相关论文: Field-theoretic methods
After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…
As high-dimensional and high-frequency data are being collected on a large scale, the development of new statistical models is being pushed forward. Functional data analysis provides the required statistical methods to deal with large-scale…
We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
Active systems, which are driven out of equilibrium by local non-conservative forces, exhibit unique behaviors and structures with potential utility for the design of novel materials. An important and difficult challenge along the path…
A complex system comprises multiple interacting entities whose interdependencies form a unified whole, exhibiting emergent behaviours not present in individual components. Examples include the human brain, living cells, soft matter, Earth's…
Consider a periodically forced nonlinear system which can be presented as a collection of smaller subsystems with pairwise interactions between them. Each subsystem is assumed to be a massive point moving with friction on a compact surface,…
The recent experimental progresses in handling microscopic systems have allowed to probe them at levels where fluctuations are prominent, calling for stochastic modeling in a large number of physical, chemical and biological phenomena. This…
We discuss the time-continuous path integration in the coherent states basis in a way that is free from inconsistencies. Employing this notion we reproduce known and exact results working directly in the continuum. Such a formalism can set…
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…
Scalar field systems containing higher derivatives are studied and quantized by Hamiltonian path integral formalism. A new point to previous quantization methods is that field functions and their derivatives with time are considered as…
A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…
Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…
In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…
Effective field theory provides a perturbative framework to study the evolution of cosmological large-scale structure. We investigate the underpinnings of this approach, and suggest new ways to compute correlation functions of cosmological…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
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,…
This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…
Random fields are commonly used for modeling of spatially (or timely) dependent stochastic processes. In this study, we provide a characterization of the intrinsic complexity of a random field in terms of its second order statistics, e.g.,…