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Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…
The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…
Finite-size fluctuations arising in the dynamics of competing populations may have dramatic influence on their fate. As an example, in this article, we investigate a model of three species which dominate each other in a cyclic manner.…
Non-particulate continuum descriptions allow for computationally efficient modeling of suspension flows at scales that are inaccessible to more detailed particulate approaches. It is well known that the presence of particles influences the…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…
In microscopic mechanical systems interactions between elastic structures are often mediated by the hydrodynamics of a solvent fluid. At microscopic scales the elastic structures are also subject to thermal fluctuations. Stochastic…
Fluctuations are inherent to biological systems, arising from the stochastic nature of molecular interactions, and influence various aspects of system behavior, stability, and robustness. These fluctuations can be categorized as intrinsic,…
We show that the flocking transition in the Vicsek model is best understood as a liquid-gas transition, rather than an order-disorder one. The full phase separation observed in flocking models with Z2 rotational symmetry is, however,…
Particle transport in complex environments such as the interior of living cells is often (transiently) non-Fickian or anomalous, that is, it deviates from the laws of Brownian motion. Such anomalies may be the result of small-scale…
A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…
On microscopic and mesoscopic scales, plastic flow of crystals is characterized by large intrinsic fluctuations. Deformation by crystallographic slip occurs in a sequence of intermittent bursts ('slip avalanches') with power-law size…
In a previous work, we presented a model that integrates cancer cell differentiation and immunotherapy, analysing a particular therapy against cancer stem cells by cytotoxic cell vaccines. As every biological system is exposed to random…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…