Related papers: Discriminating dynamical from additive noise in th…

A new type of noised-induced phase transitions that should occur in systems of elements with motivated behavior is considered. By way of an example, a simple oscillatory system {x,v} with additive white noise is analyzed numerically. A…

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

This paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates…

We study the relationship between dynamical properties and interaction patterns in complex oscillator networks in the presence of noise. A striking finding is that noise leads to a general, one-to-one correspondence between the dynamical…

We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…

We describe methods for proving upper and lower bounds on infinite-time averages in deterministic dynamical systems and on stationary expectations in stochastic systems. The dynamics and the quantities to be bounded are assumed to be…

We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components pure white noise. To avoid the modelling of noise, we…

We consider the stationary measure of the dissipative dynamical system in a finite volume. A finite dissipation, however small, generally makes the measure singular, while at zero dissipation the measure is constant. Thus dissipative part…

We consider the effect of noise on the dynamics generated by volume-preserving maps on a d-dimensional torus. The quantity we use to measure the irreversibility of the dynamics is the dissipation time. We focus on the asymptotic behaviour…

In this paper we introduce a class of non uniformly expanding random dynamical system with additive noise and we prove a BV estimate between the stationary measure and the quasistationary measure of the system. Furthermore, we use these…

Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…

Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall.…

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

Economic model predictive control and tracking model predictive control are two popular advanced process control strategies used in various of fields. Nevertheless, which one should be chosen to achieve better performance in the presence of…

The noise of signals or currents consisting from a sequence of pulses, elementary events or moving discrete objects (particles) is analyzed. A simple analytically solvable model is investigated in detail both analytically and numerically.…

The notions of noise sensitivity and stability were recently extended for the voter model. In this model, the vertices of a graph have opinions that are updated by uniformly selecting edges. We further extend stability results to different…

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

Residual variance and the signal-to-noise ratio are important quantities in many statistical models and model fitting procedures. They play an important role in regression diagnostics, in determining the performance limits in estimation and…

A central challenge in computational modeling of dynamic biological systems is parameter inference from experimental time course measurements. However, one would not only like to infer kinetic parameters but also study their variability…