Related papers: Stochastic Effects in Physical Systems
This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…
We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…
In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
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 consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…
Many phenomena such as stellar variability, stellar explosions, behavior of different kind of X-ray and gamma-ray sources, processes in active galactic nuclei and other astrophysical objects show stochastic features. Brief description of…
An important task in quantitative biology is to understand the role of stochasticity in biochemical regulation. Here, as an extension of our recent work [Phys. Rev. Lett. 107, 148101 (2011)], we study how input fluctuations affect the…
These are lecture notes for a simple minicourse approaching the satistical properties of a dynamical system by the study of the associated transfer operator (considered on a suitable functions or measures spaces). The following questions…
We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…
Small systems in a thermodynamic medium --- like colloids in a suspension or the molecular machinery in living cells --- are strongly affected by the thermal fluctuations of their environment. Physicists model such systems by means of…
Noise is an inherent part of neuronal dynamics, and thus of the brain. It can be observed in neuronal activity at different spatiotemporal scales, including in neuronal membrane potentials, local field potentials, electroencephalography,…
Learning stochastic models of dynamical systems from observed data is of interest in many scientific fields. Here, we propose a new method for this task within the family of dynamical variational autoencoders. The proposed double projection…
The records statistics in stationary and non-stationary fractal time series is studied extensively. By calculating various concepts in record dynamics, we find some interesting results. In stationary fractional Gaussian noises, we observe a…
We study general stochastic birth and death processes including delay. We develop several approaches for the analytical treatment of these non-Markovian systems, valid, not only for constant delays, but also for stochastic delays with…
We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…
A review of some recent results and ideas about the expected behaviour of large chaotic systems and fluids.