Related papers: Noise-induced volatility of collective dynamics
Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…
We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…
We analyze the noise induced synchronization between a collective variable characterizing a complex system with a finite number of interacting bistable units and time periodic driving forces. A random phase process associated to the…
We consider the influence of local noise on a generalized network of populations having positive and negative feedbacks. The population dynamics at the nodes is nonlinear, typically chaotic, and allows cessation of activity if the…
The properties of the fluctuations large enough to induce bifurcations at open chemical systems at steady constraints are studied. The fluctuations that come from the diffusion-induced noise are considered. It is a generic for the surface…
Unidirectionally coupled dynamical system is studied by focusing on the input (or boundary) dependence. Due to convective instability, noise at an up-flow is spatially amplified to form an oscillation. The response, given by the down-flow…
We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary…
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
In animal groups, individual decisions are best characterised by probabilistic rules. Furthermore, animals of many species live in small groups. Probabilistic interactions among small numbers of individuals lead to a so called intrinsic…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…
Networks of interacting, communicating subsystems are common in many fields, from ecology, biology, epidemiology to engineering and robotics. In the presence of noise and uncertainty, inter- actions between the individual components can…
In this article we consider the volatility inference in the presence of both market microstructure noise and endogenous time. Estimators of the integrated volatility in such a setting are proposed, and their asymptotic properties are…
The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just…
Intrinsic stochasticity can induce highly non-trivial effects on dynamical systems, including stochastic and coherence resonance, noise induced bistability, noise-induced oscillations, to name but a few. In this paper we revisit a mechanism…
We analyze a class of chemical reaction networks under mass-action kinetics and involving multiple time-scales, whose deterministic and stochastic models display qualitative differences. The networks are inspired by gene-regulatory…
The collective behavior of cortical neurons is strongly affected by the presence of noise at the level of individual cells. In order to study these phenomena in large-scale assemblies of neurons, we consider networks of firing-rate neurons…
We consider a network of randomly coupled rate-based neurons influenced by external and internal noise. We derive a second-order stochastic mean-field model for the network dynamics and use it to analyze the stability and bifurcations in…
The presence of noise in non linear dynamical systems can play a constructive role, increasing the degree of order and coherence or evoking improvements in the performance of the system. An example of this positive influence in a biological…