Related papers: L\'evy on-off intermittency
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
We study a noise-induced bifurcation in the vicinity of the threshold by using a perturbative expansion of the order parameter, called the Poincar\'e-Lindstedt expansion. Each term of this series becomes divergent in the long time limit if…
We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…
Gene transcriptional regulatory is an inherently noisy process. In this paper, the study of fluctuations in a gene transcriptional regulatory system is extended to the case of L\'evy noise, a kind of non-Gaussian noises which can describe…
The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…
Nonlinear evolution of a continuous spectrum of unstable waves near the first bifurcation point in circular Couette flow has been investigated. The disturbance is represented by a Fourier integral over all possible axial wavenumbers, and an…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…
A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…
We study analytically and numerically the noise-induced transition between an absorbing and an oscillatory state in a Duffing oscillator subject to multiplicative, Gaussian white noise. We show in a non-perturbative manner that a stochastic…
We study the barrier crossing of a particle driven by white symmetric Levy noise of index $\alpha$ and intensity $DD for three different generic types of potentials: (a) a bistable potential; (b) a metastable potential; and (c) a truncated…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading, and an increasing share…
The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for…
Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…
Gene products (RNAs, proteins) often occur at low molecular counts inside individual cells, and hence are subject to considerable random fluctuations (noise) in copy number over time. Not surprisingly, cells encode diverse regulatory…
Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…
Recent experiments on blinking quantum dots and weak turbulence in liquid crystals reveal the fundamental connection between $1/f$ noise and power law intermittency. The non-stationarity of the process implies that the power spectrum is…
We consider the dynamics of an XY spin chain subjected to an external transverse field which is periodically quenched between two values. By deriving an exact expression of the Floquet Hamiltonian for this out-of-equilibrium protocol with…
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 the infill asymptotic setting, where the sampling frequency converges to zero while…