相关论文: Orbits in a stochastic Goodwin-Lotka-Volterra mode…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
Spatially extended population dynamics models that incorporate intrinsic noise serve as case studies for the role of fluctuations and correlations in biological systems. Including spatial structure and stochastic noise in predator-prey…
A model of interacting random walkers is presented and shown to give rise to patterns consisting in periodic arrangements of fluctuating particle clusters. The model represents biological individuals that die or reproduce at rates depending…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock…
Understanding under what conditions interacting populations, whether they be plants, animals, or viral particles, coexist is a question of theoretical and practical importance in population biology. Both biotic interactions and…
We show that noise-induced oscillations in a gene circuit model display stochastic coherence, that is, a maximum in the regularity of the oscillations as a function of noise amplitude. The effect is manifest as a system-size effect in a…
Ecological systems are studied using many different approaches and mathematical tools. One approach, based on the Jacobian of Lotka-Volterra type models, has been a staple of mathematical ecology for years, leading to many ideas such as on…
We study the flow dynamics inside a high-speed rotating cylinder after introducing strong symmetry-breaking disturbance factors at cylinder wall motion. We propose and formulate a mathematically robust stochastic model for the rotational…
This paper presents a novel model order reduction framework tailored for fully nonlinear stochastic dynamics without lifting them to quadratic systems and without using linearization techniques. By directly leveraging structural properties…
Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…
We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…
In this work, a stochastic energy supply-demand model with renewable integration is developed and analyzed. The basic nonlinear deterministic model describing the relationship among regional demand, external supply, energy imports, and…
The dynamics of generalized Lotka-Volterra systems is studied by theoretical techniques and computer simulations. These systems describe the time evolution of the wealth distribution of individuals in a society, as well as of the market…
It is well acknowledged that the sequence of glacial-interglacial cycles is paced by the astronomical forcing. However, how much is the sequence robust against natural fluctuations associated, for example, with the chaotic motions of…
The Duffing oscillator is a paradigm of bistable oscillatory motion in physics, engineering, and biology. Time series of such oscillations are often observed experimentally in a nonlinear system excited by a spontaneously fluctuating force.…
This paper deals with an extension of the so-called Black-Scholes model in which the volatility is modeled by a linear combination of the components of the solution of a differential equation driven by a fractional Brownian motion of Hurst…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
Standard quantitative models of the stock market predict a log-normal distribution for stock returns (Bachelier 1900, Osborne 1959), but it is recognised (Fama 1965) that empirical data, in comparison with a Gaussian, exhibit leptokurtosis…