Stochastic tools have successfully been used both for theoretical modeling of complex systems and to the analysis of experimental data. They proved to be a versatile interdisciplinary approach to tackle the nonlinear dynamics as encountered in statistical mechanics, solid-state physics, chemical physics, nanotechnology, biophysics and climatic dynamics.
Stochastic elements in the investigated models and data represent uncontrolled environmental impacts, thermal fluctuations or hidden internal dynamics. Compared to linear systems or systems close to equilibrium, noise and fluctuations in nonlinear dynamics may have more crucial influence on their behaviour as a result of the rare but large events leading for example to the escape from locally stable states, or because of a channeling action of intrinsic nonlinearities. Both effects give rise to signal and order amplification by noise or to the emergence of directed motion due to the presence of non-equilibrium fluctuations as discussed in many models and applications. More about the Programme
Five years: May 2003 - May 2008