Related papers: Explicit formulas for the Variance of the State of…
The synchronization of power generators is an important condition for the proper functioning of a power system, in which the fluctuations in frequency and the phase angle differences between the generators are sufficiently small when…
The synchronization stability of a complex network system of coupled phase oscillators is discussed. In case the network is affected by disturbances, a stochastic linearized system of the coupled phase oscillators may be used to determine…
The propagation of a state vector is governed by a set of time-invariant state transition matrices that switch arbitrarily between two values. The evolution of the state is also perturbed by white Gaussian noise with a variance that…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…
The aim of this paper is to investigate complex dynamic networks which can model high-voltage power grids with renewable, fluctuating energy sources. For this purpose we use the Kuramoto model with inertia to model the network of power…
For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For…
Stochastic power fluctuation in a fiber optic system due to the interplay among dispersion, nonlinearity and partial coherence of the source is investigated. An analytical expression for the power fluctuation of a signal pulse due to its…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
Forced oscillation (FO) is a significant concern threating the power system stability. Its mechanisms are mostly studied via linear models. However, FO amplitude is increasing, e.g., Nordic and Western American FOs, which can stimulate…
A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…
Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
Power system coherency refers to the phenomenon that machines in a power network exhibit similar frequency responses after disturbances, and is foundational for model reduction and control design. Despite abundant empirical observations,…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…