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This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…

Neurons and Cognition · Quantitative Biology 2024-12-05 Junbin Qiu , Haiping Huang

In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…

comp-gas · Physics 2009-10-28 Alberto Suarez , Jean Pierre Boon , Patrick Grosfils

Limit theorems for a linear dynamical system with random interactions are established. These theorems enable us to characterize the dynamics of a large complex system in details and assess whether a large complex system is stable or…

Mathematical Physics · Physics 2011-11-10 J. F. Feng , M. Shcherbina , B. Tirozzi

Two-dimensional driven dissipative flows are generally integrable via a conservation law that is singular at equilibria. Nonintegrable dynamical systems are confined to n*3 dimensions. Even driven-dissipative deterministic dynamical systems…

Statistical Mechanics · Physics 2015-06-24 J. L. McCauley

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona--Lasinio , C. Landim

Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…

Dynamical Systems · Mathematics 2009-11-13 A. J. Roberts

In nature self-organized systems as flock of birds, school of fishes or herd of sheeps have to deal with the presence of external agents such as predators or leaders which modify their internal dynamic. Such situations take into account a…

Biological Physics · Physics 2012-10-15 Giacomo Albi , Lorenzo Pareschi

We provide evidence of an extreme form of sensitivity to initial conditions in a family of one-dimensional self-ruling dynamical systems. We prove that some hyperchaotic sequences are closed-form expressions of the orbits of these…

Chaotic Dynamics · Physics 2017-09-07 L. Trujillo , A. Meyroneinc , K. Campos , O. Rendon , L. Di G. Sigalotti

We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic…

Statistical Mechanics · Physics 2013-12-04 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

A mechanical system is presented exhibiting a non-deterministic singularity, that is, a point in an otherwise deterministic system where forward time trajectories become non-unique. A Coulomb friction force applies linear and angular forces…

Dynamical Systems · Mathematics 2015-06-18 Robert Szalai , Mike R. Jeffrey

These lecture notes can be read in two ways. The first two Sections contain a review of the phenomenology of several physical systems with slow nonequilibrium dynamics. In the Conclusions we summarize the scenario derived from the solution…

Condensed Matter · Physics 2007-05-23 Leticia F. Cugliandolo

Equation-free methods make possible an analysis of the evolution of a few coarse-grained or macroscopic quantities for a detailed and realistic model with a large number of fine-grained or microscopic variables, even though no equations are…

Dynamical Systems · Mathematics 2014-02-04 Christian Marschler , Jan Sieber , Poul G. Hjorth , Jens Starke

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

We analyze the large-scale dynamics of vortex lattices and charge density waves driven in a disordered potential. Using a perturbative coarse-graining procedure we present an explicit derivation of non-equilibrium terms in the renormalized…

Statistical Mechanics · Physics 2009-10-30 Stefan Scheidl , Valerii M. Vinokur

Most car-following models show a transition from laminar to ``congested'' flow and vice versa. Deterministic models often have a density range where a disturbance needs a sufficiently large critical amplitude to move the flow from the…

Statistical Mechanics · Physics 2007-05-23 Kai Nagel , Christopher Kayatz , Peter Wagner

We propose two different macroscopic dynamics to describe the decay of metastable phases in many-particle systems with local interactions. These dynamics depend on the macroscopic order parameter $m$ through the restricted free energy…

Condensed Matter · Physics 2016-08-31 J. Lee , M. A. Novotny , P. A. Rikvold

We introduce microscopic and macroscopic stochastic traffic models including traffic accidents. The microscopic model is based on a Follow-the-Leader approach whereas the macroscopic model is described by a scalar conservation law with…

Probability · Mathematics 2021-11-19 Simone Göttlich , Thomas Schillinger

We investigate a stochastic model hierarchy for pedestrian flow. Starting from a microscopic social force model, where the pedestrians switch randomly between the two states stop-or-go, we derive an associated macroscopic model of…

Probability · Mathematics 2019-12-13 Simone Göttlich , Stephan Knapp , Peter Schillen

In nonequilibrium thermodynamics macroscopic entropy creation plays an important role. Here we study, from various viewpoints, its relation with the phase space contraction, which has been recently proposed as an apparently alternative…

Statistical Mechanics · Physics 2007-05-23 Giovanni Gallavotti