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The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…

Dynamical Systems · Mathematics 2019-01-03 Tobias Hurth , Christian Kuehn

We consider fluid flows for which the linearized Navier-Stokes operator is strongly non-normal. The responses of such flows to external perturbations are spanned by a generically very large number of non-orthogonal eigenmodes. They are…

Fluid Dynamics · Physics 2025-07-11 Yves-Marie Ducimetière , François Gallaire

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

Statistics Theory · Mathematics 2020-02-26 Gregor Pasemann , Wilhelm Stannat

In this paper we present a detailed description of the statistical and computational techniques that were employed to study a driven far-from-equilibrium steady-state Rayleigh-B{\'e}nard system in the non-turbulent regime ($Ra\leq 3500$).…

Soft Condensed Matter · Physics 2019-12-19 Yash Yadati , Nicholas Mears , Atanu Chatterjee

We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much…

Statistical Mechanics · Physics 2009-11-11 R. A. Blythe

The phenomenon of critical slowing down (CSD) has played a key role in the search for reliable precursors of catastrophic regime shifts. This is caused by its presence in a generic class of bifurcating dynamical systems. Simple time-series…

Probability · Mathematics 2026-02-10 Paolo Bernuzzi , Christian Kuehn , Andreas Morr

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…

Computational Engineering, Finance, and Science · Computer Science 2019-09-24 Mehdi Samiee , Ali Akhavan-Safaei , Mohsen Zayernouri

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

A new type of instability - electrokinetic instability - and an unusual transition to chaotic motion near a charge-selective surface was studied by numerical integration of the Nernst-Planck-Poisson-Stokes system and a weakly nonlinear…

Fluid Dynamics · Physics 2014-02-17 E. A. Demekhin , N. V. Nikitin , V. S. Shelistov

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…

Dynamical Systems · Mathematics 2023-08-01 Cheng Fang , Yubin Lu , Ting Gao , Jinqiao Duan

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We discuss the non-equilibrium critical phenomena in liquids, and the models for these phenomena based on local equilibrium and extended scaling assumptions. Special situations are proposed for experimental tests of the theory.…

Statistical Mechanics · Physics 2009-10-31 Alexander Patashinski

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

Statistical Mechanics · Physics 2011-04-07 Anupam Kundu , Sanjib Sabhapandit , Abhishek Dhar

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

Analysis of PDEs · Mathematics 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan