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We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

Probability · Mathematics 2022-06-02 Arnab Ganguly , Debasish Chatterjee

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Adaptation and Self-Organizing Systems · Physics 2019-02-06 Debraj Das , Sayan Roy , Shamik Gupta

Existence of random dynamical systems for a class of coalescing stochastic flows on $\mathbb{R}$ is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential…

Probability · Mathematics 2017-05-16 G. V. Riabov

We give general sufficient conditions to prove the convergence of marked point processes that keep record of the occurrence of rare events and of their impact for non-autonomous dynamical systems. We apply the results to sequential…

Dynamical Systems · Mathematics 2019-04-12 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães , Sandro Vaienti

In a standard bifurcation of a dynamical system, the stationary points (or more generally attractors) change qualitatively when varying a control parameter. Here we describe a novel unusual effect, when the change of a parameter, e.g. a…

Populations and Evolution · Quantitative Biology 2017-04-26 V. I. Yukalov , E. P. Yukalova , D. Sornette

A detailed analysis of the stability of equilibriums and bifurcations of the two-dimensional autonomous competitive Lotka-Volterra dynamical system is performed. Necessary and sufficient conditions are determined for equilibriums (without…

General Mathematics · Mathematics 2024-10-25 Danijela Branković , Marija Mikić

A new class of critical points, termed as perpetual points, where acceleration becomes zero but the velocity remains non-zero, are observed in dynamical systems. The velocity at these points is either maximum or minimum or of inflection…

Chaotic Dynamics · Physics 2015-06-22 Awadhesh Prasad

Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit…

Probability · Mathematics 2016-01-27 Ayan Bhattacharya , Rajat Subhra Hazra , Parthanil Roy

Bifurcations are one of the most remarkable features of dynamical systems. Corral et al. [Sci. Rep. 8(11783), 2018] showed the existence of scaling laws describing the transient (finite-time) dynamics in discrete dynamical systems close to…

Statistical Mechanics · Physics 2024-05-31 Alvaro Corral

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

Methodology · Statistics 2021-03-03 Sugata Ghosh , Asok K. Nanda

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

adap-org · Physics 2008-02-03 G. D. Lythe

A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…

Probability · Mathematics 2024-09-04 Michele Aleandri , Paolo Dai Pra

We consider discrete-time one-dimensional random dynamical systems with bounded noise, which generate an associated set-valued dynamical system. We provide necessary and sufficient conditions for a discontinuous bifurcation of a minimal…

Dynamical Systems · Mathematics 2018-04-09 Christian Kuehn , Giuseppe Malavolta , Martin Rasmussen

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

We consider dynamical systems depending on one or more real parameters, and assuming that, for some ``critical'' value of the parameters, the eigenvalues of the linear part are resonant, we discuss the existence -- under suitable hypotheses…

solv-int · Physics 2007-05-23 Cicogna G

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

Experiments observing the liquid surface in a vertically oscillating container have indicated that modeling the dynamics of such systems require maps that admit states at infinity. In this paper we investigate the bifurcations in such a…

Chaotic Dynamics · Physics 2009-11-10 Aloke Kumar , Soumitro Banerjee , Daniel P. Lathrop

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

We introduce the notion of equilibrium index for statically isolated invariant sets of the system $u_t+A u=f_\lambda(u)$ on Banach space $X$ (where $A$ is a sectorial operator with compact resolvent) and present a reduction theorem and an…

Dynamical Systems · Mathematics 2019-01-23 Desheng Li , Zhi-qiang Wang