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In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…

Statistical Mechanics · Physics 2015-06-11 Iacopo Mastromatteo , Emmanuel Bacry , Jean-François Muzy

In this paper, we completely solve the problem when a Cantor dynamical system $(X,f)$ can be embedded in $\mathbb{R}$ with vanishing derivative everywhere. For this purpose, we construct a refining sequence of marked clopen partitions of…

Dynamical Systems · Mathematics 2021-12-14 Silvère Gangloff , Piotr Oprocha

We study Klein-Gordon chains with attractive nearest neighbour forces and convex on-site potential, and show that there exists a two-parameter family of periodic travelling waves (wave trains) with unimodal and even profile functions. Our…

Mathematical Physics · Physics 2010-08-31 Michael Herrmann

We derive a sufficient condition guaranteeing that a singularly perturbed linear time-varying system is strongly monotone with respect to a matrix cone $C$ of rank $k$. This implies that the singularly perturbed system inherits the…

Optimization and Control · Mathematics 2023-03-22 Ron Ofir , Pietro Lorenzetti , Michael Margaliot

We study the synchronization behavior of discrete-time Markov chains on countable state spaces. Representing a Markov chain in terms of a random dynamical system, which describes the collective dynamics of trajectories driven by the same…

Dynamical Systems · Mathematics 2025-08-14 Robin Chemnitz , Maximilian Engel , Guillermo Olicón-Mendez

We describe the fast-slow dynamics of two FitzHugh--Nagumo equations coupled symmetrically through the slow equations. We use symmetry arguments to find a non-empty open set of parameter values for which the two equations synchronise, and…

Dynamical Systems · Mathematics 2025-07-24 Bruno F. F. Gonçalves , Isabel S. Labouriau , Alexandre A. P. Rodrigues

The dimer model on a graph embedded in the torus can be interpreted as a collection of random self-avoiding loops. In this paper, we consider the uniform toroidal honeycomb dimer model. We prove that when the mesh of the graph tends to zero…

Probability · Mathematics 2009-09-30 Cédric Boutillier , Béatrice de Tilière

How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest, and has stimulated a lot of activities in dynamical and stochastic systems…

Adaptation and Self-Organizing Systems · Physics 2021-02-03 Arnob Ray , Arnab Pal , Dibakar Ghosh , Syamal K. Dana , Chittaranjan Hens

This paper studies a dynamical system, which contains two contours. There is a cluster on each contour. The cluster contains particles, located in adjacent cells. The clusters move under prescribed rules. The delays of clusters are due to…

Optimization and Control · Mathematics 2021-04-20 M. V. Yashina , A. G. Tatashev , M. J. Fomina

We study the pattern of activated trajectories in a double well system without detailed balance, in the weak noise limit. The pattern may contain cusps and other singular features, which are similar to the caustics of geometrical optics.…

Statistical Mechanics · Physics 2007-05-23 Robert S. Maier , D. L. Stein

Planar piecewise linear systems with two linearity zones separated by a straight line and with a periodic orbit at infinity are considered. By using some changes of variables and parameters, a reduced canonical form with five parameters is…

Dynamical Systems · Mathematics 2020-10-08 Emilio Freire , Enrique Ponce , Joan Torregrosa , Francisco Torres

We study a Cucker-Smale-type system with time delay in which agents interact with each other through normalized communication weights. We construct a Lyapunov functional for the system and provide sufficient conditions for asymptotic…

Analysis of PDEs · Mathematics 2016-08-25 Young-Pil Choi , Jan Haskovec

In this work we present a reduction result for discrete time systems with two time scales. In order to be valid, previous results in the field require some strong hypotheses that are difficult to check in practical applications. Roughly…

Dynamical Systems · Mathematics 2024-02-08 Luis Sanz , Rafael Bravo de la Parra , Marcos Marvá , Eva Sánchez

A transformed primal-dual (TPD) flow is developed for a class of nonlinear smooth saddle point system. The flow for the dual variable contains a Schur complement which is strongly convex. Exponential stability of the saddle point is…

Optimization and Control · Mathematics 2023-02-03 Long Chen , Jingrong Wei

External and internal factors may cause a system's parameter to vary with time before it stabilizes. This drift induces a regime shift when the parameter crosses a bifurcation. Here, we study the case of an infinite dimensional system: a…

Chaotic Dynamics · Physics 2020-10-14 Julia Cantisán , Jesús M. Seoane , Miguel A. F. Sanjuán

We consider SDEs driven by two different sources of additive noise, which we refer to as intrinsic and common. We establish almost sure existence and uniqueness of pullback attractors with respect to realisations of the common noise only.…

Dynamical Systems · Mathematics 2021-08-12 Federico Graceffa , Jeroen S. W. Lamb

Dynamical characterization of equilibrium topological phases has attracted considerable attention in recent years. In this paper, we make a thorough exploration of the non-adiabatic characterization of topological phases under slow quench…

Quantum Physics · Physics 2022-09-15 Panpan Fang , Yi-Xiang Wang , Fuxiang Li

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

Statistical Mechanics · Physics 2015-05-27 S. I. Denisov , Yu. S Bystrik

We give an abstract framework for studying nonautonomous PDEs, called a generalized evolutionary system. In this setting, we define the notion of a pullback attractor. Moreover, we show that the pullback attractor, in the weak sense, must…

Analysis of PDEs · Mathematics 2014-04-10 Alexey Cheskidov , Landon Kavlie

In this paper, we carry out a global qualitative analysis of a reduced planar quartic Topp system which models the dynamics of diabetes. In particular, studying global bifurcations, we prove that such a system can have at most two limit…

Quantitative Methods · Quantitative Biology 2019-04-11 Valery A. Gaiko
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