We present a user-friendly open-source Matlab package for stochastic data analysis that enables to perform a standard analysis of given turbulent data and extracts the stochastic equations describing the scale-dependent cascade process in turbulent flows through Fokker-Planck equations and concepts of non-equilibrium stochastic thermodynamics.

Algorithm for simulating Langevin dynamics and to calculate numerically the work fluctuation theorem.

Numerical results for deterministic dynamics of a system coupled to a finite and chaotic bath.