Related papers: Properties of stationary cyclical processes
As the motions of nonconservative autonomous systems are typically not periodic, the definition of nonlinear modes as periodic motions cannot be applied in the classical sense. In this paper, it is proposed 'make the motions periodic' by…
In this paper, we study stochastic stability of a dynamical system with shadowing property, which evolves under small random perturbation. We prove that time averages along the pseudo-trajectory converge with respect to stationary measure…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
We develop methodology allowing to simulate a stationary functional time series defined by means of its spectral density operators. Our framework is general, in that it encompasses any such stationary functional time series, whether linear…
We address a simple connection between results of Hamiltonian nonlinear dynamical theory and thermostatistics. Using a properly defined dynamical temperature in low-dimensional symplectic maps, we display and characterize long-standing…
Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…
Interest in functional time series has spiked in the recent past with papers covering both methodology and applications being published at a much increased pace. This article contributes to the research in this area by proposing a new…
Consider a stochastic process $\{X(t)\}$ on a finite state space $ {\sf X}=\{1,\dots, d\}$. It is conditionally Markov, given a real-valued `input process' $\{\zeta(t)\}$. This is assumed to be small, which is modeled through the scaling,…
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We consider a one-dimensional stationary time series of fixed duration $T$. We investigate the time $t_{\rm m}$ at which the process reaches the global maximum within the time interval $[0,T]$. By using a path-decomposition technique, we…
The analysis of the dynamics of a large class of excitable systems on locally tree-like networks leads to the conclusion that at $\lambda=1$ a continuous phase transition takes place, where $\lambda$ is the largest eigenvalue of the…
The higher dimensional autoregressive models would describe some of the econometric processes relatively generically if they incorporate the heterogeneity in dependence on times. This paper analyzes the stationarity of an autoregressive…
Different time-discretization methods for equivalent-control based sliding mode control (ECB-SMC) are presented. A new discrete-time sliding mode control scheme is proposed for linear time-invariant (LTI) systems. It is error-free in the…
The periodogram is a widely used tool to analyze second order stationary time series. An attractive feature of the periodogram is that the expectation of the periodogram is approximately equal to the underlying spectral density of the time…
We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…
Many complex systems can spontaneously oscillate under non-periodic forcing. Such self-oscillators are commonplace in biological and technological assemblies where temporal periodicity is needed, such as the beating of a human heart or the…
We investigate a lattice scalar field theory in the presence of a bias favouring the establishment of an energy current, as a model for stationary nonequilibrium processes at low temperature in a non-integrable system. There is a transition…
We analyze a steady-state thermoelectric engine, whose working substance consists of two capacitively coupled quantum dots. One dot is tunnel-coupled to a hot reservoir serving as a heat source, the other one to two electrically biased…