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We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

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…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…

Optimization and Control · Mathematics 2020-04-30 Daniel Adrian Maldonado , Vishwas Rao , Mihai Anitescu , Vivak Patel

We consider a slow-fast Hamiltonian system with one fast angular variable (a fast phase) whose frequency vanishes on some surface in the space of slow variables (a resonant surface). Systems of such form appear in the study of dynamics of…

Dynamical Systems · Mathematics 2022-12-29 Yuyang Gao , Anatoly Neishtadt , Alexey Okunev

Networks of coupled nonlinear oscillators can display a wide range of emergent behaviours under variation of the strength of the coupling. Network equations for pairs of coupled oscillators where the dynamics of each node is described by…

Dynamical Systems · Mathematics 2023-10-05 Rachel Nicks , Robert Allen , Stephen Coombes

In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and…

Numerical Analysis · Mathematics 2021-01-12 Raffaele D'Ambrosio , Carmela Scalone

Chains of resonators in the form of spring-mass systems have long been known to exhibiting interesting properties such as band gaps. Such features can be leveraged to manipulate the propagation of waves such as the filtering of specific…

Optimization and Control · Mathematics 2022-01-14 Seyed Saeed Ahmadisoleymani , Samy Missoum

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…

Analysis of PDEs · Mathematics 2022-02-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams , Shouhong Wang

We address the problem of steering the phase distribution of oscillators all receiving the same control input to a given target distribution. In a large population limit, the distribution of oscillators can be described by a probability…

Systems and Control · Electrical Eng. & Systems 2025-07-30 Kaito Ito , Haruhiro Kume , Hideaki Ishii

We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…

Pattern Formation and Solitons · Physics 2015-04-21 Daniel Poll , Zachary P. Kilpatrick

The model of a double-well oscillator with nonlinear dissipation is studied. The self-sustained oscillations regime and the excitable one are described. The first regime consists in the coexistence of two stable limit cycles in the phase…

Adaptation and Self-Organizing Systems · Physics 2017-05-10 Vladimir V. Semenov

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

Using the Euler-Maruyama numerical method, we present calculations of the Ermakov-Lewis invariant and the dynamic, geometric, and total phases for several cases of stochastic parametric oscillators, including the simplest case of the…

Chaotic Dynamics · Physics 2014-10-22 E. Cervantes-Lopez , P. B. Espinoza , A. Gallegos , H. C. Rosu

The long-term dynamics of many dynamical systems evolve on an attracting, invariant "slow manifold" that can be parameterized by a few observable variables. Yet a simulation using the full model of the problem requires initial values for…

Computational Physics · Physics 2007-05-23 C. W. Gear , T. J. Kaper , I. G. Kevrekidis , A. Zagaris

We introduce a new method for reducing phase noise in oscillators, thereby improving their frequency precision. The noise reduction device consists of a pair of coupled nonlinear resonating elements that are driven parametrically by the…

Mesoscale and Nanoscale Physics · Physics 2012-07-18 Eyal Kenig , M. C. Cross , Ron Lifshitz , R. B. Karabalin , L. G. Villanueva , M. H. Matheny , M. L. Roukes

Estimation of stochastic processes evolving in a random environment is of crucial importance for example to predict aircraft trajectories evolving in an unknown atmosphere. For fixed parameter, interacting particle systems are a convenient…

Probability · Mathematics 2015-03-26 Cécile Ichard , Christelle Vergé

We study a noisy oscillator with pulse delayed feedback, theoretically and in an electronic experimental implementation. Without noise, this system has multiple stable periodic regimes. We consider two types of noise: i) phase noise acting…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Vladimir Klinshov , Dmitry Shchapin , Otti D'Huys

In arXiv:1004.1407, Flandoli, Gubinelli, and Priola proposed a stochastic variant of the classical point vortex system of Helmholtz and Kirchoff in which multiplicative noise of transport-type is added to the dynamics. An open problem in…

Probability · Mathematics 2020-11-25 Matthew Rosenzweig

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Quantitative Methods · Quantitative Biology 2015-06-01 Leandro M. Alonso