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The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

统计力学 · 物理学 2019-04-01 Jean-François Derivaux , Yannick De Decker

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

系统与控制 · 计算机科学 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

统计力学 · 物理学 2009-10-31 Debra J. Searles , Denis J. Evans

In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…

系统与控制 · 计算机科学 2016-11-15 Xiaozhe Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu , Tao Wang

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

凝聚态物理 · 物理学 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

统计力学 · 物理学 2015-05-14 Tommaso Biancalani , Duccio Fanelli , Francesca Di Patti

Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…

统计力学 · 物理学 2015-08-04 Claudia Cianci , Duccio Fanelli , Alan J. McKane

Atmospheric wind speeds and their fluctuations at different locations (onshore and offshore) are examined. One of the most striking features is the marked intermittency of probability density functions (PDF) of velocity differences -- no…

适应与自组织系统 · 物理学 2007-05-23 F. Böttcher , St. Barth , J. Peinke

The simulation of stochastic wind loads is necessary for many applications in wind engineering. The proper orthogonal decomposition (POD)-based spectral representation method is a popular approach used for this purpose due to its…

计算工程、金融与科学 · 计算机科学 2023-05-11 Thays Guerra Araujo Duarte , Srinivasan Arunachalam , Arthriya Subgranon , Seymour M J Spence

We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…

统计力学 · 物理学 2007-11-09 Stephen R. Williams , Denis J. Evans

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

统计力学 · 物理学 2008-01-04 Jeffrey B. Weiss

Frequency dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency dependent selection, the average fitness of the population may increase or decrease based on…

种群与进化 · 定量生物学 2015-06-23 Weini Huang , Christoph Hauert , Arne Traulsen

Wind farms can be regarded as complex systems that are, on the one hand, coupled to the nonlinear, stochastic characteristics of weather and, on the other hand, strongly influenced by supervisory control mechanisms. One crucial problem in…

应用统计 · 统计学 2021-01-22 Tobias Braun , Matthias Waechter , Joachim Peinke , Thomas Guhr

Understanding under what conditions interacting populations, whether they be plants, animals, or viral particles, coexist is a question of theoretical and practical importance in population biology. Both biotic interactions and…

种群与进化 · 定量生物学 2011-04-26 Sebastian J. Schreiber , Michel Benaïm , Kolawolé A. S. Atchadé

We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

统计力学 · 物理学 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

In this paper we study the equilibrium energy fluctuation field of a one-dimensional reversible non gradient model. We prove that the limit fluctuation process is governed by a generalized Ornstein- Uhlenbeck process, which covariances are…

概率论 · 数学 2010-07-01 Freddy Hernandez

The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…

流体动力学 · 物理学 2022-12-14 Darryl D. Holm , Wei Pan

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

概率论 · 数学 2012-08-31 Mark Freidlin , Wenqing Hu

We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…

偏微分方程分析 · 数学 2022-08-26 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella