Related papers: Noise-induced multistability in chemical systems: …
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
Fluctuating hydrodynamics (FHD) provides a framework for modeling microscopic fluctuations in a manner consistent with statistical mechanics and nonequilibrium thermodynamics. This paper presents an FHD formulation for isothermal reactive…
Level fluctuations in quantum system have been used to characterize quantum chaos using random matrix models. Recently time series methods were used to relate level fluctuations to the classical dynamics in the regular and chaotic limit. In…
The chemical master equation (CME) is a fundamental description of interacting molecules commonly used to model chemical kinetics and noisy gene regulatory networks. Exact time-dependent solutions of the CME -- which typically consists of…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
Classical nonlinear dynamical systems are often characterized by their steady-state probability distribution functions (PDFs). Typically, PDFs are accumulated from numerical simulations that involve solving the underlying dynamical…
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…
Diffusion is the macroscopic manifestation of disordered molecular motion. Mathematically, diffusion equations are partial differential equations describing the fluid-like large-scale dynamics of parcels of molecules. Spatially…
Discovering governing equations that describe complex chaotic systems remains a fundamental challenge in physics and neuroscience. Here, we introduce the PEM-UDE method, which combines the prediction-error method with universal differential…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE's main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
We study the stability of unitary quantum dynamics of composite systems (for example: central system + environment) with respect to weak interaction between the two parts. Unified theoretical formalism is applied to study different physical…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
The NMR technique allows one to create a non-equilibrium local polarization and to detect its later evolution. By a change of the sign of the effective dipolar Hamiltonian, the apparently diffusive dynamics is reverted, generating a…