Related papers: Stochastic models of ventilation driven by opposin…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…
We propose a generalization of stochastic thermodynamics to systems of active particles, which move under the combined influence of stochastic internal self-propulsions (activity) and a heat bath. The main idea is to consider joint…
Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…
Doubly diffusive convection is considered in a vertical slot where horizontal temperature and solutal variations provide competing effects to the fluid density while allowing the existence of a conduction state. In this configuration, the…
A stochastic mode reduction strategy is applied to multiscale models with a deterministic energy-conserving fast sub-system. Specifically, we consider situations where the slow variables are driven stochastically and interact with the fast…
Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…
We investigate the stability of statistically stationary conductive states for Rayleigh-B\'enard convection that arise due to a bulk stochastic internal heating. Our results indicate that stochastic forcing at small magnitude has little to…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
We study the effect of fluctuations in the vicinity of an Eckhaus instability. The classical stability limit, which is defined in the absence of fluctuations, is smeared out into a region in which fluctuations and nonlinearities dominate…
We study the effect of external stochastic modulation on a system with O(2) symmetry that exhibits a Hopf or oscillatory instability in the absence of modulation. The study includes a random component in both the control parameter of the…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
Finite-size fluctuations arising in the dynamics of competing populations may have dramatic influence on their fate. As an example, in this article, we investigate a model of three species which dominate each other in a cyclic manner.…
We consider a sequential decision making process, such as renewable energy trading or electrical production scheduling, whose outcome depends on the future realization of a random factor, such as a meteorological variable. We assume that…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…
We use analytic estimates and numerical simulations to explore the stochastic approach to vacuum decay. According to this approach, the time derivative of a scalar field, which is in a local vacuum state, develops a large fluctuation and…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…