Related papers: Stochastic perturbations to dynamical systems: a r…
This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…
Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…
We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…
Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of…
Adaptive-network models are typically studied using deterministic differential equations which approximately describe their dynamics. In simulations, however, the discrete nature of the network gives rise to intrinsic noise which can…
The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…
It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…
Numerous accidents caused by parametric rolling have been reported on container ships and pure car carriers (PCCs). A number of theoretical studies have been performed to estimate the occurrence condition of parametric rolling in both…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…
We consider the linear and quadratic higher order terms associated to the response of the statistical properties of a dynamical system to suitable small perturbations. These terms are related to the first and second derivative of the…
We set up a signal-driven scheme of the chaotic neural network with the coupling constants corresponding to certain information, and investigate the stochastic resonance-like effects under its deterministic dynamics, comparing with the…
In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
The phenomenon of Stochastic Resonance (SR) is reported in a completely noise-free situation, with the role of thermal noise being taken by low-dimensional chaos. A one-dimensional, piecewise linear map and a pair of coupled…
Systems in nature are stochastic as well as nonlinear. In traditional applications, engineered filters aim to minimize the stochastic effects caused by process and measurement noise. Conversely, a previous study showed that the process…
Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the…
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+\omega^2_0 x+\lambda x^3 = f(t)$ where f(t) is a Gaussian noise which, for the bulk of the work, is delta correlated (white noise). We…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…