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We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…

Mathematical Physics · Physics 2017-08-23 J. R. Ipsen , H. Schomerus

We study a system of $N\gg 1$ degrees of freedom coupled via a smooth homogeneous Gaussian vector field with both gradient and divergence-free components. In the absence of coupling, the system is exponentially relaxing to an equilibrium…

Disordered Systems and Neural Networks · Physics 2016-07-08 Yan V. Fyodorov , Boris A. Khoruzhenko

We study the probability of stability of a large complex system of size $N$ within the framework of a generalized May model, which assumes a linear dynamics of each population size $n_i$ (with respect to its equilibrium value): $…

Statistical Mechanics · Physics 2022-01-06 Pierre Mergny , Satya N. Majumdar

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

Statistical Mechanics · Physics 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case.…

Chaotic Dynamics · Physics 2015-03-17 B. A. Mosovsky , J. D. Meiss

We describe a numerical method which allows us to go beyond the classical approximation for the real-time dynamics of many-body systems by approximating the many-body Wigner function by the most general Gaussian function with time-dependent…

High Energy Physics - Theory · Physics 2018-03-29 Pavel Buividovich , Masanori Hanada , Andreas Schäfer

We consider a random network of nonlinear maps exhibiting a wide range of local dynamics, with the links having normally distributed interaction strengths. The stability of such a system is examined in terms of the asymptotic fraction of…

Adaptation and Self-Organizing Systems · Physics 2009-11-10 Sitabhra Sinha , Sudeshna Sinha

When driven by nonequilibrium fluctuations, particle systems may display phase transitions and physical behaviour with no equilibrium counterpart. We study a two-dimensional particle model initially proposed to describe driven non-Brownian…

Statistical Mechanics · Physics 2023-08-23 Leonardo Galliano , Michael E. Cates , Ludovic Berthier

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

Intrinsic instability of trajectories characterizes chaotic dynamical systems. We report here that trajectories can exhibit a surprisingly high degree of stability, over a very long time, in a chaotic dynamical system. We provide a detailed…

Chaotic Dynamics · Physics 2017-07-17 Greg Huber , Marc Pradas , Alain Pumir , Michael Wilkinson

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

Statistical Mechanics · Physics 2025-12-24 Yogeesh Reddy Yerrababu , Satya N. Majumdar , Benjamin Guiselin , Tridib Sadhu

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…

Dynamical Systems · Mathematics 2019-12-24 Yacine Chitour , Nicola Guglielmi , Mario Sigalotti , Vladimir Protasov

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…

Optimization and Control · Mathematics 2014-10-01 Christophe Prieur , Antoine Girard , Emmanuel Witrant

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

Optimization and Control · Mathematics 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov

We study transient behaviour in the dynamics of complex systems described by a set of non-linear ODE's. Destabilizing nature of transient trajectories is discussed and its connection with the eigenvalue-based linearization procedure. The…

Chaotic Dynamics · Physics 2017-08-23 Jacek Grela

We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…

Dynamical Systems · Mathematics 2013-06-12 A. Gorban , I. Tyukin , E. Steur , H. Nijmeijer

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We study the dynamical properties of a broad class of high-dimensional random dynamical systems exhibiting chaotic as well as fixed point and periodic attractors. We consider cases in which attractors can co-exists in some regions of the…

Disordered Systems and Neural Networks · Physics 2026-03-02 Samantha J. Fournier , Pierfrancesco Urbani
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