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We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…

Dynamical Systems · Mathematics 2016-06-08 Elena Braverman , Conall Kelly , Alexandra Rodkina

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For…

Dynamical Systems · Mathematics 2018-12-24 Susmita Sadhu , Christian Kuehn

In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…

Dynamical Systems · Mathematics 2020-06-24 James MacLaurin

In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokker-Planck equation for the probability density function of…

Dynamical Systems · Mathematics 2018-11-14 Hui Wang , Athanasios Tsiairis , Jinqiao Duan

Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…

Dynamical Systems · Mathematics 2018-03-13 Stilianos Louca

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

Statistical Mechanics · Physics 2007-05-23 Guy Fayolle , Cyril Furtlehner

A parameter estimation method is devised for a slow-fast stochastic dynamical system, where often only the slow component is observable. By using the observations only on the slow component, the system parameters are estimated by working on…

Dynamical Systems · Mathematics 2013-03-20 Jian Ren , Jinqiao Duan

Slowing down phenomena occur in both deterministic and stochastic dynamical systems at the vicinity of phase transitions or bifurcations. An example is found in systems exhibiting a saddle-node bifurcation, which undergo a dramatic time…

Dynamical Systems · Mathematics 2022-02-25 J. Tomás Lázaro , Tomás Alarcón , Carlos Peña , Josep Sardanyés

Recent research on the dynamics of certain fluid dynamical instabilities shows that when there is a slow invariant manifold subject to fast timescale instability the dynamics are extremely sensitive to noise. The behaviour of such systems…

adap-org · Physics 2009-10-30 G. D. Lythe , M. R. E. Proctor

The aim of this article is to highlight the interest to apply Differential Geometry and Mechanics concepts to chaotic dynamical systems study. Thus, the local metric properties of curvature and torsion will directly provide the analytical…

Dynamical Systems · Mathematics 2014-08-11 Jean-Marc Ginoux , Bruno Rossetto

In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…

Systems and Control · Computer Science 2022-09-20 Yuki Nishimura

To obtain explicit understanding of the behavior of dynamical systems, geometrical methods and slow-fast analysis have proved to be highly useful. Such methods are standard for smooth dynamical systems, and increasingly used for continuous,…

Quantitative Methods · Quantitative Biology 2023-10-19 Francesco Montefusco , Morten Gram Pedersen

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

We apply topological methods to the study of the set of harmonic solutions of periodically perturbed autonomous ordinary differential equations on differentiable manifolds, allowing the perturbing term to contain a fixed delay. In the…

Dynamical Systems · Mathematics 2008-10-02 Massimo Furi , Marco Spadini

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

Probability · Mathematics 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

Consider a fast-slow system of ordinary differential equations of the form $\dot x=a(x,y)+\varepsilon^{-1}b(x,y)$, $\dot y=\varepsilon^{-2}g(y)$, where it is assumed that $b$ averages to zero under the fast flow generated by $g$. We give…

Probability · Mathematics 2017-09-01 David Kelly , Ian Melbourne