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The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…

Statistical Mechanics · Physics 2009-11-07 Alan McKane , Martin Tarlie

We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…

Statistical Mechanics · Physics 2009-11-10 Fulvio Baldovin , Luis G. Moyano , Ana P. Majtey , Alberto Robledo , Constantino Tsallis

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…

Probability · Mathematics 2020-12-16 Michael Salins , Konstantinos Spiliopoulos

In pattern forming systems such as Rayleigh-Benard convection or directional solidification, a large number of linearly stable, patterned steady states exist when the basic, simple steady state is unstable. Which of these steady states will…

patt-sol · Physics 2009-10-28 Douglas A. Kurtze

Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…

Statistical Mechanics · Physics 2008-01-04 Jeffrey B. Weiss

A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…

Chaotic Dynamics · Physics 2026-04-28 Taylor Smith , Andreas Morr , Christof Schötz , Niklas Boers

The effect caused by the presence of a number of distinct time scales in a simple stochastic model for the Earth's atmosphere temperature fluctuations is studied. The model is described by a dissipative dynamics consisting of a set of…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Arturo Berrones

Stochastic bistable systems whose stationary distributions belong to the q-exponential family are investigated using two approaches: (i) the Langevin model subjected to additive and quadratic multiplicative noise, and (ii) the…

Statistical Mechanics · Physics 2010-08-31 Yoshihiko Hasegawa , Masanori Arita

In this paper we describe the solution of a stochastic bistable system from a dynamical perspective. We show how a single framework with variable noise can explain hysteresis at zero temperature and two-state coexistence in the presence of…

Statistical Mechanics · Physics 2019-11-25 Mahendra K. Verma , Abhishek Kumar , Adhip Pattanayak

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

In this work, we study the impact of non-Gaussian alpha-stable Levy motion on transitions between metastable equilibrium states (or attractors) in a stochastic Stommel two-box model for thermohaline circulation (THC). By maximizing the…

Atmospheric and Oceanic Physics · Physics 2019-04-29 Daniel Tesfay , Pingyuan Wei , Yayun Zheng , Jinqiao Duan , Jurgen Kurth

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

Statistical Mechanics · Physics 2018-06-06 A. Tamm , M. Caro , A. Caro , G. Samolyuk , M. Klintenberg , A. A. Correa

Ultrafast disordering observed after photo-excitation challenges the conventional picture of photo-induced transitions where symmetry-breaking takes place along a single collective coordinate. We propose that key spectroscopic signatures of…

Strongly Correlated Electrons · Physics 2025-07-31 Francesco Valiera , Antonio Picano , Martin Eckstein

Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…

Machine Learning · Statistics 2025-05-13 Abhijith Jayakumar , Andrey Y. Lokhov , Sidhant Misra , Marc Vuffray

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

This paper investigates the mathematical modeling and the stability of multi-lane traffic in the microscopic scale, studying a model based on two interaction terms. To do this we propose simple lane changing conditions and we study the…

Classical Analysis and ODEs · Mathematics 2023-12-05 Matteo Piu , Gabriella Puppo

We study analytically the dynamics of two-dimensional rectangular lattices with periodic boundary conditions. We consider anisotropic initial data supported on one low-frequency Fourier mode. We show that, in the continuous approximation,…

Dynamical Systems · Mathematics 2021-04-23 Matteo Gallone , Stefano Pasquali