Related papers: State dependent jump processes: It\^o-Stratonovich…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
The dynamics of open quantum systems is often solved by stochastic unravellings where the average over the state vector realizations reproduces the density matrix evolution. We focus on quantum jump descriptions based on the rate operator…
We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $\omega^{\delta-1}$ at low…
The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…
Dissipative Particle Dynamics (DPD) is a popular simulation model for investigating hydrodynamic behavior of systems with non-negligible equilibrium thermal fluctuations. DPD employs soft core repulsive interactions between the system…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
Driven-dissipative nonlinear systems exhibit rich critical behavior, related to bifurcation, bistability and switching, which underlie key phenomena in areas ranging from physics, chemistry and biology to social sciences and economics. The…
Stochastic hybrid systems are dynamic systems that undergo both random continuous-time flows and random discrete jumps. Depending on how randomness is introduced into the continuous dynamics, discrete transitions, or both, stochastic hybrid…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
Trust is the invisible glue that holds together the fabric of societies, economic systems, and political institutions. Yet, its dynamics-especially in real-world settings remain unpredictable and difficult to control. While classical trust…
Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…
The biological theory of adaptive dynamics proposes a description of the long-term evolution of a structured asexual population. It is based on the assumptions of large population, rare mutations and small mutation steps, that lead to a…
In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
Mathematically, it takes an infinite amount of time for the transient solution of a diffusion equation to transition from initial to steady state. Calculating a \textit{finite} transition time, defined as the time required for the transient…
Nelson's stochastic mechanics formulates quantum dynamics as a real-time conservative diffusion process in which a particle undergoes Brownian-like motion with a fluctuation amplitude fixed by Planck's constant. While being mathematically…
We consider a particle moving in continuous time as a Markov jump process; its discrete chain is given by an ordinary random walk on ${\mathbb Z}^d$ , and its jump rate at $({\mathbf x},t)$ is given by a fixed function $\varphi$ of the…
In this numerical study, recurrence quantification analysis of chaotic trajectories is explored to detect atypical dynamical behaviour in non-linear Hamiltonian systems. An ensemble of initial conditions is evolved up to a maximum iteration…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…
We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…