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Two-points nonlocal problem for the first order differential evolution equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified in assumption that the…

Numerical Analysis · Mathematics 2025-05-06 T. Ju. Bohonova , V. B. Vasylyk

In this paper we find a sufficient condition under which the operator of bisexual population is contraction and show that this condition is not necessary.

Dynamical Systems · Mathematics 2012-04-03 N. N. Ganikhodjaev , U. U. Jamilov

Fractional derivative and delay are important tools in modeling memory properties in the natural system. This work deals with the stability analysis of a fractional order delay differential equation \begin{equation*} D^\alpha x(t)=\delta…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Deepa Gupta

A one dimensional system made up of a compressible fluid and several mechanical oscillators, coupled to the acoustic field in the fluid, is analyzed for different settings of the oscillators array. The dynamical models are formulated in…

Mathematical Physics · Physics 2007-05-23 C. Cacciapuoti , R. Figari , A. Posilicano

We consider the scalar delay differential equation $$ \dot{x}(t)=-x(t)+f_{K}(x(t-1)) $$ with a nondecreasing feedback function $f_{K}$ depending on a parameter $K$, and we verify that a saddle-node bifurcation of periodic orbits takes place…

Dynamical Systems · Mathematics 2019-03-22 Szandra Guzsvány , Gabriella Vas

We study abrupt changes in the dynamics and/or steady state of fermionic dissipative systems produced by small changes of the system parameters. Specifically, we consider open fermionic systems whose dynamics is described by master…

Quantum Physics · Physics 2013-02-18 Birger Horstmann , J. Ignacio Cirac , Géza Giedke

In the present paper we study nonlinear dynamics of quantum quadratic operators (q.q.o) acting on the algebra of $2\times 2$ matrices $\bm_2(\bc)$. First, we describe q.q.o. with Haar state as well as quadratic operators with the…

Functional Analysis · Mathematics 2010-11-11 Farrukh Mukhamedov , Hasan Akin , Seyit Temir , Abduaziz Abduganiev

We study the dissipative dynamics of a two-level system under ultrastrong driving when the frequency and strength of the exciting field exceed significantly the transition frequency. We find three qualitatively different regimes of such…

Mesoscale and Nanoscale Physics · Physics 2016-06-29 A. P. Saiko , R. Fedaruk , S. A. Markevich

In the stochastic volatility models for multivariate daily stock returns, it has been found that the estimates of parameters become unstable as the dimension of returns increases. To solve this problem, we focus on the factor structure of…

Econometrics · Economics 2021-09-16 Yuta Yamauchi , Yasuhiro Omori

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…

Statistical Mechanics · Physics 2025-12-23 Denis S. Goldobin , Lyudmila S. Klimenko , Irina V. Tyulkina , Vasily A. Kostin , Lev A. Smirnov

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

We study the dynamical properties of a broad class of high-dimensional random dynamical systems exhibiting chaotic as well as fixed point and periodic attractors. We consider cases in which attractors can co-exists in some regions of the…

Disordered Systems and Neural Networks · Physics 2026-03-02 Samantha J. Fournier , Pierfrancesco Urbani

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

Dynamical Systems · Mathematics 2021-04-06 M. M. Shumafov , V. B. Tlyachev

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

Statistical Finance · Quantitative Finance 2015-09-30 Yuriy Stepanov , Philip Rinn , Thomas Guhr , Joachim Peinke , Rudi Schäfer

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

A detailed analysis of the stability of equilibriums and bifurcations of the two-dimensional autonomous competitive Lotka-Volterra dynamical system is performed. Necessary and sufficient conditions are determined for equilibriums (without…

General Mathematics · Mathematics 2024-10-25 Danijela Branković , Marija Mikić

Stable distribution is one of the attractive models that well describes fat-tail behaviors and scaling phenomena in various scientific fields. The approach based upon the method of moments yields a simple procedure for estimating stable law…

Methodology · Statistics 2021-06-24 Shinji Kakinaka , Ken Umeno

In this paper, we investigate a system composed of two degenerate wave equations which are connected at one point. By introducing some inequalities on the weighted spaces and employing the frequency domain method, we prove that the system…

Analysis of PDEs · Mathematics 2026-04-08 Ya-nan Sun , Qiong Zhang