Related papers: On the abrupt change of the maximum likelihood sta…
Metastability appears when a thermodynamic system, such as supercooled water (which is liquid below freezing temperature), lands on the "wrong" side of a phase transition, and remains for a very long time in a state different from its…
When dynamics in a system proceeds under suppressive external bias, the system can undergo an abrupt phase transition, as it occurs for example in the epidemic spreading. Recently, an explosive percolation (EP) model was introduced in line…
There is discussion if traffic displays multiple phases (e.g. laminar, jammed, synchronized) or not. This paper presents evidence that a stochastic car following model, by changing one of its parameters, can be moved from showing two phases…
Sudden transitions in the state of a system are often undesirable in natural and human-made systems. Such transitions under fast variation of system parameters are called rate-induced tipping. We experimentally demonstrate rate-induced…
We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…
Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
Propagation of uncertainty in dynamical systems is a significant challenge. Here we focus on random multiscale ordinary differential equation models. In particular, we study Hopf bifurcation in the fast subsystem for random initial…
Autocatalytic reaction system with a small number of molecules is studied numerically by stochastic particle simulations. A novel state due to fluctuation and discreteness in molecular numbers is found, characterized as extinction of…
We analyst in detail a new approach to the monitoring and forecasting of the onset of transitions in high dimensional complex systems (see Phys. Rev. Lett . vol. 113, 264102 (2014)) by application to the Tangled Nature Model of evolutionary…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…
We study metastability and nucleation for the Blume-Capel model: a ferromagnetic nearest neighbour two-dimensional lattice system with spin variables taking values in -1,0,+1. We consider large but finite volume, small fixed magnetic field…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
The steady state behavior of thermodynamically supercritical natural circulation loops (NCLs) is investigated in this work. Experimental steady state results with supercritical carbon dioxide are presented for reduced pressures in the range…
Previously derived "global" thermodynamic speed limit theorems state that increasing the maximum speed with which a system can evolve between two given probability distributions over its states requires the system to produce more entropy in…
There is a reasonable possibility that the present-day Atlantic Meridional Overturning Circulation is in a bi-stable regime and hence it is relevant to compute probabilities and pathways of noise-induced transitions between the stable…
We study phase transitions of a system of particles on the one-dimensional integer lattice moving with constant acceleration, with a collision law respecting slower particles. This simple deterministic ``particle-hopping'' traffic flow…
Liquid-gas phase transition in statistical mechanics is a long-standing dilemma not yet well explained. In this paper we propose a novel approach to this dilemma, by: 1). Putting forth a new space homogeneity assumption. 2). Giving a new…
A Markov-switching observation-driven model is a stochastic process $((S_t,Y_t))_{t \in \mathbb{Z}}$ where $(S_t)_{t \in \mathbb{Z}}$ is an unobserved Markov chain on a finite set and $(Y_t)_{t \in \mathbb{Z}}$ is an observed stochastic…