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A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…

偏微分方程分析 · 数学 2011-04-14 Radek Erban , Jan Haskovec

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

统计力学 · 物理学 2009-11-10 Freddy Bouchet

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

统计力学 · 物理学 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

In this paper, we analyze the behavior of a multi-agent system driven by the interactions of agents within a competitive environment. To achieve this, we describe the transition probabilities that underlie the system's stochastic nature. We…

多智能体系统 · 计算机科学 2024-12-23 Mohammad Daneshvar , Mandana Delavari

We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…

种群与进化 · 定量生物学 2012-03-13 Simone Pigolotti , Alessandro Flammini , Amos Maritan

This paper addresses the modeling and control of heterogeneous populations of thermostatically controlled loads (TCLs) operated by model predictive control (MPC) schemes at level of each TCL. It is shown that the dynamics of such TCLs…

最优化与控制 · 数学 2019-12-24 Jun Zheng , Gabriel Laparra , Guchuan Zhu , Meng Li

The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…

统计力学 · 物理学 2020-06-26 Mário J. de Oliveira

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

软凝聚态物质 · 物理学 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

统计力学 · 物理学 2015-06-11 Tânia Tomé , Mário J. de Oliveira

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

统计力学 · 物理学 2024-12-23 Zhaoyu Fei

In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…

统计力学 · 物理学 2015-10-13 Philipp Strasberg , Javier Cerrillo , Gernot Schaller , Tobias Brandes

Thermostatically controlled loads (TCLs) have the potential to be a valuable resource for the Balancing Authority (BA) of the future. Examples of TCLs include household appliances such as air conditioners, water heaters, and refrigerators.…

系统与控制 · 电气工程与系统科学 2020-09-29 Austin R. Coffman , Ana Bušić , Prabir Barooah

We apply the stochastic thermodynamics formalism to describe the dynamics of systems of complex Langevin and Fokker-Planck equations. We provide in particular a simple and general recipe to calculate thermodynamical currents, dissipated and…

统计力学 · 物理学 2019-01-30 Simone Borlenghi , Anna Delin

We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. The method is suitable for arbitrary local interactions as long as the system…

量子气体 · 物理学 2020-04-21 Stefan Beck , Igor E. Mazets , Thomas Schweigler

A recently developed state-of-the-art agent-based simulation of power distribution systems is capable of modeling the thermal and demand response behavior of many thousands of thermostatic end-use loads. It computes the total power consumed…

可精确求解与可积系统 · 物理学 2007-05-23 David P. Chassin , Joel M. Malard

Motivated by the theory of reaction kinetics based on nonequilibrium thermodynamics and the linear stability of driven reaction-diffusion, we apply the Fokker-Planck equation to describe the population dynamics of an ensemble of reactive…

化学物理 · 物理学 2019-07-31 Hongbo Zhao , Martin Z. Bazant

This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade. One multiplicatively…

统计金融 · 定量金融 2020-10-26 Jun-ichi Maskawa , Koji Kuroda

We propose a data-driven approach for propagating uncertainty in stochastic power grid simulations and apply it to the estimation of transmission line failure probabilities. A reduced-order equation governing the evolution of the observed…

计算工程、金融与科学 · 计算机科学 2024-01-08 Hongli Zhao , Tyler E. Maltba , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…

统计力学 · 物理学 2007-05-23 Serge Shpyrko , V. V. Ryazanov

We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…

chao-dyn · 物理学 2009-10-31 C. Wagner , R. Klages , G. Nicolis
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