Related papers: Phase descriptions of a multidimensional Ornstein-…
In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…
We consider the Ornstein-Uhlenbeck (OU) process, a stochastic process widely used in finance, physics, and biology. Parameter estimation of the OU process is a challenging problem. Thus, we review traditional tracking methods and compare…
Phase reduction is a commonly used techinque for analyzing stable oscillators, particularly in studies concerning synchronization and phase lock of a network of oscillators. In a widely used numerical approach for obtaining phase reduction…
We formulate a theory for the phase description of oscillatory convection in a cylindrical Hele-Shaw cell that is laterally periodic. This system possesses spatial translational symmetry in the lateral direction owing to the cylindrical…
Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…
Many physical and biological systems rely on the progression of material through multiple independent stages. In viral replication, for example, virions enter a cell to undergo a complex process comprising several disparate stages before…
We introduce a stochastic model for the determination of phase noise in optoelectronic oscillators. After a short overview of the main results for the phase diffusion approach in autonomous oscillators, an extension is proposed for the case…
Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…
We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivative kernel, and leading coefficients given by a sequence of…
We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes. Although processes considered in this paper were defined either…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
Phase response curve is an important tool in studies of stable self-sustained oscillations; it describes a phase shift under action of an external perturbation. We consider multistable oscillators with several stable limit cycles. Under a…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…
In this article we introduce a theory of integration for deterministic, operator-valued integrands with respect to cylindrical L\'evy processes in separable Banach spaces. Here, a cylindrical L\'evy process is understood in the classical…
Intractable phase dynamics often challenge our understanding of complex oscillatory systems, hindering the exploration of synchronisation, chaos, and emergent phenomena across diverse fields. We introduce a novel conceptual framework for…
Optomechanical systems are known to exhibit a rich set of complex dynamical features including various types of chaotic behavior and multi-stability. Although this exotic behavior has attracted an intense research interest, the utilization…