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Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…

Dynamical Systems · Mathematics 2024-04-16 Alberto Pérez-Cervera , Benjamin Lindner , Peter J. Thomas

We analyze general two-species stochastic models, of the kind generally used for the study of population dynamics. We show that the conditions for the stochastic (microscopic) model to display approximate sustained oscillatory behavior are…

Populations and Evolution · Quantitative Biology 2016-08-14 Sebastián Risau-Gusman , Guillermo Abramson

We investigate instabilities in a stochastic mathematical model of cochlear dynamics. The cochlea is modeled as a spatio-temporal dynamical system made up of a spatially distributed array of coupled oscillators, together with the cochlear…

Biological Physics · Physics 2018-09-10 Maurice Filo , Bassam Bamieh

Coupled, nonlinear oscillators are often studied in applied biology, physics, fluids, and many other disciplines. In this paper, we study a parametrically driven, coupled oscillator system where the individual oscillators are subjected to…

Dynamical Systems · Mathematics 2024-06-19 Andrew McMillan , Yin Lu Young , Mary Robinson

We examine microscopic mechanisms for coupling stochastic oscillators so that they display similar and correlated temporal variations. Unlike oscillatory motion in deterministic dynamical systems, complete synchronization of stochastic…

Quantitative Methods · Quantitative Biology 2009-09-29 Amitabha Nandi , G. Santhosh , R. K. Brojen Singh , Ram Ramaswamy

We study a system of two-mode stochastic oscillators coupled through their collective output. As a function of a relevant parameter four qualitatively distinct regimes of collective behavior are observed. In an extended region of the…

Statistical Mechanics · Physics 2009-11-07 A. Nikitin , Z. Neda , T. Vicsek

We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…

Computational Physics · Physics 2011-09-02 R. K. Brojen Singh

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

Dynamical Systems · Mathematics 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

Optomechanical systems are known to exhibit a rich set of complex dynamical features including various types of chaotic behavior and multi-stability. Although this exotic behavior has attracted an intense research interest, the utilization…

Chaotic Dynamics · Physics 2021-05-19 S. Christou , V. Kovanis , A. E. Giannakopoulos , Y. Kominis

Oscillators are ubiquitous in nature, and usually associated with the existence of an asymptotic phase that governs the long-term dynamics of the oscillator. % We show that asymptotic phase can be estimated using a carefully chosen series…

Dynamical Systems · Mathematics 2022-03-10 Simon Wilshin , Matthew D. Kvalheim , Clayton Scott , Shai Revzen

We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…

Probability · Mathematics 2022-01-26 Zachary P. Adams

For an attracting periodic orbit (limit cycle) of a deterministic dynamical system, one defines the isochron for each point of the orbit as the cross-section with fixed return time under the flow. Equivalently, isochrons can be…

Dynamical Systems · Mathematics 2021-08-24 Maximilian Engel , Christian Kuehn

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Pricing of Securities · Quantitative Finance 2010-10-07 Wolfgang Putschoegl

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

In this study, we estimate parameters in stochastic oscillatory systems by developing a novel cost function. This function incorporates power spectral density, analytic signal, and position crossings, each weighted to capture distinct…

Computational Physics · Physics 2026-04-02 Joseph M. Marcinik , Dzmitry Vaido , Dolores Bozovic

Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…

chao-dyn · Physics 2015-06-24 J. Timmer

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

Phase response curves are important for analysis and modeling of oscillatory dynamics in various applications, particularly in neuroscience. Standard experimental technique for determining them requires isolation of the system and…

Adaptation and Self-Organizing Systems · Physics 2018-09-20 Rok Cestnik , Michael Rosenblum

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan
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