Related papers: Stochastic description of delayed systems
In this paper we study stochastic control problems with delayed information, that is, the control at time $t$ can depend only on the information observed before time $t-H$ for some delay parameter $H$. Such delay occurs frequently in…
Evolutionary game theory has traditionally employed deterministic models to describe population dynamics. These models, due to their inherent nonlinearities, can exhibit deterministic chaos, where population fluctuations follow complex,…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
The fluctuation relations have received considerable attention since their emergence and development in the 1990s. We present a summary of the main results and suggest ways to interpret this material. Starting with a consideration of the…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
Previously we showed how delay communication between globally coupled self-propelled agents causes new spatio-temporal patterns to arise when the delay coupling is fixed among all agents \cite{Forgoston08}. In this paper, we show how…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
Birth-death processes take place ubiquitously throughout the universe. In general, birth and death rates depend on the system size (corresponding to the number of products or customers undergoing the birth-death process) and thus vary every…
We study the occurence of delay mechanisms other than periodic orbits in systems with time dependent potentials that exhibit chaotic scattering. By using as model system two harmonically oscillating disks on a plane, we have found the…
The approach of causality based on physical laws and systems is revisited. The issue of "levels", the relevance to epidemiology and the definition of effects are particularly developed. Moreover it is argued that this approach that we call…
Real-world dynamical systems with retardation effects are described in general not by a single, precisely defined time delay, but by a range of delay times. An exact mapping onto a set of $N+1$ ordinary differential equations exists when…
A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…
In a previous work, we presented a model that integrates cancer cell differentiation and immunotherapy, analysing a particular therapy against cancer stem cells by cytotoxic cell vaccines. As every biological system is exposed to random…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…
We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…
We consider birth and death stochastic dynamics of particle systems with attractive interaction. The heuristic generator of the dynamics has a constant birth rate and density dependent decreasing death rate. The corresponding statistical…