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We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
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…
We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
In this work we approach cell migration under a large-scale assumption, so that the system reduces to a particle in motion. Unlike classical particle models, the cell displacement results from its internal activity: the cell velocity is a…
We show that the simplest stochastic epidemiological models with spatial correlations exhibit two types of oscillatory behaviour in the endemic phase. In a large parameter range, the oscillations are due to resonant amplification of…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…
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…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…
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 identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…
Living organisms are inherently out-of-equilibrium systems. We employ new developments in stochastic energetics and rely on a minimal microscopic model to predict the amount of mechanical energy dissipated by such dynamics. Our model…