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Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…
In this short note, we discuss the basic approach to computational modeling of dynamical systems. If a dynamical system contains multiple time scales, ranging from very fast to slow, computational solution of the dynamical system can be…
An Ising spin system under the critical temperature driven by a dichotomous Markov noise (magnetic field) with a finite correlation time is studied both numerically and theoretically. The order parameter exhibits a transition between two…
The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the…
We analyze the complexity of classically simulating continuous-time dynamics of locally interacting quantum spin systems with a constant rate of entanglement breaking noise. We prove that a polynomial time classical algorithm can be used to…
We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…
We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…
We construct a framework for the study of fluctuations in the nonequilibrium relaxation of glassy systems with and without quenched disorder. We study two types of two-time local correlators with the aim of characterizing the heterogeneous…
In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an…
This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…
We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…
We consider a nonlinear pendulum whose suspension point undergoes stochastic vibrations in its plane of motion. Stochastic vibrations are constructed by stochastic differential equations with random periodic solutions. Averaging over these…
We investigate the dynamics of chaotic trajectories in simple yet physically important Hamiltonian systems with non-hierarchical borders between regular and chaotic regions with positive measures. We show that the stickiness to the border…
We consider the $d$-dimensional transverse-field Ising model with power-law interactions $J/r^{d+\sigma}$ in the presence of a noisy longitudinal field with zero average. We study the longitudinal-magnetization dynamics of an initial…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…
In the present paper we propose a coupled multigrid method for generalized Stokes flow problems. Such problems occur as subproblems in implicit time-stepping approaches for time-dependent Stokes problems. The discretized Stokes system is a…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
We consider a stochastic individual based model where each predator searches during a random time and then manipulates its prey or rests. The time distributions may be non-exponential. An age structure allows to describe these interactions…