Related papers: Intermittent quasistatic dynamical systems: weak c…
We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…
This paper establishes limit theorems and quantitative statistical stability for a class of piecewise partially hyperbolic maps that are not necessarily continuous nor locally invertible. By employing a flexible functional-analytic…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
Physical systems with non-reciprocal or dissipative forces evolve according to a generalization of Liouville's equation that accounts for the expansion and contraction of phase space volume. Here, we connect geometric descriptions of these…
How does a steady state with strong intermittency develop in time from an initial state which is statistically random? For passive sliders driven by various fluctuating surfaces, we show that the approach involves an indefinitely growing…
Relaxation dynamics of complex quantum systems with strong interactions towards the steady state is a fundamental problem in statistical mechanics. The steady state of subsystems weakly interacting with their environment is described by the…
We study the continuous time dynamics of the Thermal Minority Game. We find that the dynamical equations of the model reduce to a set of stochastic differential equations for an interacting disordered system with non-trivial random…
We consider a one-dimensional gas of hard rods, one of the simplest examples of an interacting integrable model. It is well known that the hydrodynamics of such integrable models can be understood by viewing the system as a gas of…
We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
We consider hydrodynamic limits of interacting particles systems with open boundaries, where the exterior parameters change in a time scale slower than the typical relaxation time scale. The limit deterministic profiles evolve…
We study spatiotemporal intermittency in a system of coupled sine circle maps. The phase diagram of the system shows parameter regimes where the STI lies in the directed percolation class, as well as regimes which show pure spatial…
Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…
This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…
Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…
Pattern-forming nonequilibrium systems are ubiquitous in nature, from driven quantum matter and biological life forms to atmospheric and interstellar gases. Identifying universal aspects of their far-from-equilibrium dynamics and statistics…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
In presence of unstable dimension variability numerical solutions of chaotic systems are valid only for short periods of observation. For this reason, analytical results for systems that exhibit this phenomenon are needed. Aiming to go one…