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This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…
We consider stochastic thermodynamics as a theory of statistical inference for experimentally observed fluctuating time-series. To that end, we introduce a general framework for quantifying the knowledge about the dynamical state of the…
We study a continuum model of dislocation transport in order to investigate the formation of heterogeneous dislocation patterns. We propose a physical mechanism which relates the formation of heterogeneous patterns to the dynamics of a…
A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…
We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
We introduce a solvable stochastic model inspired by granular gases for driven dissipative systems. We characterize far from equilibrium steady states of such systems through the non-Boltzmann energy distribution and compare different…
We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
Perturbed Einstein's equations with a linear response relation and a stochastic source, applicable to a relativistic star model are worked out . These perturbations which are stochastic in nature, are of significance for building a…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…
The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically…
The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…
Stochastic thermodynamics provides a useful set of tools to analyze and constrain the behavior of far from equilibrium systems. In this paper, we report an application of ideas from stochastic thermodynamics to the problem of membrane…
Biodiversity and extinction are central issues in evolution. Dynamical balance among different species in ecosystems is often described by deterministic replicator equations with moderate success. However, fluctuations are inevitable,…