Related papers: Escape process in systems characterised by stable …
We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…
A probabilistic framework to study the dependence structure induced by deterministic discrete-time state-space systems between input and output processes is introduced. General sufficient conditions are formulated under which output…
We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…
A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
This letter deals with homogenization of a nonlocal model with Levy-type operator of rapidly oscillating coefficients. This nonlocal model describes mean residence time and other escape phenomena for stochastic dynamical systems with…
We study the effect of reaction times on the kinetics of relaxation to stationary states and on congestion transitions in heterogeneous traffic. Heterogeneity is modeled as quenched disorders in the parameters of the car following model and…
We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…
Resistive switching is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start…
An evacuation process is simulated within the Social Force Model. Thousand pedestrians are leaving a room by one exit. We investigate the stationarity of the distribution of time lags between instants when two successive pedestrians cross…
In this contribution, we introduce a general class of car-following models with an input-state-output port-Hamiltonian structure. We derive stability conditions and long-term behavior of the finite system with periodic boundaries and…
Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties…
The analysis of noise-induced escape in populations of bistable elements is challenging, because nonlinearity, coupling, and noise all play essential roles. We show that the interplay of these three factors yields three qualitatively…
The influence of an external random field on the competition process in a nonlinear open spatially extended system is analyzed numerically. A three-component model is chosen as the competition model in which a "weak" species can move in…