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It is well-established that shear flows in a periodic strip are linearly unstable for the incompressible Navier Stokes equations provided the viscosity is small enough. In this article, under a natural spectral assumption which is satisfied…

Analysis of PDEs · Mathematics 2025-10-09 Bian Dongfen , Grenier Emmanuel , Haragus Mariana

The Whitham equation is a model for the evolution of small-amplitude, unidirectional waves of all wavelengths on shallow water. It has been shown to accurately model the evolution of waves in laboratory experiments. We compute…

Fluid Dynamics · Physics 2023-08-15 John D. Carter

In several natural and engineering systems, changes in control parameters can trigger bifurcations that lead to sustained or growing periodic oscillations, indicating the onset of oscillatory instabilities. Such emergent behaviour often…

Fluid Dynamics · Physics 2026-03-26 Rohit Radhakrishnan , Prasana Kumar , Induja Pavithran , R. I. Sujith

The transition route and bifurcations of the buoyant flow developing on a heated circular horizontal surface are elaborated using direct numerical simulations and direct stability analysis. A series of bifurcations, as a function of…

Fluid Dynamics · Physics 2023-08-23 Yuhan Jiang , Yongling Zhao , Jan Carmeliet , Bingchuan Nie , Feng Xu

We study the effect of migration between coupled populations, or patches, on the stability properties of multistrain disease dynamics. The epidemic model used in this work displays a Hopf bifurcation to oscillations in a single well mixed…

Populations and Evolution · Quantitative Biology 2009-07-29 Simone Bianco , Leah B. Shaw

This paper investigates the different behaviors of the process equation and parameters of their occurrences. The process equation is a multistable one dimensional map with nonlinear feedback and can show various behaviors such as period…

A systematic introduction to nonequilibrium thermodynamics of dynamical instabilities is considered for an open nonlinear system beyond conventional Turing pattern in presence of cross diffusion. An altered condition of Turing instability…

Adaptation and Self-Organizing Systems · Physics 2021-11-05 Premashis Kumar , Gautam Gangopadhyay

An algorithm is presented here, for discovering Hopf-Bifurcation varieties of polynomial dynamical systems. It is based on the expression of specific polynomials, as sums of products of first degree polynomials, with parametrical…

Chaotic Dynamics · Physics 2008-07-29 Stelios Kotsios

Dynamic jumps in the price and volatility of an asset are modelled using a joint Hawkes process in conjunction with a bivariate jump diffusion. A state space representation is used to link observed returns, plus nonparametric measures of…

Applications · Statistics 2016-03-10 Worapree Maneesoonthorn , Catherine S. Forbes , Gael M. Martin

The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…

Probability · Mathematics 2016-05-10 Rainer Dahlhaus , Sophon Tunyavetchakit

Real power systems exhibit dynamics that evolve across a wide range of time scales, from very fast to very slow phenomena. Historically, incorporating these wide-ranging dynamics into a single model has been impractical. As a result, power…

Systems and Control · Electrical Eng. & Systems 2025-10-29 Luis David Pabon Ospina , Martin Braun , Sushobhan Chatterjee , Sijia Geng

A novel flow state consisting of two oppositely travelling waves (TWs) with oscillating amplitudes has been found in the counterrotating Taylor-Couette system by full numerical simulations. This structure bifurcates out of axially standing…

Pattern Formation and Solitons · Physics 2008-07-24 A. Pinter , M. Lücke , Ch. Hoffmann

An autonomous system of ordinary differential equations in the plane with a centre-saddle bifurcation is considered. The influence of time damped perturbations with power-law asymptotics is investigated. The particular solutions tending at…

Dynamical Systems · Mathematics 2023-10-11 Oskar Sultanov

Random diffeomorphisms with bounded absolutely continuous noise are known to possess a finite number of stationary measures. We discuss dependence of stationary measures on an auxiliary parameter, thus describing bifurcations of families of…

Dynamical Systems · Mathematics 2007-05-23 Hicham Zmarrou , Ale Jan Homburg

The financial market is nonpredictable, as according to the Bachelier, the mathematical expectation of the speculator is zero. Nevertheless, we observe in the price fluctuations the two distinct scales, short and long time. Behaviour of a…

Physics and Society · Physics 2008-12-02 R. Wojnar

Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility…

Computational Finance · Quantitative Finance 2012-09-03 Jordi Camprodon , Josep Perelló

At the intersection of two unidirectional traffic flows a stripe formation instability is known to occur. In this paper we consider coupled time evolution equations for the densities of the two flows in their intersection area. We show…

Statistical Mechanics · Physics 2016-09-19 J. Cividini , H. J. Hilhorst

In this article we look at stochastic processes with uncertain parameters, and consider different ways in which information is obtained when carrying out observations. For example we focus on the case of a the random evolution of a traded…

Mathematical Finance · Quantitative Finance 2024-07-08 Will Hicks

We analyze rate-dependent tipping in a fast/slow system with an equilibrium near the fold of a critical manifiold. We find a Hopf bifurcation as the rate parameter increases in the reduced co-moving system. This implies the growth of a…

Dynamical Systems · Mathematics 2017-04-25 Jonathan Hahn

The definitions of temporal instability and of spatial instability in a flow system are comparatively surveyed. The simple model of one-dimensional Burgers' flow is taken as the scenario where such different conceptions of instability are…

Fluid Dynamics · Physics 2023-10-04 Antonio Barletta