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Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…

Statistical Mechanics · Physics 2015-06-16 Malbor Asllani , Tommaso Biancalani , Duccio Fanelli , Alan J. McKane

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

Statistical Mechanics · Physics 2019-05-29 Joseph W. Baron , Tobias Galla

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

Invariant manifolds are important constructs for the quantitative and qualitative understanding of nonlinear phenomena in dynamical systems. In nonlinear damped mechanical systems, for instance, spectral submanifolds have emerged as useful…

Computational Engineering, Finance, and Science · Computer Science 2021-10-15 Shobhit Jain , George Haller

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

Dynamical Systems · Mathematics 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

Slow-fast dynamical systems, i.e., singularly or non-singularly perturbed dynamical systems possess slow invariant manifolds on which trajectories evolve slowly. Since the last century various methods have been developed for approximating…

Chaotic Dynamics · Physics 2021-06-30 Jean-Marc Ginoux

We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

System identification of complex and nonlinear systems is a central problem for model predictive control and model-based reinforcement learning. Despite their complexity, such systems can often be approximated well by a set of linear…

Machine Learning · Statistics 2019-05-30 Philip Becker-Ehmck , Jan Peters , Patrick van der Smagt

In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the \emph{maximal admissible…

Systems and Control · Electrical Eng. & Systems 2022-07-22 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…

Systems and Control · Electrical Eng. & Systems 2021-11-12 Thomas Lew , Apoorva Sharma , James Harrison , Edward Schmerling , Marco Pavone

A stochastic modeling methodology for 3-D foliage is presented, aimed at enhancing ray-tracing simulations. The model supports adjustable stochastic geometry, density, and shape to capture variability in foliage structures. The model is…

It is shown that, by imposing reparametrization invariance, one may derive a variety of stochastic equations describing the dynamics of surface growth and identify the physical processes responsible for the various terms. This approach…

Condensed Matter · Physics 2009-10-28 M. Marsili , A. Maritan , F. Toigo , J. R. Banavar

We study invariant sets and measures generated by iterated function systems defined on countable discrete spaces that are uniform grids of a finite dimension. The discrete spaces of this type can be considered as models of spaces in which…

Dynamical Systems · Mathematics 2024-10-22 Tomasz Martyn

Stochastic dynamics on sparse graphs and disordered systems often lead to complex behaviors characterized by heterogeneity in time and spatial scales, slow relaxation, localization, and aging phenomena. The mathematical tools and…

Disordered Systems and Neural Networks · Physics 2025-06-05 Mattia Tarabolo , Luca Dall'Asta