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We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…

Computational Physics · Physics 2011-09-02 R. K. Brojen Singh

We consider a nonlinear filtering problem of multiscale non-Gaussian signal processes and observation processes with jumps. Firstly, we prove that the dimension for the signal system can be reduced by a homogenized approach. Secondly,…

Probability · Mathematics 2019-10-21 Huijie Qiao

Vector fields that are discontinuous on codimension-one surfaces are known as Filippov systems and can have attracting periodic orbits involving segments that are contained on a discontinuity surface of the vector field. In this paper we…

Dynamical Systems · Mathematics 2015-05-20 David J. W. Simpson , Rachel Kuske

A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…

Probability · Mathematics 2021-11-05 Soveny Solís , Vicente Vergara

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

A general FitzHugh-Rinzel model, able to describe several neuronal phenomena, is considered. Linear stability and Hopf bifurcations are investigated by means of the spectral equation for the ternary autonomous dynamical system and the…

Chaotic Dynamics · Physics 2025-03-04 Monica De Angelis

It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models…

Probability · Mathematics 2020-08-21 Yubin Lu , Jinqiao Duan

This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials and driven by L\'evy noise. For such systems, the time evolution of the characteristic function is…

Optimization and Control · Mathematics 2017-11-20 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

Stochastic uncertainties in complex dynamical systems lead to variability of system states, which can in turn degrade the closed-loop performance. This paper presents a stochastic model predictive control approach for a class of nonlinear…

Optimization and Control · Mathematics 2016-11-18 Edward A. Buehler , Joel A. Paulson , Ali Akhavan , Ali Mesbah

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

Discovering explicit governing equations of stochastic dynamical systems with both (Gaussian) Brownian noise and (non-Gaussian) L\'evy noise from data is chanllenging due to possible intricate functional forms and the inherent complexity of…

Machine Learning · Statistics 2024-10-01 Yang Li , Shengyuan Xu , Jinqiao Duan

Some properties of random Conley index are obtained and then a sufficient condition for the existence of abstract bifurcation points for both discrete-time and continuous-time random dynamical systems is presented. This stochastic…

Dynamical Systems · Mathematics 2009-12-15 Xiaopeng Chen , Jinqiao Duan , Xinchu Fu

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…

Dynamical Systems · Mathematics 2021-06-30 Shenglan Yuan , Dirk Blömker

This is a preliminary study for bifurcation in fractional order dynamical systems. Stability, persistence and hopf bifurcation are studied. Some studies are also done for functional equations.

Cellular Automata and Lattice Gases · Physics 2008-01-09 Hala El-Saka , E. Ahmed , M. I. Shehata , A. M. A. -El-Sayed

Invariant foliations are geometric structures for describing and understanding the qualitative behaviors of nonlinear dynamical systems. For stochastic dynamical systems, however, these geometric structures themselves are complicated random…

Dynamical Systems · Mathematics 2011-11-29 Xu Sun , Xingye Kan , Jinqiao Duan

We develop a model of bistable oscillator with nonlinear dissipation. Using a numerical simulation and an electronic circuit realization of this system we study its response to additive noise excitations. We show that depending on noise…

Adaptation and Self-Organizing Systems · Physics 2016-05-25 Vladimir V. Semenov , Alexander B. Neiman , Tatyana E. Vadivasova , Vadim S. Anishchenko