved scales. This paper applies the variational stochastic…

Fluid Dynamics · Physics 2022-09-16 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Ira B. Schwartz

We study the phenomenon of turbulence initiation in pipe flow under different noise structures by estimating the probability of initiating metastable transitions. We establish lower bounds on turbulence transition probabilities using…

Probability · Mathematics 2025-03-04 Paolo Bernuzzi , Christian Kuehn

This paper is on the effect of nonlinearity in the equations for propagation of disturbances on transition in the class of Spiral Poiseuille Flows. The problem is approached from the fundamental point of view of following the growth of…

Fluid Dynamics · Physics 2024-05-28 Venkatesa Iyengar Vasanta Ram

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov
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