Related papers: Plongement stochastique des syst\`{e}mes lagrangie…
We propose a unified framework to study the turbulent transport problem from the perspective of nonequilibrium statistical mechanics. By combining Krarichnan's turbulence thermalization assumption and Ruelle's recent work on nonequilibrium…
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…
We present embedding procedures for the non-Markovian stochastic Schr\"{o}dinger equations, arising from studies of quantum systems coupled with bath environments. By introducing auxiliary wave functions, it is demonstrated that the…
We propose a generalization of quantum mechanical equations in the hydrodynamic form by introducing, into the Lagrangian density, terms taking into account the diffusion velocity at zero and finite temperatures and the diffusion pressure…
This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type. In the particular cases the solutions of such an equations are the well-known…
We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
In this paper we presented an overview on our works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type's…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
Exploring the intersection of deterministic and stochastic dynamics, this paper delves into Lagrangian discovery for conservative and non-conservative systems under stochastic excitation. Traditional Lagrangian frameworks, adept at…
Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…
We consider the calculation of Euler--Lagrange systems of ordinary difference equations, including the difference Noether's Theorem, in the light of the recently-developed calculus of difference invariants and discrete moving frames. We…
The article introduces a method to learn dynamical systems that are governed by Euler--Lagrange equations from data. The method is based on Gaussian process regression and identifies continuous or discrete Lagrangians and is, therefore,…
Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
We show that the Navier-Stokes as well as a random perturbation of this equation can be derived from a stochastic variational principle where the pressure is introduced as a Lagrange multiplier. Moreover we describe how to obtain…