Related papers: Stochastic Chaos and Predictability in Laboratory …

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

A stochastic model is here introduced to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is…

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…

Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…

Elucidating the interplay of defect and stress at the microscopic level is a fundamental physical problem that has strong connection with materials science. Here, based on the two-dimensional crystal model, we show that the instability mode…

Seismic faults release the stress accumulated during tectonic movement through rapid ruptures or slow slip events. The slow slip events play a crucial role in the seismic cycle as they impact the occurrence of earthquakes. However, the…

We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…

We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…

The behavior of interacting populations typically displays irregular temporal and spatial patterns that are difficult to reconcile with an underlying deterministic dynamics. A classical example is the heterogeneous distribution of plankton…

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…

The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

Numerical simulations and a mean-field analysis of a sandpile model of earthquake aftershocks in 1d, 2d and 3d euclidean lattices determine that the average stress decays in a punctuated fashion after a main shock, with events occurring at…

Mechanical deformation of amorphous solids can be described as consisting of an elastic part in which the stress increases linearly with strain, up to a yield point at which the solid either fractures or starts deforming plastically. It is…

We present an overview of our ongoing studies of the rich dynamical behavior of the uniform, deterministic Burridge--Knopoff model of an earthquake fault. We discuss the behavior of the model in the context of current questions in…

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…

A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…

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…