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This paper develops a dynamic monetary model to study the (in)stability of the fractional reserve banking system. The model shows that the fractional reserve banking system can endanger stability in that equilibrium is more prone to exhibit…

Theoretical Economics · Economics 2024-04-18 Heon Lee

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…

Analysis of PDEs · Mathematics 2016-06-23 Michele Coghi , Franco Flandoli

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

Statistical Mechanics · Physics 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

Chiral Magnetic Effect (CME) is the macroscopic manifestation of the fundamental chiral anomaly in a many-body system of chiral fermions, and emerges as anomalous transport current in hydrodynamic framework. Experimental observation of CME…

Nuclear Theory · Physics 2019-03-20 Shuzhe Shi , Yin Jiang , Elias Lilleskov , Jinfeng Liao

Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…

Analysis of PDEs · Mathematics 2017-04-05 Leila Taghizadeh , Amirreza Khodadadian , Clemens Heitzinger

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

The effect of multiplicative noise to the Turing instability of the Brusselator system is investigated. We show that when the noise acts on both of the concentrations with the same intensities, then the Turing instability is suppressed…

Analysis of PDEs · Mathematics 2025-03-24 Qasim Khan , Anthony Suen , Bao Quoc Tang

In the development of multiscale biological models it is crucial to establish a connection between discrete microscopic or mesoscopic stochastic models and macroscopic continuous descriptions based on cellular density. In this paper a…

Biological Physics · Physics 2009-11-13 Mark Alber , Nan Chen , Pavel M. Lushnikov , Stuart A. Newman

A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…

Statistical Mechanics · Physics 2009-11-10 A. I. Olemskoi , D. O. Kharchenko , I. A. Knyaz'

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…

Statistical Mechanics · Physics 2007-05-23 Serge Shpyrko , V. V. Ryazanov

We develop and analyze numerical methods for a stochastic Keller-Segel system perturbed by Stratonovich noise, which models chemotactic behavior under randomly fluctuating environmental conditions. The proposed fully discrete scheme couples…

Numerical Analysis · Mathematics 2025-07-25 Liet Vo

In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…

Optimization and Control · Mathematics 2016-06-16 Pantelis Sopasakis , Haralambos Sarimveis

A quantum master equation (QME) is derived for the many-body density matrix of an open current-carrying system weakly coupled to two metal leads. The dynamics and the steady-state properties of the system for arbitrary bias are studied…

Statistical Mechanics · Physics 2016-08-31 Upendra Harbola , Massimiliano Esposito , Shaul Mukamel

Modulational instability of a uniform two-dimensional binary Bose-Einstein condensate (BEC) in the presence of quantum fluctuations is studied. The analysis is based on the coupled Gross-Pitaevskii equations. It is shown that quantum…

Quantum Gases · Physics 2022-09-21 Sherzod R. Otajonov , Eduard N. Tsoy , Fatkhulla Kh. Abdullaev

We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…

Mesoscale and Nanoscale Physics · Physics 2025-09-01 David Allemeier , İsmet İnönü Kaya , M. Selim Hanay , Kamil L. Ekinci

We study the dynamics of dephasing in a quantum two-level system by modeling both 1/f and high-frequency noise by random telegraph processes. Our approach is based on a so-called spin-fluctuator model in which a noisy environment is modeled…

Quantum Physics · Physics 2014-12-01 Alexander I. Nesterov , Gennady P. Berman

The fidelity between the state of a continuously observed quantum system and the state of its associated quantum filter, is shown to be always a submartingale. The observed system is assumed to be governed by a continuous-time Stochastic…

Quantum Physics · Physics 2015-06-18 Hadis Amini , Clement Pellegrini , Pierre Rouchon

Large complexes of classical particles play central roles in biology, in polymer physics, and in other disciplines. However, physics currently lacks mathematical methods for describing such complexes in terms of component particles,…

Quantitative Methods · Quantitative Biology 2016-03-25 Muir J. Morrison , Justin B. Kinney

Intrinsically noisy mechanisms drive most physical, biological and economic phenomena, from stock pricing to phenotypic variability. Frequently, the system's state influences the driving noise intensity, as, for example, the actual value of…

Statistical Mechanics · Physics 2012-06-28 Giuseppe Pesce , Austin McDaniel , Scott Hottovy , Jan Wehr , Giovanni Volpe

Can a micron sized sack of interacting molecules understand, and adapt to a constantly-fluctuating environment? Cellular life provides an existence proof in the affirmative, but the principles that allow for life's existence are far from…

Molecular Networks · Quantitative Biology 2022-05-16 William Poole , Thomas Ouldridge , Manoj Gopalkrishnan , Erik Winfree
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