Related papers: Phase velocity and phase diffusion in periodically…
A system that violates detailed balance evolves asymptotically into a nonequilibrium steady state with non-vanishing currents. Analogously, when detailed balance holds at any instant of time but the system is driven through time-periodic…
Two-way coupled DNS simulation of particle-laden turbulent Couette-flow [1], in the volume fraction regime $\phi>10^{-4}$, showed a discontinuous decrease of turbulence intensity beyond a critical volume fraction…
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…
An effective description of a general class of stochastic phase oscillators is presented. For this, the effective phase velocity is defined either by invariant probability density or via first passage times. While the first approach…
This paper is devoted to a system of stochastic partial differential equations (SPDEs) that have a slow component driven by fractional Brownian motion (fBm) with the Hurst parameter $H >1/2$ and a fast component driven by fast-varying…
We introduce a two-state non-conserving driven-diffusive system in one-dimension under a discrete-time updating scheme. We show that the steady-state of the system can be obtained using a matrix product approach. On the other hand, the…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…
We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
This paper addresses distributed parameter estimation in stochastic dynamic systems with quantized measurements, constrained by quantized communication and Markovian switching directed topologies. To enable accurate recovery of the original…
Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations…
We investigate the role of noise in the phenomenon of stochastic synchronization of switching events in a rocked, overdamped bistable potential driven by white Gaussian noise, the archetype description of Stochastic Resonance. We present a…
Analytical formulas for effective drift, diffusivity, run times, and run lengths are derived for an intracellular transport system consisting of a cargo attached to two cooperative but not identical molecular motors (for example, kinesin-1…
Reaction-diffusion systems can describe a wide class of rhythmic spatiotemporal patterns observed in chemical and biological systems, such as circulating pulses on a ring, oscillating spots, target waves, and rotating spirals. These…
We study phase-synchronization in a driven two-level system coupled to a non-Markovian bosonic reservoir. The dynamics is described by treating the system-bath coupling and the coherent drive without invoking the rotating-wave…
We study the effect of quenched disorder on nonequilibrium systems of interacting particles, specifically, driven diffusive lattice gases with spatially disordered jump rates. The exact steady-state measure is found for a class of models…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
Reaction-diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…