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We theoretically evaluate the impact of drift-free noise on the dynamics of $\mathcal{PT}$-symmetric non-Hermitian systems with an exceptional point, which have recently been proposed for sensors. Such systems are currently considered as…

Optics · Physics 2019-07-11 Christian Wolff , Christos Tserkezis , N. Asger Mortensen

We provide a full description for the joint fluctuations of current and occupation time in the one-dimensional nonequilibrium simple symmetric exclusion process, furnishing explicit formulas for the covariances of the limiting Gaussian…

Probability · Mathematics 2023-04-28 Dirk Erhard , Tertuliano Franco , Tiecheng Xu

This article is devoted to long-time weak approximations of stochastic partial differential equations (SPDEs) evolving in a bounded domain $\mathcal{D} \subset \mathbb{R}^d$, $d \leq 3$, with non-globally Lipschitz and possibly…

Numerical Analysis · Mathematics 2025-07-15 Yingsong Jiang , Xiaojie Wang

We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…

Probability · Mathematics 2019-10-11 Tiebin Mi , Robert Caiming Qiu

We study the emergent collective behaviors for an ensemble of identical Kuramoto oscillators under the effect of inertia. In the absence of inertial effects, it is well known that the generic initial Kuramoto ensemble relaxes to the…

Dynamical Systems · Mathematics 2017-07-25 Young-Pil Choi , Seung-Yeal Ha , Javier Morales

Quantum phase transitions have long been studied in their relation to quantum fluctuations. These fluctuations can be quantified as the degree of spin squeezing in spin models, where one of the two non-commutative observables breaks the…

Strongly Correlated Electrons · Physics 2023-08-11 Cheuk Yiu Wong , Hadi Cheraghi , Wing Chi Yu

We numerically study the celebrated Kuramoto model of identical oscillators arranged on the sites of a two-dimensional periodic square lattice and subject to nearest neighbor interactions and dichotomous noise. In the nonequilibrium…

Adaptation and Self-Organizing Systems · Physics 2021-08-04 Mrinal Sarkar

We generalize the Kuramoto model of coupled oscillators to allow time-delayed interactions. New phenomena include bistability between synchronized and incoherent states, and unsteady solutions with time-dependent order parameters. We derive…

chao-dyn · Physics 2009-10-31 M. K. Stephen Yeung , Steven H. Strogatz

In this paper we study the asymptotic behavior of mesoscopic fluctuations for the thinned Circular Unitary Ensemble. The effect of thinning is that the eigenvalues start to decorrelate. The decorrelation is stronger on the larger scales…

Probability · Mathematics 2017-08-02 Tomas Berggren , Maurice Duits

We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…

Probability · Mathematics 2022-01-04 Michal Branicki , Kenneth Uda

Consider a supercritical Crump--Mode--Jagers process such that all births are at integer times (the lattice case). Let $\widehat\mu(z)$ be the generating function of the intensity of the offspring process, and consider the complex roots of…

Probability · Mathematics 2018-05-30 Svante Janson

We study the onset of synchronization in square lattices of limit cycle oscillators with long-range coupling by means of numerical simulations of the Kuramoto model. In this regime the critical coupling strength depends on the system size…

Statistical Mechanics · Physics 2007-05-23 M. Bahiana , M. S. O. Massunaga

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the effect of noise on these models is one of the key open questions in computational…

Probability · Mathematics 2023-03-24 Andrea Clini

We study the large-volume asymptotics of the sum of power-weighted edge lengths $\sum_{e \in E}|e|^\alpha$ in Poisson-based spatial random networks. In the regime $\alpha > d$, we provide a set of sufficient conditions under which the upper…

Probability · Mathematics 2025-01-08 Christian Hirsch , Daniel Willhalm

We investigate the fluctuations of the stochastic Becker-D\"oring model of polymerization when the initial size of the system converges to infinity. A functional central limit problem is proved for the vector of the number of polymers of a…

Probability · Mathematics 2018-02-26 Wen Sun

Now a standard in Nonlinear Sciences, the Kuramoto model is the perfect example of the transition to synchrony in heterogeneous systems of coupled oscillators. While its basic phenomenology has been sketched in early works, the…

Analysis of PDEs · Mathematics 2018-12-18 Helge Dietert , Bastien Fernandez

Our aim in this paper is twofold. Firstly, we develop a new asymptotic theory for Floquet exponents. We consider a linear system of differential equations with a time-periodic coefficient matrix. Assuming that the coefficient matrix depends…

Analysis of PDEs · Mathematics 2021-10-18 Habib Ammari , Erik Orvehed Hiltunen , Thea Kosche

We provide a continuous time limit analysis for the class of Ensemble Square Root Filter algorithms with deterministic model perturbations. In the particular linear case, we specify general conditions on the model perturbations implying…

Probability · Mathematics 2021-12-21 Theresa Lange , Wilhelm Stannat

A modified Kuramoto model of synchronization in a finite discrete system of locally coupled oscillators is studied. The model consists of N oscillators with random natural frequencies arranged on a ring. It is shown analytically and…

Adaptation and Self-Organizing Systems · Physics 2010-06-30 J. Ochab , P. F. Góra

Delay differential equations (DDEs) with large delays play a pivotal role in understanding stability and bifurcations in systems ranging from neural networks to laser dynamics. While prior work has extensively studied DDEs with discrete…

Dynamical Systems · Mathematics 2025-09-09 Isam Al-Darabsah , Sue Ann Campbell , Bootan Rahman
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