Related papers: Transport Statistics of Bistable Systems
We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…
For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…
The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…
The behavior of the most probable values of the order parameter $x$ and the amplitude $\phi$ of conjugate force fluctuations is studied for a stochastic system with a colored multiplicative noise with absorbing states. The phase diagrams…
We introduce a rigorous framework for stochastic cell transmission models for general traffic networks. The performance of traffic systems is evaluated based on preference functionals and acceptable designs. The numerical implementation…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
In this work, we show that the inverse-$\lambda$ shape in the fundamental diagram of traffic flow can be produced dynamically by a simple nonlinear mesoscopic model with stochastic noises. The proposed model is based on the gas-kinetic…
We analyze the effects of noise on the traveling wave dynamics in neural fields. The noise influences the dynamics on two scales: first, it causes fluctuations in the wave profile, and second, it causes a random shift in the phase of the…
We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…
Stochastic effects significantly influence the dynamics of traffic flows. Many dynamic traffic assignment (DTA) models attempt to capture these effects by prescribing a specific ratio that determines how flow splits across different routes…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
Stochastic mass transport models are usually described by specifying hopping rates of particles between sites of a given lattice, and the goal is to predict the existence and properties of the steady state. Here we ask the reverse question:…
It has been found that noise plays a key role to improve signal transmission in a one-way chain of bistable systems [Zhang et al., Phys. Rev. E 58, 2952 (1998)]. We here show that the signal transmission can be sharply improved without the…
In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
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…
We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a non-zero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in…
We introduce a new model to study the oscillations of opposite flows sharing a common bottleneck and moving on two Totally Asymmetric Simple Exclusion Process (TASEP) lanes. We provide a theoretical analysis of the phase diagram, valid when…