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We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…
We adapt and extend a formulation for soluble surfactant transport in multiphase flows recently presented by Muradoglu & Tryggvason (JCP 274 (2014) 737-757) to the context of the Level Contour Reconstruction Method (Shin et al. IJNMF 60…
Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…
The fluctuation-dissipation relations (FDR) are powerful relations which can capture the essence of the interplay between a system and its environment. Challenging problems of this nature which FDRs aid in our understanding include the…
Multivariate fluctuation relations are established in three stochastic models of transistors, which are electronic devices with three ports and thus two coupled currents. In the first model, the transistor has no internal state variable and…
A unified derivation of the off equilibrium fluctuation dissipation relations (FDR) is given for Ising and continous spins to arbitrary order, within the framework of Markovian stochastic dynamics. Knowledge of the FDR allows to develop…
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…
We show how to extract from a sufficiently long time series of stationary fluctuations of chemical reactions an estimate of the entropy production. This method, which is based on recent work on fluctuation theorems, is direct, non-invasive,…
In this paper, we study the operational problem of connected hydro power reservoirs which involves sequential decision-making in an uncertain and dynamic environment. The problem is traditionally formulated as a stochastic dynamic program…
We use the Detrended Cross-Correlation Analysis (DCCA) to investigate the influence of sun activity represented by sunspot numbers on one of the climate indicators, specifically rivers, represented by river flow fluctuation for Daugava,…
Near equilibrium, Green-Kubo relations provide microscopic expressions for macroscopic transport coefficients in terms of equilibrium correlation functions. At their core, they are based on the intimate relationship between response and…
This paper is on the construction of structure-preserving, online-efficient reduced models for the barotropic Euler equations with a friction term on networks. The nonlinear flow problem finds broad application in the context of gas…
We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…
Finite stochastic Markov models play a major role for modelling biochemical pathways. Such models are a coarse-grained description of the underlying microscopic dynamics and can be considered mesoscopic. The level of coarse-graining is to a…
We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
We investigate the asymptotic behavior of probability measures associated with stochastic dynamical systems featuring either globally contracting or $B_{r}$-contracting drift terms. While classical results often assume constant diffusion…
$\text{CO}_{2}$ flooding is central to carbon utilization technologies, yet conventional waterflooding models fail to capture the complex interactions between CO$_2$ and formation fluids. In this study, one- and two-dimensional nuclear…
We analyze the appearance of non-Markovian effects in the dynamics of a bipartite system coupled to a reservoir, which can be described within a class of non-Markovian equations given by a generalized Lindblad structure. A novel master…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…