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This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…

Probability · Mathematics 2020-08-24 Yu Gu , Jiawei Li

We numerically and theoretically investigate the Boussinesq Eady model, where a rapidly rotating density-stratified layer of fluid is subject to a meridional temperature gradient in thermal wind balance with a uniform vertically sheared…

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are taken into account not only in the model equation defined on a…

Analysis of PDEs · Mathematics 2012-05-29 Guanggan Chen , Jinqiao Duan , Jian Zhang

We investigate the effect of increased longwave radiative forcing (a proxy for increased greenhouse gas concentration) on the zonally averaged location of the eddy-driven jet stream in a latitude dependent, two-layer Energy Balance Model.…

Atmospheric and Oceanic Physics · Physics 2024-09-02 Cord Perillo , David Klein , Rabia Djellouli

A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…

Dynamical Systems · Mathematics 2016-06-29 Ting Gao , Jinqiao Duan , Xingye Kan

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

Atmosphere and ocean are coupled via air-sea interactions. The atmospheric conditions fuel the ocean circulation and its variability, but the extent to which ocean processes can affect the atmosphere at decadal time scales remains unclear.…

Atmospheric and Oceanic Physics · Physics 2021-07-08 Navid C. Constantinou , Andrew McC. Hogg

In this work we analyze the stochastic dynamics of the Kauffman model evolving under the influence of noise. By considering the average crossing time between two distinct trajectories, we show that different Kauffman models exhibit a…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 X. Qu , M. Aldana , Leo P. Kadanoff

A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…

Statistical Mechanics · Physics 2015-06-25 P. F. Gora

The non-equilibrium dynamic fluctuations of a stochastic version of the Gray-Scott (GS) model are studied analytically in leading order in perturbation theory by means of the dynamic renormalization group. There is an attracting stable…

Statistical Mechanics · Physics 2009-11-13 David Hochberg , Felipe Lesmes , Federico Moran , Juan Perez-Mercader

Two-dimensional turbulence in a rectangular domain self-organises into large-scale unidirectional jets. While several results are present to characterize the mean jets velocity profile, much less is known about the fluctuations. We study…

Fluid Dynamics · Physics 2016-02-23 Cesare Nardini , Tomás Tangarife

The 2d and 3d like Gletzer, Okhitani and Yamada (GOY) shell models are examined. The 2d like model shows a transition from statistical quasi-equilibrium to cascade of enstrophy as a function of the spectral ratio of energy to enstrophy. The…

chao-dyn · Physics 2009-10-31 P. D. Ditlevsen

Stochastic inflation is widely used as a framework to study scalar field perturbations on an inflationary spacetime in a classical manner. In Starobinsky's seminal work and most of the subsequent literature, stochastic inflation is driven…

General Relativity and Quantum Cosmology · Physics 2025-12-22 Zahra Ahmadi , Mahdiyar Noorbala

The long timescale evolution of a self-gravitating system is generically driven by two-body encounters. In many cases, the motion of the particles is primarily governed by the mean field potential. When this potential is integrable,…

Astrophysics of Galaxies · Physics 2018-09-26 Jean-Baptiste Fouvry , Ben Bar-Or

Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…

Statistical Mechanics · Physics 2025-09-05 Jiayao Shao , Tobias Grafke , Robert S. MacKay

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…

Systems and Control · Electrical Eng. & Systems 2026-04-02 András Sasfi , Ivan Markovsky , Alberto Padoan , Florian Dörfler

A Stirling engine made of a colloidal particle in contact with a nonequilibrium bath is considered and analyzed with the tools of stochastic energetics. We model the bath by non Gaussian persistent noise acting on the colloidal particle.…

Statistical Mechanics · Physics 2017-05-24 Ruben Zakine , Alexandre Solon , Todd Gingrich , Frédéric van Wijland

The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh
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