Related papers: Approximation of invariant foliations for stochast…
This paper studies a novel approach for approximating the behavior of compartmental spreading processes. In contrast to prior work, the methods developed describe a dynamics which bound the exact moment dynamics, without explicitly…
Analysis is presented of a system whose dynamics are dramatically simplified by tiny amounts of additive noise. The dynamics divide naturally into two phases. In the slower phase, trajectories are close to an invariant manifold; this allows…
We study dynamical systems forced by a combination of random and deterministic noise and provide criteria, in terms of Lyapunov exponents, for the existence of random attractors with continuous structure in the fibres. For this purpose, we…
The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…
In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
The effects of intrinsic noise on stochastic delay systems is studied within an expansion in the inverse system size. We show that the stochastic nature of the underlying dynamics may induce oscillatory behaviour in parameter ranges where…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
This is a detailed analysis of invariant measures for one-dimensional dynamical systems with random switching. In particular, we prove smoothness of the invariant densities away from critical points and describe the asymptotics of the…
Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for…
For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…
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…
Nearly all nontrivial real-world systems are nonlinear dynamical systems. Chaos describes certain nonlinear dynamical systems that have a very sensitive dependence on initial conditions. Chaotic systems are always deterministic and may be…
Noisy fluctuations are ubiquitous in complex systems. They play a crucial or delicate role in the dynamical evolution of gene regulation, signal transduction, biochemical reactions, among other systems. Therefore, it is essential to…
Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…
We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…
We present a theorem that allows to simplify linear stability analysis of periodic and quasiperiodic nonlinear regimes in N-particle mechanical systems (both conservative and dissipative) with different kinds of discrete symmetry. This…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
In finite-dimensional dynamical systems, stochastic stability provides the selection of physical relevant measures from the myriad invariant measures of conservative systems. That this might also apply to infinite-dimensional systems is the…
Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…