Related papers: Persistence of Small Noise and Random initial cond…
The asymptotic regime of a complex ecosystem with \emph{N}random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the external noise on the long time probability distribution of…
We consider a population of agents competing for finite resources using strategies based on two channels of signals. The model is applicable to financial markets, ecosystems and computer networks. We find that the dynamics of the system is…
Strong positive feedback is considered a necessary condition to observe abrupt shifts of ecosystems. A few previous studies have shown that demographic noise -- arising from the probabilistic and discrete nature of birth and death processes…
We consider the long-time behavior of systems close to a system with a smooth first integral. Under certain assumptions, the limiting behavior, to some extent, turns out to be universal: it is determined by the first integral, the…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
Analysis is presented of a system whose dynamics are dramatically simplified by tiny amounts of additive noise. The dynamics divide naturally into two phases. In the slower phase, trajectories are close to an invariant manifold; this allows…
Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
In this paper we present a general result with an easily checkable condition that ensures a transition from chaotic regime to regular regime in random dynamical systems with additive noise. We show how this result applies to a prototypical…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
In this paper, a stochastic Gilpin-Ayala population model with regime switching and white noise is considered. All parameters are influenced by stochastic perturbations. The existence of global positive solution, asymptotic stability in…
We examine the effect of noise on societies of agents using an agent-based model of evolutionary norm emergence. Generally, we see that noisy societies are more selfish, smaller and discontent, and are caught in rounds of perpetual…
We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…
We study the off-equilibrium dynamics of a particle in a general $N$-dimensional random potential when $N \to \infty$. We demonstrate the existence of two asymptotic time regimes: {\it i.} stationary dynamics, {\it ii.} slow aging dynamics…
In this note we present some examples of diffusions in random environment whose asymptotic behavior is rather surprising. We construct a family of diffusions that are small perturbations of Brownian motion with non-vanishing expected local…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…
Quantum fluctuations are inherent in open quantum systems and they affect not only the statistical properties of the initial state but also the time evolution of the system. Using a generic minimal model, we show that quantum noise…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot…