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In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…

Probability · Mathematics 2013-09-18 Jingchen Liu , Xiang Zhou

In this paper one first shows that the slow flow of a mechanical system with one unstable mode coupled to a Nonlinear Energy Sink (NES) can be reduced, in the neighborhood of a fold point of its critical manifold, to a normal form of the…

Chaotic Dynamics · Physics 2026-05-27 Baptiste Bergeot

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

Non-equilibrium dynamics are present in many aspects of our lives, ranging from microscopic physical systems to the functioning of the brain. What characterizes stochastic models of non-equilibrium processes is the breaking of the…

Statistical Mechanics · Physics 2025-01-27 Sergei Shmakov , Peter B. Littlewood

Stochastic Structural Stability Theory (SSST) provides an autonomous, deterministic, nonlinear dynamical system for evolving the statistical mean state of a turbulent system. In this work SSST is applied to the problem of understanding the…

Fluid Dynamics · Physics 2014-12-30 Brian F. Farrell , Petros J. Ioannou

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

A system's internal dynamics and its interaction with the environment can be determined by tracking how external perturbations affect its transition rates between states. Quantitative measurements of these rates are crucial for optimizing…

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Stathi Fotiadis , Noah Brenowitz , Tomas Geffner , Yair Cohen , Michael Pritchard , Arash Vahdat , Morteza Mardani

We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that…

Computational Physics · Physics 2019-06-26 Lasse Ebener , Georgios Margazoglou , Jan Friedrich , Luca Biferale , Rainer Grauer

Noise is usually regarded as adversarial to extract the effective dynamics from time series, such that the conventional data-driven approaches usually aim at learning the dynamics by mitigating the noisy effect. However, noise can have a…

Adaptation and Self-Organizing Systems · Physics 2023-09-12 Zequn Lin , Zhaofan Lu , Zengru Di , Ying Tang

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

We simulate the transition from amplified spontaneous emission (ASE) to lasing in random systems with varying degrees of mode overlap. This is accomplished by solving the stochastic Maxwell-Bloch equations with the finite-difference…

Optics · Physics 2010-12-30 Jonathan Andreasen , Hui Cao

Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime and relaxation of nonequilibrium states. They can be considered as measures of controlling the efficiency of the completion process when a…

Statistical Mechanics · Physics 2022-06-22 Karol Capała , Bartłomiej Dybiec , Ewa Gudowska-Nowak

Natural gas consumption by users of pipeline networks is subject to increasing uncertainty that originates from the intermittent nature of electric power loads serviced by gas-fired generators. To enable computationally efficient…

Optimization and Control · Mathematics 2024-03-28 Saif R. Kazi , Sidhant Misra , Svetlana Tokareva , Kaarthik Sundar , Anatoly Zlotnik

In nonlinear dynamical systems, tipping refers to a critical transition from one steady state to another, typically catastrophic, steady state, often resulting from a saddle-node bifurcation. Recently, the machine-learning framework of…

Chaotic Dynamics · Physics 2026-04-09 Smita Deb , Zheng-Meng Zhai , Mulugeta Haile , Ying-Cheng Lai

A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…

Analysis of PDEs · Mathematics 2023-07-18 José Antonio Carrillo , Pierre Roux , Susanne Solem

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Statistical Mechanics · Physics 2019-05-07 Hong Qian

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley