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We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

Discontinuous Shear Thickening (DST) fluids exhibit unique instability properties in a wide range of flow conditions. We present numerical simulations of a scalar model for DST fluids in a planar simple shear using the Smoothed Particle…

Fluid Dynamics · Physics 2024-08-16 Peter Angerman , Bjornar Sandnes , Ryohei Seto , Marco Ellero

This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…

Fluid Dynamics · Physics 2025-03-21 Arnaud Debussche , Etienne Mémin

We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…

Analysis of PDEs · Mathematics 2024-06-07 Mark van den Bosch , Hermen Jan Hupkes

We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…

chao-dyn · Physics 2008-02-03 Hideki Takayasu , Y-h. Taguchi , Tomoo Katsuyama

The ability of Gaussian noise to induce ordered states in dynamical systems is here presented in an overview of the main stochastic mechanisms able to generate spatial patterns. These mechanisms involve: (i) a deterministic local dynamics…

Statistical Mechanics · Physics 2012-05-14 Stefania Scarsoglio , Francesco Laio , Paolo D'Odorico , Luca Ridolfi

Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…

Statistical Mechanics · Physics 2016-05-25 J. Ruseckas , R Kazakevičius , B Kaulakys

We analyze the collective behavior of a lattice model of pulse-coupled oscillators. By studying the intrinsic dynamics of each member of the population and their mutual interactions we observe the emergence of either spatio-temporal…

Condensed Matter · Physics 2009-10-28 A. Diaz-Guilera , Alex Arenas , A. Corral , C. J. Perez

We study the dynamics of waves, oscillations, and other spatio-temporal patterns in stochastic evolution systems, including SPDE and stochastic integral equations. Representing a given pattern as a smooth, stable invariant manifold of the…

Probability · Mathematics 2023-06-28 Zachary P. Adams , James MacLaurin

We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermore, we prove the exponential tracking property for the…

Dynamical Systems · Mathematics 2018-10-15 Hina Zulfiqar , Ziying He , Meihua Yang , Jinqiao Duan

Coupled, nonlinear oscillators are often studied in applied biology, physics, fluids, and many other disciplines. In this paper, we study a parametrically driven, coupled oscillator system where the individual oscillators are subjected to…

Dynamical Systems · Mathematics 2024-06-19 Andrew McMillan , Yin Lu Young , Mary Robinson

Spontaneous collapse models aim to resolve the measurement problem in quantum mechanics by considering wave-function collapse as a physical process. We analyze how these models affect a decaying flavor-oscillating system whose evolution is…

Quantum Physics · Physics 2020-08-26 Kyrylo Simonov

A stochastic model is here introduced to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is…

Statistical Mechanics · Physics 2009-11-13 Francesca Di Patti , Duccio Fanelli

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

Neurons in the nervous system are submitted to distinct sources of noise, such as ionic-channel and synaptic noise, which introduces variability in their responses to repeated presentations of identical stimuli. This motivates the use of…

The onset of stochasticity is measured in $\Lambda$CDM cosmological simulations using a set of classical observables. It is quantified as the local derivative of the logarithm of the dispersion of a given observable (within a set of…

Astrophysics · Physics 2009-11-13 Jerome Thiebaut , Christophe Pichon , Thierry Sousbie , Simon Prunet , D. Pogosyan

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis