Related papers: Endogenous noise trackers in a Radner equilibrium
In this article we compare the characteristics of two types of the intermittent behavior (type-I intermittency in the presence of noise and eyelet intermittency taking place in the vicinity of the chaotic phase synchronization boundary)…
Regression discontinuity designs assess causal effects in settings where treatment is determined by whether an observed running variable crosses a pre-specified threshold. Here we propose a new approach to identification, estimation, and…
We present a novel microscopic stock market model consisting of a large number of random agents modeling traders in a market. Each agent is characterized by a set of parameters that serve to make iterated predictions of two successive…
We study theoretically entanglement and operator growth in a spin system coupled to an environment, which is modeled with classical dephasing noise. Using exact numerical simulations we show that the entanglement growth and its fluctuations…
We analyse the effects of environmental noise in three different biological systems: (i) mating behaviour of individuals of \emph{Nezara viridula} (L.) (Heteroptera Pentatomidae); (ii) polymer translocation in crowded solution; (iii) an…
Human-robot interaction relies on a noise-robust audio processing module capable of estimating target speech from audio recordings impacted by environmental noise, as well as self-induced noise, so-called ego-noise. While external ambient…
In this note we review several situations in which stochastic PDEs exhibit ergodic properties. We begin with the basic dissipative conditions, as stated by Da Prato and Zabczyk in their classical monograph. Then we describe the singular…
We analyze order-disorder phase transitions driven by noise that occur in two kinds of network models closely related to the self-propelled model proposed by Vicsek et. al. to describe the collective motion of groups of organisms…
Nonautonomous driving of an oscillator has been shown to enlarge the Arnold tongue in parameter space, but little is known about the analogous effect for a network of oscillators. To test the hypothesis that deterministic nonautonomous…
We use the results of a pedestrian tracking experiment to identify a follow-the-leader model for pedestrians walking-in-line. We demonstrate the existence of a time-delay between a subject's response and the predecessor's corresponding…
In this paper, a novel robust output regulation control framework is proposed for the system subject to noise, modeled disturbance and unmodeled disturbance to seek tracking performance and robustness simultaneously. The output regulation…
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…
Using vanilla NeuralODEs to model large and/or complex systems often fails due two reasons: Stability and convergence. NeuralODEs are capable of describing stable as well as instable dynamic systems. Selecting an appropriate numerical…
In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…
We consider a one-dimensional directional array of diffusively coupled oscillators. They are perturbed by the injection of a small additive noise, typically orders of magnitude smaller than the oscillation amplitude, and the system is…
We study the noise delayed decay of unstable nonequilibrium states in nonlinear dynamical systems within the framework of the overdamped Brownian motion model. We give the exact expressions for the decay times of unstable states for…
The evolution of physical systems are often modeled by simple Markovian processes. When settled into stationary states, the probability distributions of such systems are time independent, by definition. However, they do not necessarily fall…
In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining…
We propose a generalized matrix-valued synchronization model which can be regarded as matrix generalization of the classical Winfree model to the special orthogonal group, and we provide several sufficient frameworks leading to the emergent…
Decisions to pursue higher education are not fully explained by economic incentives, with social influence and peer effects playing a crucial, yet dynamically understudied, role. This paper develops a theoretical non-linear dynamics model…