Related papers: Introduction to Langevin Stochastic Processes
These lecture notes were prepared as a basic introduction to the theory of constrained systems which is how the fundamental forces of nature appear in their Hamiltonian formulation. Only a working knowledge of Lagrangian and Hamiltonian…
Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…
The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…
Critical transitions, ubiquitous in nature and technology, necessitate anticipation to avert adverse outcomes. While many studies focus on bifurcation-induced tipping, where a control parameter change leads to destabilization, alternative…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…
The CERN - Latin-American School of High-Energy Physics is intended to give young physicists an introduction to the theoretical aspects of recent advances in elementary particle physics. These proceedings contain lecture notes on the…
This is a writeup of lectures on "statistics" that have evolved from the initial version for the 2009 Hadron Collider Physics Summer School at CERN to versions for other venues and, most recently, for the African School of Fundamental…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
These lecture notes contain an elementary introduction to lattice QCD at nonzero chemical potential. Topics discussed include chemical potential in the continuum and on the lattice; the sign, overlap and Silver Blaze problems; the phase…
We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…
Lectures presented at the 1st CERN Asia-Europe-Pacific School of High-Energy Physics, Fukuoka, Japan, 14-27 October 2012. A pedagogical selection of topics in probability and statistics is presented. Choice and emphasis are driven by the…
Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…
These are lecture notes from a course offered at the Bangalore School on Statistical Physics - X, during 17-28 June 2019, [ https://www.icts.res.in/program/bssp2019 ] at International centre of theoretical physics (ICTS), Bangalore. These…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
Notes from a course on linear dynamics given by the author at the University of Da Nang in January 2024.
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…
We describe an R package developed by the research group Turbulence, Wind energy and Stochastics (TWiSt) at the Carl von Ossietzky University of Oldenburg, which extracts the (stochastic) evolution equation underlying a set of data or…
This is a colloquium style pedagogical introduction to the paradigm of large extra dimensions. To be published in the Proceedings of the Workshop "Crossing the boundaries: Gauge dynamics at strong coupling," (May 14 - 17, 2009,…