Related papers: Noise Transformation in Nonlinear System with Inte…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
Turbulence is generally associated with universal power-law spectra in scale ranges without significant drive or damping. Although many examples of turbulent systems do not exhibit such an inertial range, power-law spectra may still be…
We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…
The paper deals with the problem of large-time behaviour of trajectories for discrete-time dynamical systems driven by a random noise. Assuming that the phase space is finite-dimensional and compact, and the noise is a Markov process with a…
In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…
In this paper we develop a nonparametric maximum likelihood estimate of the mixing distribution of the parameters of a linear stochastic dynamical system. This includes, for example, pharmacokinetic population models with process and…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the…
Tipping in multistable systems occurs usually by varying the input slightly, resulting in the output switching to an often unsatisfactory state. This phenomenon is manifested in thermoacoustic systems. This thermoacoustic instability may…
In this report, we lay the foundation for amplitude noise and phase noise analysis in nonlinear devices. We build a theoretical framework that helps us to analyze extremely difficult problems which include both nonlinearity and noise of…
Synchronization of coupled oscillators is a paradigm for complexity in many areas of science and engineering. Any realistic network model should include noise effects. We present a description in terms of phase and amplitude deviation for…
The propagation of light through a disordered layered system is studied. It is shown that distribution function of the transmission coefficient phase tends to stationary non-uniform distribution as the number of layers increases. The…
We conjecture that in chaotic quantum systems with escape the intensity statistics for resonance states universally follows an exponential distribution. This requires a scaling by the multifractal mean intensity which depends on the system…
We analyze stability of a system which contains an harmonic oscillator non-linearly coupled to its second harmonic, in the presence of a driving force. It is found that there always exists a critical amplitude of the driving force above…
This paper studies the problem of output regulation for a class of nonlinear systems experiencing matched input disturbances. It is assumed that the disturbance signal is generated by an external autonomous dynamical system. First, we show…
We analyze general enough models of repeated indirect measurements in which a quantum system interacts repeatedly with randomly chosen probes on which Von Neumann direct measurements are performed. We prove, under suitable hypotheses, that…
We study the random processes with non-local memory and obtain new solutions of the Mori-Zwanzig equation describing non-markovian systems. We analyze the system dynamics depending on the amplitudes $\nu$ and $\mu_0$ of the local and…
A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
Nonreciprocal coupling can alter the transport properties of material media, producing striking phenomena such as unidirectional amplification of waves, boundary modes, or self-assembled pattern formation. It is responsible for nonlinear…