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In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…
Extinction is the ultimate absorbing state of any stochastic birth-death process, hence the time to extinction is an important characteristic of any natural population. Here we consider logistic and logistic-like systems under the combined…
We consider a basic stochastic particle system consisting of $N$ identical particles with isotropic $k$-particle synchronization, $k\geq 2$. In the limit when both number of particles $N$ and time $t=t(N)$ grow to infinity we study an…
In order to characterise non-equilibrium growth processes, we study the behaviour of global quantities that depend in a non-trivial way on two different times. We discuss the dynamical scaling forms of global correlation and response…
We study the dynamics of a Hamiltonian system of N classical spins with infinite-range interaction. We present numerical results which confirm the existence of metaequilibrium Quasi Stationary States (QSS), characterized by non-Gaussian…
We study solutions to the evolution equation $u_t=\Delta u-u +\sum_{k\geqslant 1}q_ku^k$, $t>0$, in $\mathbf{R}^d$. Here the coefficients $q_k\geqslant 0$ verify $ \sum_{k\geqslant 1}q_k=1< \sum_{k\geqslant 1}kq_k<\infty$. First, we deal…
We investigate finite size scaling aspects of disorder reaction-diffusion processes in one dimension utilizing both numerical and analytical approaches. The former averages the spectrum gap of the associated evolution operators by doubling…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
Given a single trajectory of a dynamical system, we analyze the performance of the nonparametric least squares estimator (LSE). More precisely, we give nonasymptotic expected $l^2$-distance bounds between the LSE and the true regression…
We consider a general class of maps of the interval having Lyapunov subexponential instability $|\delta x_{t}|\sim|\delta x_{0}|\exp[\Lambda_{t}(x_{0})\zeta(t)]$, where $\zeta(t)$ grows sublinearly as $t\rightarrow\infty$. We outline here a…
Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…
A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…
We study nonequilibrium dynamics of the quantum Ising chain at zero temperature when the transverse field is varied stochastically. In the equivalent fermion representation, the equation of motion of Majorana operators is derived in the…
Following on from our recent work, we investigate a stochastic approach to non-equilibrium quantum spin systems. We show how the method can be applied to a variety of physical observables and for different initial conditions. We provide…
We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is…
We study the spatiotemporal dynamics of random spatially distributed noninfinitesimal perturbations in one-dimensional chaotic extended systems. We find that an initial perturbation of finite size $\epsilon_0$ grows in time obeying the…
We study the time evolution of classical spin systems with purely relaxational dynamics, quenched from T >> T_c to the critical point, in the semi-infinite geometry. Shortly after the quench, like in the bulk, a nonequilibrium regime…
We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…
We show that a collection of independent Ising spins evolving stochastically can display surprisingly large fluctuations towards ordered behaviour, as quantified by certain types of time-integrated plaquette observables, despite the…
A system plus environment conservative model is used to characterize the nonlinear dynamics when the time averaged energy for the system particle starts to decay. The system particle dynamics is regular for low values of the $N$ environment…