Related papers: Instanton-based Importance Sampling for Extreme Fl…
The work content of non-equilibrium systems in relation to a heat bath is often analyzed in terms of expectation values of an underlying random work variable. However, we show that when optimizing the expectation value of the extracted…
A local turbulence model is developed to study energy cascades in the interstellar medium (ISM) based on self-consistent two-dimensional fluid simulations. The model describes a partially ionized magnetofluid interstellar medium (ISM) that…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…
We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have…
In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…
We consider a random interface model on the discrete torus with $2n$ sites, obtained from the classical corner flip dynamics but with a weak global perturbation, namely an asymmetry of order $n^{-\gamma}$ of the direction of growth that…
The nonequilibrium dynamics of a binary Lennard-Jones mixture in a simple shear flow is investigated by means of molecular dynamics simulations. The range of temperature investigated covers both the liquid, supercooled and glassy states,…
Max-stable processes are natural models for spatial extremes because they provide suitable asymptotic approximations to the distribution of maxima of random fields. In the recent past, several parametric families of stationary max-stable…
We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
In environmental applications of extreme value statistics, the underlying stochastic process is often modeled either as a max-stable process in continuous time/space or as a process in the domain of attraction of such a max-stable process.…
Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…
We analyse the efficiency of several simulation methods which we have recently proposed for calculating rate constants for rare events in stochastic dynamical systems, in or out of equilibrium. We derive analytical expressions for the…
In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…
We consider a stochastic heat conduction model for solids composed by N interacting atoms. The system is in contact with two heat baths at different temperature $T_\ell$ and $T_r$. The bulk dynamics conserve two quantities: the energy and…
We present the construction of an original stochastic model for the instantaneous turbulent kinetic energy at a given point of a flow, and we validate estimator methods on this model with observational data examples. Motivated by the need…
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…
A model for homogeneous anisotropic incompressible turbulence is proposed. The model generalizes the GISS model of homogeneous isotropic turbulence; the generalization involves the solution of the GISS equations along a set of integration…
We introduce a shell (``GOY'') model for turbulent binary fluids. The variation in the concentration between the two fluids acts as an active scalar leading to a redefined conservation law for the energy, which is incorporated into the…
We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…