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Advances in data science are leading to new progresses in the analysis and understanding of complex dynamics for systems with experimental and observational data. With numerous physical phenomena exhibiting bursting, flights, hopping, and…

Statistics Theory · Mathematics 2022-02-09 Yang Li , Jinqiao Duan

Resonant activation and noise-enhanced stability were observed in an underdamped real physical system, i.e., Josephson tunnel junctions. With a weak sinusoidal driving force applied, the thermal activated escape from a potential well…

Other Condensed Matter · Physics 2015-06-25 Guozhu Sun , Jian Chen , Weiwei Xu , Zhengming Ji , Lin Kang , Peiheng Wu , Guangfeng Mao , Ning Dong , Yang Yu , Dingyu Xing

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

Statistical Mechanics · Physics 2017-10-03 Corentin Herbert , Freddy Bouchet

We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…

Statistical Mechanics · Physics 2024-09-04 Alberto Bassanoni , Alessandro Vezzani , Raffaella Burioni

Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…

Statistical Mechanics · Physics 2015-06-18 Rytis Kazakevicius , Julius Ruseckas

The main subject of the paper is an escape from a multi-well metastable potential on a time-scale of a formation of the quasi-equilibrium between the wells. The main attention is devoted to such ranges of friction in which an external…

Statistical Mechanics · Physics 2015-06-25 S. M. Soskin

A L\'evy random medium, in a given space, is a random point process where the distances between points, a.k.a. targets, are long-tailed. Random walks visiting the targets of a L\'evy random medium have been used to model many (physical,…

Probability · Mathematics 2022-08-19 Marco Lenci

A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…

Dynamical Systems · Mathematics 2016-06-29 Ting Gao , Jinqiao Duan , Xingye Kan

For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from…

Probability · Mathematics 2020-07-22 Yuri Bakhtin , Zsolt Pajor-Gyulai

We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…

Statistical Mechanics · Physics 2010-01-04 A. I. Olemskoi , S. S. Borysov , I. A. Shuda

The paper addresses an escape of a classical particle from a potential well under harmonic forcing. Most dangerous/efficient escape dynamics reveals itself in conditions of 1:1 resonance and can be described in the framework of isolated…

Dynamical Systems · Mathematics 2022-03-02 Pavel Kravetc , Oleg Gendelman

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

We study the first exit times form a reduced domain of attraction of a stable fixed of the Chafee-Infante equation when perturbed by a heavy tailed L\'evy noise with small intensity.

Analysis of PDEs · Mathematics 2011-01-10 Arnaud Debussche , Michael Högele , Peter Imkeller

We review some of the theory relevant to passage times of one-dimensional L\'evy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled by heavy-tailed L\'evy flights. The process is…

Probability · Mathematics 2015-04-27 Ross A. Maller , Yuguang Fan

Extreme events are by nature rare and difficult to predict, yet are often much more important than frequent, typical events. An interesting counterpoint to the prediction of such events is their retrodiction -- given a process in an outlier…

Probability · Mathematics 2022-11-21 Wesley W. Erickson , Daniel A. Steck

In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L\'evy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale…

Probability · Mathematics 2017-06-19 Pooja Agarwal , Utpal Manna , Debopriya Mukherjee

We investigate the movement patterns of three different Neotropical marsupials in an unfamiliar and risky environment. Animals are released in a matrix from which they try to reach a patch of forest. Their movements, performed on a small…

Quantitative Methods · Quantitative Biology 2019-03-04 B. Ríos-Uzeda , E. Brigatti , M. V. Vieira

The L\'evy walk is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether…

Biological Physics · Physics 2021-07-13 Seongyu Park , Samudrajit Thapa , Yeongjin Kim , Michael A. Lomholt , Jae-Hyung Jeon

Complex physical systems are unavoidably subjected to external environments not accounted for in the set of differential equations that models them. The resulting perturbations are standardly represented by noise terms. We derive conditions…

Adaptation and Self-Organizing Systems · Physics 2019-06-26 Melvyn Tyloo , Robin Delabays , Philippe Jacquod
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