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The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…
The dynamics of particle transport under the influence of localised high energy anomalies (explosions) is a complicated phenomena dependent on many physical parameters of both the particle and the medium it resides in. Here we present a…
Some dynamical properties present in a problem concerning the acceleration of particles in a wave packet are studied. The dynamics of the model is described in terms of a two-dimensional area preserving map. We show that the phase space is…
When very small particles are suspended in a fluid in motion, they tend to follow the flow. How such tracer particles are mixed, transported, and dispersed by turbulent flow has been successfully described by statistical models. Heavy…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
We investigate the behavior of a threshold model for the spreading of fads and similar phenomena in society. The model is giving the fad dynamics and is intended to be confined to an underlying network structure. We investigate the whole…
Epidemic disease spreading is conventionally often modelled and analyzed by means of rate and diffusion equations, following the paradigms of well-controlled chemical reactions and diffusive dynamics in a test tube. Yet, serious worries…
We present a general, physically motivated non-linear and non-local advection equation in which the diffusion of interacting random walkers competes with a local drift arising from a kind of peer pressure. We show, using a mapping to an…
In natural settings, intermittent dynamics are ubiquitous and often arise from a coupling between external driving and spatial heterogeneities. A well-known example is the generation of transient, turbulent puffs of fluid through a pipe…
Economic competition and deregulation have led to a polarization of societies between a small, increasingly powerful elite and a majority of socially excluded individuals, marginalized and unconnected to political representations. This is…
Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…
Several mechanisms have been proposed to explain the spontaneous generation of self-organized patterns, hypothesised to play a role in the formation of many of the magnificent patterns observed in Nature. In several cases of interest, the…
Civil unrest is a powerful form of collective human dynamics, which has led to major transitions of societies in modern history. The study of collective human dynamics, including collective aggression, has been the focus of much discussion…
In this work, we introduce a compartmental advection-diffusion network model to describe the propagation of stress in a population situated in two interconnected spatial zones during a disaster situation. The model accounts for interactions…
We identify a new type of pattern formation in spatially distributed active systems. We simulate one-dimensional two-component systems with predator-prey local interaction and pursuit-evasion taxis between the components. In a sufficiently…
This paper develops a dynamic factor model in which common level and volatility factors evolve jointly, allowing conditional means and variances to interact endogenously within a large-information setting. The joint evolution of these…
Understanding how local perturbations induce the transient dynamics of a network of coupled units is essential to control and operate such systems. Often a perturbation initiated in one unit spreads to other units whose dynamical state they…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
It is shown that the critical properties of a recently studied model for non-equilibrium wetting are robust if one extends the dynamic rules by single-particle diffusion on terraces of the wetting layer. Examining the behavior at the…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…