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Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
A mean-field model of Ising spin glass with the Hamiltonian being a sum of the infinite-range ferromagnetic and random antiferromagnetic interactions is studied. It is shown that this model has phase transition in external magnetic field…
An analysis of instability dynamics in a stochastic magnetic field is presented for the tractable case of the resistive interchange. Externally prescribed static magnetic perturbations convert the eigenmode problem to a stochastic…
The human cortex is never at rest but in a state of sparse and noisy neural activity that can be detected at broadly diverse resolution scales. It has been conjectured that such a state is best described as a critical dynamical process --…
Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard…
The zero-temperature dynamics of simple models such as Ising ferromagnets provides, as an alternative to the mean-field situation, interesting examples of dynamical systems with many attractors (absorbing configurations, blocked…
We consider the acoustic flow field of rotationally symmetric systems, like an annular combustor and the flow in a round duct, in absence of a mean azimuthal flow field. We focus on azimuthal instabilities, which manifest as either spinning…
We propose a statistical mechanics approach to a coevolving spin system with an adaptive network of interactions. The dynamics of node states and network connections is driven by both spin configuration and network topology. We consider a…
Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…
In realistic disordered systems, such as the Edwards-Anderson (EA) spin glass, no order parameter, such as the Parisi overlap distribution, can be both translation-invariant and non-self-averaging. The standard mean-field picture of the EA…
Many interesting phenomena in nature are described by stochastic processes with irreversible dynamics. To model these phenomena, we focus on a master equation or a Fokker-Planck equation with rates which violate detailed balance. When the…
We search for steady states in a class of fluctuating and driven physical systems that exhibit sustained currents. We find that the physical concept of a steady state, well known for systems at equilibrium, must be generalised to describe…
Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…
The mean-field thermodynamic limit is studied for a class of isolated Newtonian N-body systems whose Hamiltonian admits several invariants of motion. It is shown that the macrostates of individual members of a statistical equilibrium…
We explore the synchronization phenomenon in the quantum few-body system of spins with the non-local dissipation. Without the external driving, we find that the system can exhibit stable oscillatory behaviors in the long-time dynamics…
The problem of the insensitivity of the macroscopic behavior of any thermodynamical system to partitioning generates a bias between the reproducibility of its macroscopic behavior viewed as the simplest form of causality and its long-term…
Synchronization is a ubiquitous phenomenon occurring in social, biological, and technological systems when the internal rhythms of their constituents are adapted to be in unison as a result of their coupling. This natural tendency towards…
Quantum-Induced Stochastic Dynamics arises from the coupling between a classical system and a quantum environment. Unlike standard thermal reservoirs, this environment acts as a dynamic bath, capable of simultaneously exchanging heat and…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…