Related papers: Metastability in simple climate models: Pathwise a…
Here we use a very simple conceptual model in an attempt to reduce essential parts of the complex nonlinearity of abrupt glacial climate changes (the so-called Dansgaard-Oeschger events) to a few simple principles, namely (i) a threshold…
The complex Langevin method is a promising approach to the complex-action problem based on a fictitious time evolution of complexified dynamical variables under the influence of a Gaussian noise. Although it is known to have a restricted…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
Metastability in open system dynamics describes the phenomena of initial relaxation to longlived metastable states before decaying to the asymptotic stable states. It has been predicted in continuous-time stochastic dynamics of both…
Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
The modelling of small-scale processes is a major source of error in climate models, hindering the accuracy of low-cost models which must approximate such processes through parameterization. Red noise is essential to many operational…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
A system of stochastic differential equations is formulated describing the heat and salt content of a two-box ocean. Variability in the heat and salt content and in the thermohaline circulation between the boxes is driven by fast Gaussian…
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…
We present a data-driven framework based on Lyapunov theory to provide stability guarantees for a family of hybrid systems. In particular, we are interested in the asymptotic stability of switching linear systems whose switching sequence is…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…
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…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…
For a wide range of values of the incoming solar radiation, the Earth features at least two attracting states, which correspond to competing climates. The warm climate is analogous to the present one; the snowball climate features global…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…
The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…
In this paper we establish the meta-stability of travelling waves for a class of reaction-diffusion equations forced by a multiplicative noise term. In particular, we show that the phase-tracking technique developed in…