Related papers: Stochastic Cascade Amplification of Fluctuations
Stochastic resonance is a phenomenon in which fluctuations enhance an otherwise weak signal. It has been found in many different systems in paleoclimatology, biology, medicine, and physics. The classical stochastic resonance due to thermal…
A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
Inspired by reliability issues in electric transmission networks, we use a probabilistic approach to study the occurrence of large failures in a stylized cascading failure model. In this model, lines have random capacities that initially…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…
Chaos is an inherently dynamical phenomenon traditionally studied for trajectories that are either permanently erratic or transiently influenced by permanently erratic ones lying on a set of measure zero. The latter gives rise to the final…
Cascading failure of a power transmission system are initiated by an exogenous event that disable a set of elements (e.g., lines) followed by a sequence of interrelated failures (or more precisely, trips) of overloaded elements caused by…
Introduction of optical gain to a disordered system results in enhanced fluctuations [$F_{(2)}=var(\tilde{g})/< \tilde{g} >^2$] of dimensionless conductance $\tilde{g}$, similar to the effect of Anderson localization in passive medium.…
A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…
We present an analysis of the power fluctuations in the statistical steady state of a passively mode locked laser. We use statistical light-mode theory to map this problem to that of fluctuations in a reference equilibrium statistical…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…
A generic outcome of theories with scalar-tensor coupling is the existence of inflationary attractors, either power-law or de Sitter. The fluctuations arising during this phase are Gaussian and their spectrum depends on the wavenumber $k$…
A two dimensional flow model is introduced with deterministic behavior consisting of bursts which become successively larger, with longer interburst time intervals between them. The system is symmetric in one variable x and there are bursts…
In loop quantum cosmology, the values of volume fluctuations and correlations determine whether the dynamics of an evolving state exhibits a bounce. Of particular interest are states that are supported only on either the positive or the…
We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal…
To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…
We present and analyze the first example of a dynamical system that naturally exhibits attracting periodic orbits that are \textit{unstable}. These unstable attractors occur in networks of pulse-coupled oscillators where they prevail for…
The influence of stable and unstable stratification on the amplification of coherent structures in turbulent channel flows is investigated by computing the linear response to stochastic forcing. The responses to momentum and thermal forcing…