相关论文: Orbits in a stochastic Goodwin-Lotka-Volterra mode…

We introduce and study a non-equilibrium continuous-time dynamical model of the price of a single asset traded by a population of heterogeneous interacting agents in the presence of uncertainty and regulatory constraints. The model takes…

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

In this article, we study the behaviour of discrete one-dimensional dynamical systems associated to functions on finite sets. We formalise the global orbit pattern formed by all the periodic orbits (gop) as the ordered set of periods when…

In this letter we study a reference model in theoretical ecology, the disordered Lotka-Volterra model for ecological communities, in the presence of finite demographic noise. Our theoretical analysis, which takes advantage of a mapping to…

A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…

Economists often estimate economic models on data and use the point estimates as a stand-in for the truth when studying the model's implications for optimal decision-making. This practice ignores model ambiguity, exposes the decision…

In this paper we consider the steady Baldwin-Lomax model, which is a rotational model proposed to describe turbulent flows at statistical equilibrium. The Baldwin-Lomax model is specifically designed to address the problem of a turbulent…

The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…

In a realistic scenario, the evolution of the rotational dynamics of a celestial or artificial body is subject to dissipative effects. Time-varying non-conservative forces can be due to, for example, a variation of the moments of inertia or…

Additive noise is known to produce counter-intuitive behaviors in nonlinear dynamical systems. Previously, it was shown that systems with a deterministic limit cycle can display bistable switching between metastable states in the presence…

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…

We present several models to describe the stochastic evolution of stocks that show some strong resistance at some level and generalize to this situation the evolution based upon geometric Brownian motion. If volatility and drift are related…

We investigate a model of a stochastic engine operating cyclically at constant bath temperature, which consists of an overdamped Brownian harmonic oscillator that plays the role of working substance and is elastically coupled to an active…

We propose a stochastic process for stock movements that, with just one source of Brownian noise, has an instantaneous volatility that rises from a type of statistical feedback across many time scales. This results in a stationary…

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Stochastic dynamical systems are ubiquitous in physics, biology, and engineering, where both deterministic drifts and random fluctuations govern system behavior. Learning these dynamics from data is particularly challenging in…

Baroclinic instability is a fundamental mechanism driving atmospheric dynamics. In this work, we revisit Pedlosky's two-layer model for finite amplitude baroclinic waves - a seminal framework for studying the unstable growth of finite…

In this contribution, we introduce a general class of car-following models with an input-state-output port-Hamiltonian structure. We derive stability conditions and long-term behavior of the finite system with periodic boundaries and…

We study how probes of quantum scrambling dynamics respond to two kinds of imperfections -- unequal forward and backward evolutions and decoherence -- in a solvable Brownian circuit model. We calculate a ``renormalized'' out-of-time-order…