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

Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…

In statistical mechanics, measuring the number of available states and their probabilities, and thus the system's entropy, enables the prediction of the macroscopic properties of a physical system at equilibrium. This predictive capacity…

An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…

Literatures in state space models focus on parametric inference and prediction, which fail if the state space model is not fully specified and the maximum likelihood estimation does not work. In this paper, we assume the state transition…

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In…

While the equilibrium properties, states, and phase transitions of interacting systems are well described by statistical mechanics, the lack of suitable state parameters has hindered the understanding of non-equilibrium phenomena in diverse…

We study local and nonlocal correlations of light transmitted through active random media. The conventional approach results in divergence of ensemble averaged correlation functions due to existence of lasing realizations. We introduce…

Parameter estimation of nonlinear state-space models from input-output data typically requires solving a highly non-convex optimization problem prone to slow convergence and suboptimal solutions. This work improves the reliability and…

Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…

We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…

Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…

Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power law form for power spectra of temporal fluctuations on all space-time…

The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…

Natural systems are typically nonlinear and complex, and it is of great interest to be able to reconstruct a system in order to understand its mechanism, which can not only recover nonlinear behaviors but also predict future dynamics. Due…

It is shown that the work fluctuations and work distribution functions are fundamentally different in systems with short-range versus long-range correlations. The two cases considered with long- range correlations are magnetic work…

A fundamental challenge in soft matter physics is to describe materials, such as the living cytoplasm and tissues, that are simultaneously active, chemically driven, and exhibit long-lasting memory of mechanical stresses. Here, we construct…

This paper addresses the problem of robust process and sensor fault reconstruction for nonlinear systems. The proposed method augments the system dynamics with an approximated internal linear model of the combined contribution of known…

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…