Related papers: L\'evy on-off intermittency
We address the problem of recognizing alpha-stable Levy distribution with Levy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the…
We study the properties of the probability density function (PDF) of a bistable system driven by heavy tailed white symmetric L\'evy noise. The shape of the stationary PDF is found analytically for the particular case of the L\'evy index…
Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…
Random diffeomorphisms with bounded absolutely continuous noise are known to possess a finite number of stationary measures. We discuss dependence of stationary measures on an auxiliary parameter, thus describing bifurcations of families of…
We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors $K^i$ each of which supports a unique ergodic probability measure $P^i$, which includes in particular the class of…
We study a form of noise-induced intermittence originated by an out of equilibrium process yielding events in time with a survival probability that in the case of an infinitely aged condition coincides with the Mittag-Leffler function. In…
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…
We investigate the linear instability of flows that are stable according to Rayleigh's criterion for rotating fluids. Using Taylor-Couette flow as a primary test case, we develop large Reynolds number matched asymptotic expansion theories.…
Aspects of transition mechanisms on a $14^{\circ}$ sharp-nosed ogive-cylinder at Mach~$6$ are elucidated by considering linear and nonlinear disturbance evolution of freestream stochastic and wave packet forcing at different locations…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In this infill sampling setting, the asymptotic theory gives very surprising results,…
Noise-induced statistical periodicity in a class of one-dimensional maps is studied. We show the existence of statistical periodicity in a modified Lasota-Mackey map and describe the phenomenon in terms of almost cyclic sets. A transition…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
We consider the quantum evolution of classically chaotic systems in contact with surroundings. Based on $\hbar$-scaling of an equation for time evolution of the Wigner's quasi-probability distribution function in presence of dissipation and…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We report measurements and analysis of the voltage noise due the to vortex motion, performed in superconducting Niobium micro-bridges. Noise in such small systems exhibits important changes from the behavior commonly reported in macroscopic…
We describe the resulting spatiotemporal dynamics when a homogeneous equilibrium loses stability in a spatially extended system. More precisely, we consider reaction-diffusion systems, assuming only that the reaction kinetics undergo a…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
We show a noise-induced transition in Josephson junction with fundamental as well as second harmonic. A periodically modulated multiplicative colored noise can stabilize an unstable configuration in such a system. The stabilization of the…