Related papers: Stochastic Cascade Amplification of Fluctuations
Fluctuations arising in nonlinear dissipative systems (diode, transistors, chemical reaction, etc.) subject to an external drive (voltage, chemical potential, etc.) are well known to elude any simple characterization such as the…
We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…
We report the experimental observation of $1/f$ fluctuations in three different turbulent flow configurations: the large scale velocity driven by a two-dimensional turbulent flow, the magnetic field generated by a turbulent swirling flow of…
We describe a form of memory exhibited by extended excitable systems driven by stochastic fluctuations. Under such conditions, the system self-organizes into a state characterized by power-law correlations thus retaining long-term memory of…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
We study stationary solutions to the continuity equation for weakly compressible flows. These describe non-equilibrium steady states of weakly dissipative dynamical systems. Compressibility is a singular perturbation that changes the steady…
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…
The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…
In large asexual populations, multiple beneficial mutations arise in the population, compete, interfere with each other, and accumulate on the same genome, before any of them fix. The resulting dynamics, although studied by many authors, is…
We argue that it is a fluctuational underpinning of the Quantum vacuum which on the one hand gives a stochastic character to the conservation laws, and on the other is required for explaining the recently observed acceleration of the…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
The dynamics of generic stochastic Lotka-Volterra (discrete logistic) systems of the form \cite{Solomon96a} $w_i (t+1) = \lambda(t) w_i (t) + a {\bar w (t)} - b w_i (t) {\bar w(t)}$ is studied by computer simulations. The variables $w_i$,…
A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
We study by theoretical analysis and by direct numerical simulation the dynamics of a wide class of asynchronous stochastic systems composed of many autocatalytic degrees of freedom. We describe the generic emergence of truncated power laws…
The daily volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well long-term trends. We also model the transition to a Gaussian distribution for longer time…
Nonmodal amplification of stochastic disturbances in elasticity-dominated channel flows of Oldroyd-B fluids is analyzed in this work. For streamwise-constant flows with high elasticity numbers $\mu$ and finite Weissenberg numbers $We$, we…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…