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[Background] Experimental data from heavy-ion experiments at RHIC-BNL and LHC-CERN are quantitatively described using relativistic fluid dynamics. Even p+A and p+p collisions show signs of collective behavior describable in the same manner.…

Nuclear Theory · Physics 2018-08-29 K. Gallmeister , H. Niemi , C. Greiner , D. H. Rischke

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…

Statistical Mechanics · Physics 2013-10-29 A. Prados , A. Lasanta , Pablo I. Hurtado

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

We introduce a model described in terms of a scalar velocity field on a 1d lattice, evolving through collisions that conserve momentum but do not conserve energy. Such a system posseses some of the main ingredients of fluidized granular…

Statistical Mechanics · Physics 2016-11-17 A. Lasanta , A. Manacorda , A. Prados , A. Puglisi

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…

Dynamical Systems · Mathematics 2018-01-08 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…

Soft Condensed Matter · Physics 2007-05-23 Moumita Das , G. Ananthakrishna , Sriram Ramaswamy

Reaction networks are widely used models to describe biochemical processes. Stochastic fluctuations in the counts of biological macromolecules have amplified consequences due to their small population sizes. This makes it necessary to favor…

Probability · Mathematics 2022-02-28 Daniele Cappelletti , Badal Joshi

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…

comp-gas · Physics 2009-10-28 Alberto Suarez , Jean Pierre Boon , Patrick Grosfils

Traditional chemical kinetics may be inappropriate to describe chemical reactions in micro-domains involving only a small number of substrate and reactant molecules. Starting with the stochastic dynamics of the molecules, we derive a…

Mathematical Physics · Physics 2009-11-10 D. Holcman , Z. Schuss

In this work, we introduce a generalized framework for multiscale state-space modeling that incorporates nested nonlinear dynamics, with a specific focus on Bayesian learning under switching regimes. Our framework captures the complex…

Machine Learning · Statistics 2024-10-31 Nayely Vélez-Cruz , Manfred D. Laubichler

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro

Subdiffusion has been proposed as an explanation of various kinetic phenomena inside living cells. In order to fascilitate large-scale computational studies of subdiffusive chemical processes, we extend a recently suggested mesoscopic model…

Analysis of PDEs · Mathematics 2018-02-19 Emilie Blanc , Stefan Engblom , Andreas Hellander , Per Lötstedt

We investigate large changes, bursts, of the continuous stochastic signals, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model which can be transformed into Bessel process…

Statistical Finance · Quantitative Finance 2012-06-18 Vygintas Gontis , Aleksejus Kononovicius , Stefan Reimann

We analyzed the stochastic behavior of systems controlled by autocatalytic reaction A+X -> X+X. Assuming the distribution of reacting particles in the system volume to be uniform, we introduced the notion of the point model of reaction…

Statistical Mechanics · Physics 2007-05-23 L. Pal

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…

Fluid Dynamics · Physics 2016-03-02 N Machicoane , M López-Caballero , L Fiabane , J-F Pinton , M Bourgoin , J Burguete , R Volk

Time delay in general leads to instability in some systems, while a specific feedback with delay can control fluctuated motion in nonlinear deterministic systems to a stable state. In this paper, we consider a non-stationary stochastic…

Chaotic Dynamics · Physics 2017-08-02 Hiroyasu Ando , Kohta Takehara , Miki U. Kobayashi

We propose a novel method to reconstruct phase dynamics equations from responses in macroscopic variables to weak inputs. Developing linear and nonlinear response theories in coupled phase-oscillators, we derive formulae which connect the…

Adaptation and Self-Organizing Systems · Physics 2023-01-06 Yoshiyuki Y. Yamaguchi , Yu Terada

In this Letter we show that the transition from laminar to active behavior in extended chaotic systems can vary from a continuous transition in the universality class of Directed Percolation with infinitely many absorbing states to what…

Statistical Mechanics · Physics 2009-10-31 Tomas Bohr , Martin van Hecke , Rene' Mikkelsen , Mads Ipsen

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Computation · Statistics 2016-04-26 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock