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Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Dynamical Systems · Mathematics 2026-05-22 Charlotte Moser , Nan Chen , Marios Andreou

Slow-fast dynamics and resonant phenomena can be found in a wide range of physical systems, including problems of celestial mechanics, fluid mechanics, and charged particle dynamics. Important resonant effects that control transport in the…

Plasma Physics · Physics 2020-03-18 A. V. Artemyev , A. I. Neishtadt , A. A. Vasiliev

Deterministic chaos is commonly associated with spectral criticality: exponential sensitivity is expected when Jacobian eigenvalues exceed unity in parts of the attractor, producing the local expansion that offsets contraction elsewhere. We…

Chaotic Dynamics · Physics 2026-03-10 D. Sornette , V. R. Saiprasad , V. Troude

The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…

Probability · Mathematics 2019-12-12 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…

Statistical Mechanics · Physics 2024-01-22 Cecile Monthus

Borrowing ideas from open quantum systems, we describe a formalism to encode ensembles of trajectories of classical stochastic dynamics in terms of continuous matrix product states (cMPSs). We show how to define in this approach "biased" or…

Statistical Mechanics · Physics 2016-08-16 Juan P. Garrahan

We study local features, and provide a topological insight into the global structure of the probability density distribution and of the pattern of the optimal paths for large rare fluctuations away from a stable state. In contrast to…

Condensed Matter · Physics 2009-10-22 Mark I. Dykman , Mark M. Millonas , Vadim N. Smelyanskiy

Rotational constraint representing a local external bias generally has non-trivial effect on the critical behavior of lattice statistical models in equilibrium critical phenomena. In order to study the effect of rotational bias in a out of…

Soft Condensed Matter · Physics 2009-11-13 S. B. Santra , S. Ranjita Chanu , D. Deb

Two replicas of spatially extended chaotic systems synchronize to a common spatio-temporal chaotic state when coupled above a critical strength. As a prototype of each single spatio-temporal chaotic system a lattice of maps interacting via…

Chaotic Dynamics · Physics 2008-09-23 M. Cencini , C. J. Tessone , A. Torcini

Chemical reaction networks offer a natural nonlinear generalisation of linear Markov jump processes on a finite state-space. In this paper, we analyse the dynamical large deviations of such models, starting from their microscopic version,…

Statistical Mechanics · Physics 2019-09-04 Alexandre Lazarescu , Tommaso Cossetto , Gianmaria Falasco , Massimiliano Esposito

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…

Probability · Mathematics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Distinguishability and, by extension, observability are key properties of dynamical systems. Establishing these properties is challenging, especially when no analytical model is available and they are to be inferred directly from…

Systems and Control · Electrical Eng. & Systems 2024-06-10 Pierre-François Massiani , Mona Buisson-Fenet , Friedrich Solowjow , Florent Di Meglio , Sebastian Trimpe

Intrinsic instability of trajectories characterizes chaotic dynamical systems. We report here that trajectories can exhibit a surprisingly high degree of stability, over a very long time, in a chaotic dynamical system. We provide a detailed…

Chaotic Dynamics · Physics 2017-07-17 Greg Huber , Marc Pradas , Alain Pumir , Michael Wilkinson

In the field of large deviations for stochastic dynamics, the canonical conditioning of a given Markov process with respect to a given time-local trajectory observable over a large time-window has attracted a lot of interest recently. In…

Statistical Mechanics · Physics 2024-01-24 Cecile Monthus

We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…

Dynamical Systems · Mathematics 2021-12-24 Michal Branicki , Kenneth Uda

Motivated by non-equilibrium phenomena in nature, we study dynamical systems whose time-evolution is determined by non-stationary compositions of chaotic maps. The constituent maps are topologically transitive Anosov diffeomorphisms on a…

Dynamical Systems · Mathematics 2011-12-15 Mikko Stenlund

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Wuping Xin

The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…

Data Analysis, Statistics and Probability · Physics 2014-12-09 Bernd Lehle , Joachim Peinke

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

Statistical Mechanics · Physics 2014-06-03 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann