Related papers: Structure of Stochastic Dynamics near Fixed Points
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…
Many economic models feature monotone Markov dynamics on state spaces that may be noncompact. Establishing existence, uniqueness, and stability of stationary distributions in such settings has required a patchwork of sufficient conditions,…
Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
We consider a system of particles subjected to a uniform external force E and undergoing random collisions with "virtual" fixed obstacles, as in the Drude model of conductivity. The system is maintained in a nonequilibrium stationary state…
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…
We identify an issue in recent approaches to learning-based control that reformulate systems with uncertain dynamics using a stochastic differential equation. Specifically, we discuss the approximation that replaces a model with fixed but…
The existence of stationary distributions in a multicomponent Boltzmann equation using a non-additive kinetic energy composition rule for binary collisions is discussed. It is found that detailed balance is not achieved when -- in contrast…
A stochastic version of the Noether Theorem is derived for systems under the action of external random forces. The concept of moment generating functional is employed to describe the symmetry of the stochastic forces. The theorem is applied…
Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…
We study the dynamics of a one-dimensional lattice model of hard core bosons which is initially in a superfluid phase with a current being induced by applying a twist at the boundary. Subsequently, the twist is removed and the system is…
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 propose a modified version of the Tomlinson model for static friction between two chains of beads. We introduce disorder in terms of vacancies in the chain, and distribute the remaining beads in a scale invariant way. For this we utilize…
In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…
We study the Boltzmann equation for a space-homogeneous gas of inelastic hard spheres, with a diffusive term representing a random background forcing. Under the assumption that the initial datum is a nonnegative $L^2$ function, with bounded…
Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…
In this paper I show how the statistics of the gravitational field is changed when the system is characterized by a non-uniform distribution of particles. I show how the distribution functions W(dF/dt) giving the joint probability that a…
We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…
We study a general mass transport model on an arbitrary graph consisting of $L$ nodes each carrying a continuous mass. The graph also has a set of directed links between pairs of nodes through which a stochastic portion of mass, chosen from…
We study a generic class of inelastic soft sphere models with a binary collision rate $g^\nu$ that depends on the relative velocity $g$. This includes previously studied inelastic hard spheres ($\nu=1$) and inelastic Maxwell molecules…