Related papers: Multiple phases in stochastic dynamics: geometry a…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
Multistability is a phenomenon prevalent in many natural systems. In climate, for example, it allows the possibility of irreversible consequences on planetary scale as a result of climate change. Indeed, a climate ``tipping element'' is a…
Distinct from the dynamical phase, in a cyclic evolution, a system's state may acquire an additional component, a.k.a. geometric phase. The latter is a manifestation of a closed path in state space. Geometric phases underlie various…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
Multiparticle production processes provide valuable information about the mechanism of the conversion of the initial energy of projectiles into a number of secondaries by measuring their multiplicity distributions and their distributions in…
This chapter first presents a rather personal view of some different aspects of predictability, going in crescendo from simple linear systems to high-dimensional nonlinear systems with stochastic forcing, which exhibit emergent properties…
This paper deals with uncertain dynamical systems in which predictions about the future state of a system are assessed by so called pseudomeasures. Two special cases are stochastic dynamical systems, where the pseudomeasure is the…
A model in statistical mechanics, characterised by the corresponding Gibbs measure, is a subset of the totality of probability distributions on the phase space. The shape of this subset, i.e., the geometry, then plays an important role in…
The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…
We review opportunities for stochastic geometric mechanics to incorporate observed data into variational principles, in order to derive data-driven nonlinear dynamical models of effects on the variability of computationally resolvable…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
We show that the dynamics of a quantum system can be represented by the dynamics of an underlying classical systems obeying the Hamilton equations of motion. This is achieved by transforming the phase space of dimension $2n$ into a Hilbert…
We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic…
We study finite state random dynamical systems (RDS) and their induced Markov chains (MC) as stochastic models for complex dynamics. The linear representation of deterministic maps in RDS are matrix-valued random variables whose…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…