相关论文: State estimation of long-range correlated non-equi…

The weak correlation between spatiotemporal fluctuations in nonequilibrium complex systems is shown to govern the fluctuation distribution, maximizing the conditional entropy associated with such fluctuations. The result is illustrated in…

The task of state estimation in active distribution systems faces a major challenge due to the integration of different measurements with multiple reporting rates. As a result, distribution systems are essentially unobservable in real time,…

In self-gravitating stars, two dimensional or geophysical flows and in plasmas, long range interactions imply a lack of additivity for the energy; as a consequence, the usual thermodynamic limit is not appropriate. However, by contrast with…

We numerically address the stability analysis of linear age-structured population models with nonlocal diffusion, which arise naturally in describing dynamics of infectious diseases. Compared to Laplace diffusion, models with nonlocal…

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

These lecture notes give a short review of methods such as the matrix ansatz, the additivity principle or the macroscopic fluctuation theory, developed recently in the theory of non-equilibrium phenomena. They show how these methods allow…

The wide application of estimation techniques in system analysis enable us to best determine and understand the history of system states. This paper attempts to delineate the theory behind linear and non-linear estimation with a suitable…

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

Mutual information is a nonlinear measure used in time series analysis in order to measure the linear and non-linear correlations at any lag $\tau$. The aim of this study is to evaluate some of the most commonly used mutual information…

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

We study the convergence of statistical estimators used in the estimation of large deviation functions describing the fluctuations of equilibrium, nonequilibrium, and manmade stochastic systems. We give conditions for the convergence of…

Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

A shifted or misaligned feedback loop gives rise to a two-point nonlocality that is the spatial analog of a temporal delay. Important consequences of this nonlocal coupling have been found both in diffusive and in diffractive systems, and…

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…

Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…

A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…