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We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…

Statistical Mechanics · Physics 2016-11-22 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…

Probability · Mathematics 2023-10-24 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…

Statistical Mechanics · Physics 2009-11-13 Takaaki Monnai , Ayumu Sugita , Katsuhiro Nakamura

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

Quantitative Methods · Quantitative Biology 2015-12-09 Robert Ton , Andreas Daffertshofer

We demonstrate that scale-free patterns are observed in a spatially extended stochastic system whose deterministic part undergoes a saddle-node bifurcation. Remarkably, the scale-free patterns appear only at a particular time in relaxation…

Statistical Mechanics · Physics 2008-11-15 Mami Iwata , Shin-ichi Sasa

We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…

Statistical Mechanics · Physics 2017-07-31 Archishman Raju , Sayan Choudhury , David L. Rubin , Amie Wilkinson , James P. Sethna

In this paper the scaling law for the relaxation times in thermal phenomena is investigated. It is shown that dependent on the value of the parameter K=E/m(c\alpha)^2,where E is the energy which is delivered to the system, m is the parton…

General Physics · Physics 2007-05-23 M. Kozlowski , J. Marciak-Kozlowska

We investigate dynamical scaling properties of the 1D tight-binding Anderson model with a weak diagonal disorder, by means of the spreading of a wave packet. In the absence of disorder, and more generally in the ballistic regime, the…

Disordered Systems and Neural Networks · Physics 2007-05-23 S. De Toro Arias , J. M. Luck

Complex interactions leading to phase transitions continue to hold a due interest in the scientific community. We charactersize a phase transition in a coupled oscillators model where interactions are not local in nature. At a first order…

Adaptation and Self-Organizing Systems · Physics 2025-08-26 Ayushi suman , Sarika Jalan

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

Statistical Mechanics · Physics 2020-10-07 L. Lugosi , T. Kovács

It has been recently observed that synthetic materials subjected to an external elastic stress give rise to scaling phenomena in the acoustic emission signal. Motivated by this experimental finding we develop a mesoscopic model in order to…

Materials Science · Physics 2008-02-03 Stefano Zapperi , Alessandro Vespignani , H. Eugene Stanley

Static and dynamic properties of two-dimensional bidisperse dissipative particles are numerically studied near the jamming transition. We investigate the dependency of the critical scaling on the ratio of the different diameters and find a…

Soft Condensed Matter · Physics 2015-06-11 Kuniyasu Saitoh , Vanessa Magnanimo , Stefan Luding

We consider escape from a metastable state of a nonlinear oscillator driven close to triple its eigenfrequency. The oscillator can have three stable states of period-3 vibrations and a zero-amplitude state. Because of the symmetry of…

Statistical Mechanics · Physics 2020-03-03 Yukihiro Tadokoro , Hiroya Tanaka , M. I. Dykman

Deterministic rate equations are widely used in the study of stochastic, interacting particles systems. This approach assumes that the inherent noise, associated with the discreteness of the elementary constituents, may be neglected when…

Statistical Mechanics · Physics 2012-01-26 David A. Kessler , Nadav M. Shnerb

We study the intermittency and noise of dislocation systems undergoing shear deformation. Simulations of a simple two-dimensional discrete dislocation dynamics model indicate that the deformation rate exhibits a power spectrum scaling of…

Statistical Mechanics · Physics 2009-11-11 Lasse Laurson , Mikko Alava

Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…

Statistical Mechanics · Physics 2010-10-07 Edan Lerner , Itamar Procaccia

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

We present an analytical framework to study the escape rate from a metastable state under the influence of two external multiplicative cross-correlated noise processes. Starting from a phenomenological stationary Langevin description with…

Soft Condensed Matter · Physics 2008-04-17 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

We develop a practical framework for distinguishing diffusive stochastic processes from deterministic signals using only a single discrete time series. Our approach is based on classical excursion and crossing theorems for continuous…

Machine Learning · Statistics 2026-05-19 Sunia Tanweer , Firas A. Khasawneh

It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…

Dynamical Systems · Mathematics 2017-05-25 Jennifer Creaser , Krasimira Tsaneva-Atanasova , Peter Ashwin