Related papers: Stochasticity and Non-locality of Time
We investigate the effects of the interaction between time-inhomogeneous damping, non-local diffusion, and noise on classical solutions to the Camassa--Holm equations that incorporate these additional factors. Initially, a local-in-time…
What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement draws much attention. Although many efforts have been made,…
We study how environmental stochasticity influences the long-term population size in certain one- and two-species models. The difficulty is that even when one can prove that there is persistence, it is usually impossible to say anything…
Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…
The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…
Dense cold atomic clouds have been shown to be similar to plasmas. Previous studies showed that such clouds exhibit instabilities induced by long-range interactions. However they did not describe the spatial properties of the dynamics. In…
We have analyzed the interplay between noise and periodic spatial modulations in bistable systems outside equilibrium and found that noise is able to increase the spatial order of the system, giving rise to periodic patterns which otherwise…
In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…
We analyze a general theory for coexistence and extinction of ecological communities that are influenced by stochastic temporal environmental fluctuations. The results apply to discrete time (stochastic difference equations), continuous…
Certain intriguing consequences of the discreteness of time on the time evolution of dynamical systems are discussed. In the discrete-time classical mechanics proposed here, there is an {\it arrow of time} that follows from the fact that…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
We demonstrate the existence of noise-induced periodicity (coherence resonance) in both a discrete-time model and a continuous-time model of an excitable neuron. In particular, we show that the effects of noise added to the fast and slow…
While multiple time scales generally arise in the dynamics of disordered systems, we find multiple time scales in absence of disorder, in a simple model with hard local constraints. The dynamics of the model, which consists of local…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
Taking a multidimensional time-homogeneous dynamical system and adding a randomly perturbed time-dependent deterministic signal to some of its components gives rise to a high-dimensional system of stochastic differential equations which is…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We show that intrinsic noise can induce spatio-temporal phenomena such as Turing patterns and travelling waves in a Brusselator model with nonlocal interaction terms. In order to predict and to characterize these quasi-waves we analyze the…
The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…