Related papers: Stochastic bifurcation in economic growth model dr…
A new model that combines economic growth rate fluctuations at the microscopic and macroscopic level is presented. At the microscopic level, firms are growing at different rates while also being exposed to idiosyncratic shocks at the firm…
Bifurcation analysis has many applications in different scientific fields, such as electronics, biology, ecology, and economics. In population biology, deterministic methods of bifurcation are commonly used. In contrast, stochastic…
With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the wide applications of…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…
In this letter we present a stochastic dynamic model which can explain economic cycles. We show that the macroscopic description yields a complex dynamical landscape consisting of multiple stable fixed points, each corresponding to a split…
Literature is full of inference techniques developed to estimate the parameters of stochastic dynamical systems driven by the well-known Brownian noise. Such diffusion models are often inappropriate models to properly describe the dynamics…
L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…
Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian character of the noise term describing interaction of the analyzed system with its complex surroundings. An additional assumption about the…
This paper concerns the effects of additive non-Gaussian L\'evy noises on the pitchfork bifurcation. We consider two types of noises, $\alpha$-stable process and the truncated process. Under both $\alpha$-stable process and the truncated…
Stochastic resonance phenomenon induced by non-Gaussian L\'evy noise in a second-order bistable system is investigated. The signal-noise-ratio for different parameters is computed by an efficient numerical scheme. The influences of the…
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
We study a generalised model of population growth in which the state variable is population growth rate instead of population size. Stochastic parametric perturbations, modelling phenotypic variability, lead to a Langevin system with two…
Trust is the invisible glue that holds together the fabric of societies, economic systems, and political institutions. Yet, its dynamics-especially in real-world settings remain unpredictable and difficult to control. While classical trust…
We propose and study a shifted SICA epidemic model, extending the one of Silva and Torres (2017) to the stochastic setting driven by both Brownian motion processes and jump L\'evy noise. L\'evy noise perturbations are usually ignored by…
Gene transcriptional regulatory is an inherently noisy process. In this paper, the study of fluctuations in a gene transcriptional regulatory system is extended to the case of L\'evy noise, a kind of non-Gaussian noises which can describe…
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…
We study stochastic bifurcation for a system under multiplicative stable Levy noise (an important class of non-Gaussian noise), by examining the qualitative changes of equilibrium states in its most probable phase portraits. We have found…
Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…
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…