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We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
By means of a finite elements technique we solve numerically the dynamics of an amorphous solid under deformation in the quasistatic driving limit. We study the noise statistics of the stress-strain signal in the steady state plastic flow,…
Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature non…
We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
We study the effective stochastic dynamics of a semiclassical probe induced by linear optomechanical interactions with a quantum oscillator. Quantum fluctuations lead to state-dependent non-equilibrium noise, which is exponentially enhanced…
Complex physical systems are unavoidably subjected to external environments not accounted for in the set of differential equations that models them. The resulting perturbations are standardly represented by noise terms. We derive conditions…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
Stochastic forces are usually postulated or obtained by eliminating environmental degrees of freedom. Here we identify a variational origin: fluctuating endpoint data in Hamilton's principle induce fluctuations of the on-shell action.…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
We present and analyze a simplified stochastic $\alpha \Omega -$dynamo model which is designed to assess the influence of additive and multiplicative noises, non-normality of dynamo equation, and nonlinearity of the $\alpha -$% effect and…
The problem of velocity selection for reaction fronts has been intensively investigated, leading to the successful marginal stability approach for propagation into an unstable state. Because the front velocity is controlled by the leading…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
This study investigates the interplay between a high-frequency external forcing and the intrinsic dynamics of a quantum nonlinear parametric oscillator. To analyze this system, classical equations of motion of the averages of quantum…
The operation of power systems is affected by diverse technical, economic and social factors. Social behaviour determines load patterns, electricity markets regulate the generation and weather-dependent renewables introduce power…
Azimuthal instabilities occur in rotationally symmetric systems, either as spinning (rotating) waves or standing waves. We make use of a novel ansatz to derive a differential equation characterizing the state of these instabilities in terms…
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…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…