相关论文: Non-Markovian superposition process model for stoc…

This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a…

Real time monitoring using in situ sensors is becoming a common approach for measuring water quality within watersheds. High frequency measurements produce big data sets that present opportunities to conduct new analyses for improved…

Quantifying watershed process variability consistently with climate change and ecohydrological dynamics remains a central challenge in hydrology. Stochastic ecohydrology characterizes hydrologic variability through probability distributions…

Many studies on biological and soft matter systems report the joint presence of a linear mean-squared displacement and a non-Gaussian probability density exhibiting, for instance, exponential or stretched-Gaussian tails. This phenomenon is…

We study the dynamics of charge fluctuations after homogeneous quantum quenches in one-dimensional systems with ballistic transport. For short but macroscopic times where the non-trivial dynamics is largely dominated by long-range…

We consider the management of sloping, long and thin, coastal aquifers. We first develop a simple mathematical model, based on Darcy flow for porous media, which gives the water table height, and the flow velocity as a function of the…

We provide a quantitative description of the evolution of memory from the apparently random Markovian dynamics of a pair of optically trapped colloidal microparticles in water. The particles are trapped in very close proximity of each other…

We demonstrate how the dynamical coarse-graining approach can be systematically extended to higher orders in the coupling between system and reservoir. Up to second order in the coupling constant we explicitly show that dynamical…

Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…

We show that macroscopic irreversible thermodynamics for viscous fluids can be derived from exact information-theoretic thermodynamic identities valid at the microscale. Entropy production, in particular, is a measure of the loss of…

We theoretically and computationally investigate long-memory processes based on the Markovian lifts of affine jump-diffusion processes. A nominal superposition process consisting of an infinite number of interacting affine processes is…

We consider a linearized dynamical system modelling the flow rate of water along the rivers and hillslopes of an arbitrary watershed. The system is perturbed by a random rainfall in the form of a compound Poisson process. The model…

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master Equation that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We…

Modelling interfacial dynamics with soluble surfactants in a multiphase system is a challenging task. Here, we consider the numerical approximation of a phase-field surfactant model with fluid flow. The nonlinearly coupled model consists of…

Aqueous two-phase systems (ATPSs), that is, phase-separating solutions of water soluble but mutually immiscible molecular species, offer fascinating prospects for selective partitioning, purification, and extraction. Here, we formulate a…

Fluctuating entropy production is studied for a set of linearly coupled complex fields. The general result is applied to non-equilibrium fluctuating hydrodynamic equations for coarse-grained fields (density, temperature and velocity), in…

This study proposes a new stochastic model where the diffusion coefficient involves a state-dependent variable exponent function $p(\cdot)$. This new theoretically flexible framework generalizes the classical Cox-Ingersol-Ross model. The…

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

The dynamics of randomly crosslinked liquids is addressed via a Rouse- and a Zimm-type model with crosslink statistics taken either from bond percolation or Erdoes-Renyi random graphs. While the Rouse-type model isolates the effects of the…