Related papers: A Partial Differential Equation for the Mean--Retu…
We consider the problem of estimating the asymptotic variance of a function defined on a Markov chain, an important step for statistical inference of the stationary mean. We design a novel recursive estimator that requires $O(1)$…
We study the dissipative dynamics of a one-dimensional bosonic system described in terms of the bipartite Bose-Hubbard model with alternating gain and loss. This model exhibits the $\mathcal{PT}$ symmetry under some specific conditions and…
We study an ensembles of globally coupled or forced identical phase oscillators subject to independent white Cauchy noise. We demonstrate, that if the oscillators are forced in several harmonics, stationary synchronous regimes can be…
The asymptotic phase is a fundamental quantity for the analysis of deterministic limit-cycle oscillators, and generalized definitions of the asymptotic phase for stochastic oscillators have also been proposed. In this article, we show that…
Inspired by recent studies on deterministic oscillator models, we introduce a stochastic one-dimensional model for a chain of interacting particles. The model consists of $N$ oscillators performing continuous-time random walks on the…
We consider the impact of stochastic perturbations on otherwise coherent oscillations of classical pulsators. The resulting dynamics are modelled by a driven damped harmonic oscillator subject to either an external or an internal forcing…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
This paper presents the first sufficient conditions that guarantee the stability and almost sure convergence of multi-timescale stochastic approximation (SA) iterates. It extends the existing results on one-timescale and two-timescale SA…
We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…
In the present work we examine the dynamics of a model for oscillons in 1-dimensional spacetime field theories with a cubic nonlinearity. We utilize a reduction of the model to first and third harmonics, which leads to a reduced partial…
Sensitivity to initial conditions is usually associated with chaotic dynamics and strange attractors. However, even systems with (quasi)periodic dynamics can exhibit it. In this context we report on the fractal properties of the isochrons…
Phase response curves are important for analysis and modeling of oscillatory dynamics in various applications, particularly in neuroscience. Standard experimental technique for determining them requires isolation of the system and…
A harmonic oscillator with time-dependent mass $m(t)$ and a time-dependent (squared) frequency $\omega^2(t)$ occurs in the modelling of several physical systems. It is generally believed that systems, with $m(t)>0$ and $\omega^2(t)>0$…
This paper presents the notion of stochastic phase-cohesiveness based on the concept of recurrent Markov chains and studies the conditions under which a discrete-time stochastic Kuramoto model is phase-cohesive. It is assumed that the…
The Darboux method is commonly used in the coordinate variable to produce new exactly solvable (stationary) potentials in quantum mechanics. In this work we follow a variation introduced by Bagrov, Samsonov, and Shekoyan (BSS) to include…
This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…
We examine microscopic mechanisms for coupling stochastic oscillators so that they display similar and correlated temporal variations. Unlike oscillatory motion in deterministic dynamical systems, complete synchronization of stochastic…
Within the standard Lagrangian settings (i.e., the difference between kinetic and potential energies), we discuss and report isochronicity, linearizability and exact solubility of some $n$-dimensional nonlinear position-dependent mass (PDM)…
We consider systems of many spatially distributed phase oscillators that interact with their neighbors. Each oscillator is allowed to have a different natural frequency, as well as a different response time to the signals it receives from…
We study the irreversible growth of magnetic thin films under the influence of spatially periodic fields by means of extensive Monte Carlo simulations. We find first-order pseudo-phase transitions that separate a dynamically disordered…