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In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

大气与海洋物理 · 物理学 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

适应与自组织系统 · 物理学 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

A probabilistic framework to study the dependence structure induced by deterministic discrete-time state-space systems between input and output processes is introduced. General sufficient conditions are formulated under which output…

机器学习 · 统计学 2025-03-13 Juan-Pablo Ortega , Florian Rossmannek

Reservoir computing systems are constructed using a driven dynamical system in which external inputs can alter the evolving states of a system. These paradigms are used in information processing, machine learning, and computation. A…

神经与进化计算 · 计算机科学 2023-04-26 G Manjunath , Juan-Pablo Ortega

A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

概率论 · 数学 2023-08-15 Patrícia Gonçalves , Kohei Hayashi

Experiments violating Bell's inequality appear to indicate deterministic models do not correspond to a realistic theory of quantum mechanics. The theory of pilot waves seemingly overcomes this hurdle via nonlocality and statistical…

量子物理 · 物理学 2024-05-03 Aminur Rahman

We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…

最优化与控制 · 数学 2019-03-01 Jake Bouvrie , Jean-Jacques Slotine

It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…

统计力学 · 物理学 2022-01-04 Shrabani Mondal , L. R. Rahul Biswas , Mousumi Biswas , Bidhan Chandra Bag

We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…

统计力学 · 物理学 2015-05-12 Gregory Bulnes Cuetara , Andreas Engel , Massimiliano Esposito

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

混沌动力学 · 物理学 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

统计力学 · 物理学 2022-08-31 Xudong Wang , Yao Chen

Accurate models of turbulent wind fields have become increasingly important in the atmospheric sciences, e.g., for the determination of spatiotemporal correlations in wind parks, the estimation of individual loads on turbine rotor and…

流体动力学 · 物理学 2022-09-02 Jan Friedrich , Daniela Moreno , Michael Sinhuber , Matthias Waechter , Joachim Peinke

Periodic driving is used to operate machines that go from standard macroscopic engines to small non-equilibrium micro-sized systems. Two classes of such systems are small heat engines driven by periodic temperature variations and molecular…

统计力学 · 物理学 2017-11-16 Somrita Ray , Andre C. Barato

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

Wake steering, the intentional yaw misalignment of certain turbines in an array, has demonstrated potential as a wind farm control approach to increase collective power. Existing algorithms optimize the yaw misalignment angle set-points…

流体动力学 · 物理学 2024-06-19 Michael F. Howland

Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…

统计力学 · 物理学 2015-05-18 Bohdan I. Lev , Alexei D. Kiselev

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

A classical particle system coupled with a thermostat driven by an external constant force reaches its steady state when the ensemble-averaged drift velocity does not vary with time. The statistical mechanics of such a system is derived…

统计力学 · 物理学 2020-12-02 Jie Yao , Yanting Wang

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…

统计力学 · 物理学 2015-10-19 Bernhard Altaner , Artur Wachtel , Jürgen Vollmer

We analyze the deviations from Maxwell-Boltzmann statistics found in recent experiments studying velocity distributions in two-dimensional granular gases driven into a non-equilibrium stationary state by a strong vertical vibration. We show…

统计力学 · 物理学 2009-11-07 Alain Barrat , Emmanuel Trizac