Related papers: Short-time dynamics in active systems: the Vicsek …
Nonequilibrium steady states of vibrated inelastic frictionless spheres are investigated in quasi-two-dimensional confinement via molecular dynamics simulations. The phase diagram in the density-amplitude plane exhibits a fluidlike…
In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…
This paper considers the equilibrium-free stability and performance analysis of discrete-time nonlinear systems. We consider two types of equilibrium-free notions. Namely, the universal shifted concept, which considers stability 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…
The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
We consider a model for substrate-depletion oscillations in genetic systems, based on a stochastic differential equation with a slowly evolving external signal. We show the existence of critical transitions in the system. We apply two…
Vector fields that are discontinuous on codimension-one surfaces are known as Filippov systems and can have attracting periodic orbits involving segments that are contained on a discontinuity surface of the vector field. In this paper we…
Stochastic epidemic models, generally more realistic than deterministic counterparts, have often been seen too complex for rigorous mathematical analysis because of level of details it requires to comprehensively capture the dynamics of…
Statistical models provide a powerful and useful class of approximations for calculating reaction rates by bypassing the need for detailed, and often difficult, dynamical considerations. Such approaches invariably invoke specific…
Extreme events represent a challenge to natural as well as man-made systems. For critical infrastructure like power grids, we need to understand their resilience against large disturbances. Recently, new measures of the resilience of…
We present extensive numerical simulations of a family of non-equilibrium Potts models with absorbing states that allows for a variety of scenarios, depending on the number of spin states and the range of the spin-spin interactions. These…
We study critical properties of the relaxation time at a threshold point in switching processes between bistable states under change of external fields. In particular, we investigate the relaxation processes near the spinodal point of the…
This article introduces a dynamic spatiotemporal stochastic volatility (SV) model with explicit terms for the spatial, temporal, and spatiotemporal spillover effects. Moreover, the model includes time-invariant site-specific constant…
Motivated by a real problem in steel production, we introduce and analyze a general class of singularly perturbed linear hybrid systems with both switches and impulses, in which the slow or fast nature of the variables can be…
Existing short term voltage stability (STVS) methods typically address either voltage oscillations or delayed voltage recovery; however, the coexistence of both phenomena has not been adequately covered in the literature. Moreover, existing…
The Vicsek model for the self-propelled particles is investigated with the respect to the introduction of the stochastic perturbation of the dynamics. It is shown that such a dependence can be thought in terms of the isomorphism of the…
We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…
A nonlinear dynamical system model that approximates a microscopic Gibbs field model for the yielding of a viscoplastic material subjected to varying external stress recently reported in [1] is presented. The predictions of the model are in…
Using hydrodynamic approach, it is shown that the properties of a marginally stable collisionless stellar disc resemble those of a thermodynamic system undergoing a gas--liquid phase transition. The maximum in Toomre's stability diagram,…