Related papers: Noise-induced Regime Shifts: A Quantitative Charac…

This paper considers estimating the parameters in a regime-switching stochastic differential equation(SDE) driven by Normal Inverse Gaussian(NIG) noise. The model under consideration incorporates a continuous-time finite state Markov chain…

Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…

Recent developments in automated tracking allow uninterrupted, high-resolution recording of animal trajectories, sometimes coupled with the identification of stereotyped changes of body pose or other behaviors of interest. Analysis and…

Classical metastability manifests as noise-driven switching between disjoint basins of attraction and slowing down of relaxation, quantum systems like qubits and Rydberg atoms exhibit analogous behavior through collective quantum jumps and…

We analyze phase transitions in the conditional entropy of a sequence caused by a change in the conditional variables. Such transitions happen, for example, when training to learn the parameters of a system, since the transition from the…

A tipping point can be defined as an abrupt shift in the properties or behaviour of a system. Tipping points in complex systems from a wide variety of scientific disciplines have been compared to phase transitions in physics, but consistent…

We introduce a stochastic partial differential equation capable of reproducing the main features of spatiotemporal intermittency (STI). Additionally the model displays a noise induced transition from laminarity to the STI regime. We show by…

We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…

Noise-induced switching between coexisting metastable states occurs in a wide range of far-from-equilibrium systems including micro-mechanical oscillators, epidemiological and climate change models, and nonlinear electronic transport in…

What are the signatures of the onset of catastrophe? Here we present the rich system physics characterizing the transition from homeostasis to stochasticity driven breakdown in an experimentally motivated minimal model. Recent…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For…

Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…

We consider stochastic electro-mechanical dynamics of an overdamped power system in the vicinity of the saddle-node bifurcation associated with the loss of global stability such as voltage collapse or phase angle instability. Fluctuations…

Noise induced changes in the critical and oscillatory behavior of a Prey-Predator system are studied using power spectrum density and Spectral Amplification Factor (SAF) analysis. In the absence of external noise, the population densities…

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

A variety of real world and experimental systems can display a drastic regime shift, as the evolution in one its paramaters crosses a threshold value. Assimilation of such a transition with a bifurcation has allowed to identify so called…

This paper presents a heuristic derivation of a geometric minimum action method that can be used to determine most-probable transition paths in noise-driven dynamical systems. Particular attention is focused on systems that violate detailed…

Spatial diffusion of particles in periodic potential models has provided a good framework for studying the role of chaos in global properties of classical systems. Here a bidimensional "soft" billiard, classically modeled from an optical…

Motivated by the noisy and fluctuating behavior of current quantum computing devices, this paper presents a data-driven characterization approach for estimating transition frequencies and decay times in a Lindbladian dynamical model of a…