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A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
In particle-laden turbulence, the Fourier Lagrangian spectrum of each phase is regularly computed, and analytically derived response functions relate the Lagrangian spectrum of the fluid- and the particle phase. However, due to the periodic…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
We construct a framework for the study of fluctuations in the nonequilibrium relaxation of glassy systems with and without quenched disorder. We study two types of two-time local correlators with the aim of characterizing the heterogeneous…
Kinetically constrained spin models are schematic coarse-grained models for the glass transition which represent an efficient theoretical tool to study detailed spatio-temporal aspects of dynamic heterogeneity in supercooled liquids. Here,…
Advanced measurement techniques and high performance computing have made large data sets available for a wide range of turbulent flows that arise in engineering applications. Drawing on this abundance of data, dynamical models can be…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
We investigate dynamical heterogeneities in the collective relaxation of a concentrated microgel system, for which the packing fraction can be conveniently varied by changing the temperature. The packing fraction dependent mechanical…
We report an extensive and systematic investigation of the multi-point and multi-time correlation functions to reveal the spatio-temporal structures of dynamic heterogeneities in glass-forming liquids. Molecular dynamics simulations are…
For a stochastic system, its evolution from one state to another can have a large number of possible paths. Non-uniformity in the field of system variables leads the local dynamics in state transition varies considerably from path to path…
Spatially localized oscillations in periodically forced systems are intriguing phenomena. They may occur in spatially homogeneous media (oscillons), but quite often emerge in heterogeneous media, such as the auditory system, where localized…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
In this paper we study the stochastic area swept by a regular time-homogeneous diffusion till a stopping time. This unifies some recent literature in this area. Through stochastic time change we establish a link between the stochastic area…
We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…
Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…
We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomogeneous highly degenerate diffusion for…
We consider time-harmonic elastodynamic problems in heterogeneous media.cWe focus on scattering problems in the high-frequency regime and incnearly incompressible media, where the the angular frequency $\omega$ and ratio of the Lam\'e…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
We restrict our attention to space-time point pattern data for which we have a single realisation within a finite region. Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process. In…
We propose a two-dimensional spectroscopic protocol for measuring the time-dependent coherences between the stationary states of a system induced by a time-dependent system-bath interaction. We also investigate the role of…