Colored Noise in Oscillators. Phase-Amplitude Analysis and a Method to Avoid the Itô-Stratonovich Dilemma

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into an equivalent system subject to white Gaussian noise. A description in terms of phase and amplitude deviation is given for the transformed system. Using stochastic averaging technique, the equations are reduced to a phase model that can be analyzed to characterize phase noise. We find that phase noise is a drift-diffusion process, with a noise-induced frequency shift related to the variance and to the correlation time of colored noise. The proposed approach improves the accuracy of the previous phase reduced models

A Circuit Theory Perspective on the Modeling and Analysis of Vibration Energy Harvesting Systems: A Review

This paper reviews advanced modeling and analysis techniques useful in the description, design, and optimization of mechanical energy harvesting systems based on the collection of energy from vibration sources. The added value of the present contribution is to demonstrate the benefits of the exploitation of advanced techniques, most often inherited from other fields of physics and engineering, to improve the performance of such systems. The review is focused on the modeling techniques that apply to the entire energy source/mechanical oscillator/transducer/electrical load chain, describing mechanical–electrical analogies to represent the collective behavior as the cascade of equivalent electrical two-ports, introducing matching networks enhancing the energy transfer to the load, and discussing the main numerical techniques in the frequency and time domains that can be used to analyze linear and nonlinear harvesters, both in the case of deterministic and stochastic excitations

An Initial Framework Assessing the Safety of Complex Systems

Trabajo presentado en la Conference on Complex Systems, celebrada online del 7 al 11 de diciembre de 2020.Atmospheric blocking events, that is large-scale nearly stationary atmospheric pressure patterns, are often associated with extreme weather in the mid-latitudes, such as heat waves and cold spells which have significant consequences on ecosystems, human health and economy. The high impact of blocking events has motivated numerous studies. However, there is not yet a comprehensive theory explaining their onset, maintenance and decay and their numerical prediction remains a challenge. In recent years, a number of studies have successfully employed complex network descriptions of fluid transport to characterize dynamical patterns in geophysical flows. The aim of the current work is to investigate the potential of so called Lagrangian flow networks for the detection and perhaps forecasting of atmospheric blocking events. The network is constructed by associating nodes to regions of the atmosphere and establishing links based on the flux of material between these nodes during a given time interval. One can then use effective tools and metrics developed in the context of graph theory to explore the atmospheric flow properties. In particular, Ser-Giacomi et al. [1] showed how optimal paths in a Lagrangian flow network highlight distinctive circulation patterns associated with atmospheric blocking events. We extend these results by studying the behavior of selected network measures (such as degree, entropy and harmonic closeness centrality)at the onset of and during blocking situations, demonstrating their ability to trace the spatio-temporal characteristics of these events.This research was conducted as part of the CAFE (Climate Advanced Forecasting of sub-seasonal Extremes) Innovative Training Network which has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No. 813844

Master equations

The dynamics of a complex physical, biological, or chemical systems can often be modelled in terms of a continuous-time Markov process. The governing equations of these processes are the Fokker-Planck and the master equation. Both equations assume that the future of a system depends only on its current state, memories of its past having been wiped out by randomizing forces. Whereas the Fokker-Planck equation describes a system that evolves continuously from one state to another, the master equation models a system that performs jumps between its states. In this thesis, we focus on master equations. We first present a comprehensive mathematical framework for the analytical and numerical analysis of master equations in chapter I. Special attention is given to their representation by path integrals. In the subsequent chapters, master equations are applied to the study of physical and biological systems. In chapter II, we study the stochastic and deterministic evolution of zero-sum games and thereby explain a condensation phenomenon expected in driven-dissipative bosonic quantum systems. Afterwards, in chapter III, we develop a coarse-grained model of microbial range expansions and use it to predict which of three strains of Escherichia coli survive such an expansion

Statistical mechanics of non equilibrium matter: from minimal models to morphogen gradients

Living systems are by definition far from thermodynamic equilibrium, a condition that can be maintained only at the cost of a continuous injection of energy at the microscale, e.g. via cellular metabolic processes, and dissipation into the surrounding environment. The absence of thermodynamic equilibrium, formalised in the breaking of the global detailed balance condition, allows for a wealth of exotic and often counterintuitive phenomena. Our understanding of the capabilities and limitations of living matter has been greatly informed by thermodynamic approaches, which have to be generalised with respect to their traditional counterparts in order to deal with systems subject to strong random fluctuations. The resulting toolkit of stochastic thermodynamics, in particular the concept of entropy production, gives us a quantitative handle on the degree of "non-equilibriumness" of such stochastic processes. Recently, stochastic thermodynamics has benefitted from cross-contamination with the field-theoretic literature and the techniques developed in the latter for the study of collective behaviour have opened the doors to the thermodynamic characterisation of increasingly complex systems. Starting from minimal mathematical models of single active particles and moving up across scales to the level of morphogenetic processes in real organisms (in particular, the formation of morphogen gradients), this thesis contributes to laying the foundations for a bridge between physical understanding and biological insight. While the focus is here on generic mechanisms and on the development of theoretical tools, the applicability to specific experimental scenarios will be pointed out where relevant.Open Acces

Notes in Pure Mathematics & Mathematical Structures in Physics

These Notes deal with various areas of mathematics, and seek reciprocal combinations, explore mutual relations, ranging from abstract objects to problems in physics.Comment: Small improvements and addition