Related papers: Stochastic Effects in Physical Systems
These lecture notes provide an elementary introduction, within the framework of finite quantum systems, to recent developments in the theory of entropic fluctuations.
An account is given of the methods of working of Experimental High Energy Particle Physics, from the viewpoint of statisticians and others unfamiliar with the field. Current statistical problems, techniques, and hot topics are introduced…
Methods and techniques of the theory of nonlinear dynamical systems and patterns can be useful in astrophysical applications. Some works on the subjects of dynamical astronomy, stellar pulsation and variability, as well as spatial…
Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…
We introduce a few of the key ideas of statistical analysis using two real-world examples to illustrate how these ideas are used in practice.
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
These short lecture notes contain a not too technical introduction to point processes on the time line. The focus lies on defining these processes using the conditional intensity function. Furthermore, likelihood inference, methods of…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…
A new tool for modeling electrochemical kinetics is presented. An extension of the Stochastic Simulation Algorithm framework to electrochemical systems is proposed. The physical justifications and constraints for the derivation of a…
The past twenty years have seen a resurgence of interest in nonequilibrium thermodynamics, thanks to advances in the theory of stochastic processes and in their thermodynamic interpretation. Fluctuation theorems provide fundamental…
We analyze the quantum dynamics of radiation propagating in a single mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known…
This brief article reviews stochastic processes as relevant to dynamical models of wave-function collapse, and is supplemental material for the review article arXiv:1204.4325
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
Based on a Fokker-Planck description of external Ornstein-Uhlenbeck noise and cross-correlated noise processes driving a dynamical system we examine the interplay of the properties of noise processes and the dissipative characteristic of…
It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependance on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error)…
We study the effect of extrinsic noise in metabolic networks. We introduce external random fluctuations at the kinetic level, and show how these lead to a stochastic generalization of standard Metabolic Control Analysis. While Summation and…
Main aim of this topical issue is to report recent advances in noisy nonequilibrium processes useful to describe the dynamics of ecological systems and to address the mechanisms of spatio-temporal pattern formation in ecology both from the…