Related papers: Orbits in a stochastic Goodwin-Lotka-Volterra mode…
The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…
Many systems such as autonomous vehicles and quadrotors are subject to parametric uncertainties and external disturbances. These uncertainties can lead to undesired performance degradation and safety issues. Therefore, it is important to…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different…
We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We study a model consisting of $N$ nonlinear oscillators with {\em global periodic} coupling and {\em local multiplicative} and additive noises. The model was shown to undergo a nonequilibrium phase transition towards a broken-symmetry…
We study a variant of the cyclic Lotka-Volterra model with three-agent interactions. Inspired by a multiplayer variation of the Rock-Paper-Scissors game, the model describes an ideal ecosystem in which cyclic competition among three species…
Intrinsic instability of trajectories characterizes chaotic dynamical systems. We report here that trajectories can exhibit a surprisingly high degree of stability, over a very long time, in a chaotic dynamical system. We provide a detailed…
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…
We show that nonequilibrium dynamics can play a constructive role in unsupervised machine learning by inducing the spontaneous emergence of latent-state cycles. We introduce a model in which visible and hidden variables interact through two…
We consider nearly-integrable Hamiltonian systems defined over a non-resonant domain. In the neighborhood of resonances, we use Nekhoroshev-like estimates to provide effective stability bounds for the action variables over long time. The…
Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…
We consider a stochastic version of the so-called Brusselator - a mathematical model for a two-dimensional chemical reaction network - in which one of its parameters is assumed to vary randomly. It has been suggested via numerical…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
This paper presents a new boundary-value problem formulation for quantifying uncertainty induced by the presence of small Brownian noise near transversally stable periodic orbits (limit cycles) and quasiperiodic invariant tori of the…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…
We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
Cyclic dominance of species has been identified as a potential mechanism to maintain biodiversity, see e.g. B. Kerr, M. A. Riley, M. W. Feldman and B. J. M. Bohannan [Nature {\bf 418}, 171 (2002)] and B. Kirkup and M. A. Riley [Nature {\bf…