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Stochastic dynamical systems arise as models for fluid particle motion in geophysical flows with random velocity fields. Escape probability (from a fluid domain) and mean residence time (in a fluid domain) quantify fluid transport between…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , Vincent J. Ervin

In this work, we consider a multi-population system where the dynamics of each agent evolve according to a system of stochastic differential equations in a general functional setup, determined by the global state of the system. Each agent…

Probability · Mathematics 2025-07-24 Giuseppe D'Onofrio , Anderson Melchor Hernandez

The evolution of particulate and multiphase systems can transition from dynamic regimes, governed by classical transport equations with well-defined damping coefficients, to anomalously slow relaxation described by rate equations when the…

Soft Condensed Matter · Physics 2025-08-20 Carlos E. Colosqui

Problems with artificial neural networks originate from their deterministic nature and inevitable prior learnings, resulting in inadequate adaptability against unpredictable, abrupt environmental change. Here we show that a stochastically…

Disordered Systems and Neural Networks · Physics 2009-11-13 Naoki Asakawa , Yasushi Hotta , Teruo Kanki , Hitoshi Tabata , Tomoji Kawai

We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…

Data Analysis, Statistics and Probability · Physics 2015-09-30 C. Quintero-Quiroz , Simone Pigolotti , M. C. Torrent , Cristina Masoller

The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…

Dynamical Systems · Mathematics 2022-04-14 Dingshi Li , Yusen Lin , Zhe Pu

We investigate the influence of intrinsic noise on stable states of a one-dimensional dynamical system that shows in its deterministic version a saddle-node bifurcation between monostable and bistable behaviour. The system is a modified…

Statistical Mechanics · Physics 2017-05-03 Johannes Falk , Marc Mendler , Barbara Drossel

Studies on the role of fluctuations in signal propagation and on gene regulation in monoclonal bacterial population have been extensively pursued based on the machinery of two-component system. The bacterial two-component system shows noise…

Molecular Networks · Quantitative Biology 2017-01-10 Tarunendu Mapder , Sudip Chattopadhyay , Suman K Banik

Gene transcriptional regulatory is an inherently noisy process. In this paper, the study of fluctuations in a gene transcriptional regulatory system is extended to the case of L\'evy noise, a kind of non-Gaussian noises which can describe…

Biological Physics · Physics 2013-09-06 Yong Xu , Jing Feng , JuanJuan Li , Huiqing Zhang

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

We examine the switching dynamics of a stochastic population subjected to a deterministically time-varying environment. Our approach is demonstrated in the realm of ecology on a problem of population establishment. Here, by assuming a…

Statistical Mechanics · Physics 2020-02-19 Tom Israeli , Michael Assaf

Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…

Statistical Mechanics · Physics 2024-02-20 Lukas Ramlow , Benjamin Lindner

We propose a new analytical method to study stochastic, binary-state models on complex networks. Moving beyond the usual mean-field theories, this alternative approach is based on the introduction of an annealed approximation for…

Physics and Society · Physics 2016-04-21 Adrián Carro , Raúl Toral , Maxi San Miguel

Predictability of flow is examined in a barotropic vorticity model that admits low frequency regime transitions between zonal and dipolar states. Such transitions in the model were first studied by Bouchet and Simonnet (2009) and are…

Chaotic Dynamics · Physics 2016-05-20 B. T. Nadiga , T. J. O'Kane

We analyze a class of chemical reaction networks under mass-action kinetics and involving multiple time-scales, whose deterministic and stochastic models display qualitative differences. The networks are inspired by gene-regulatory…

Molecular Networks · Quantitative Biology 2018-01-30 Tomislav Plesa , Radek Erban , Hans G. Othmer

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…

Optimization and Control · Mathematics 2014-01-21 Zhixin Yang , George Yin , Qing Zhang

We consider a stochastic Hodgkin-Huxley model driven by a periodic signal as model for the membrane potential of a pyramidal neuron. The associated five dimensional diffusion process is a time inhomogeneous highly degenerate diffusion for…

Probability · Mathematics 2012-07-03 Reinhard Höpfner , Eva Löcherbach , Michèle Thieullen

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Igor Franović , Serhiy Yanchuk , Sebastian Eydam , Iva Bačić , Matthias Wolfrum

Slow parameter drift is common in many systems (e.g., the amount of greenhouse gases in the terrestrial atmosphere is increasing). In such situations, the attractor on which the system trajectory lies can be destroyed, and the trajectory…

Chaotic Dynamics · Physics 2014-07-14 Takashi Nishikawa , Edward Ott