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

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random…

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…

We use generating functionals to derive a dynamic mean-field description for generalised Lotka-Volterra systems with higher-order quenched random interactions. We use the resulting single effective species process to determine the stability…

The design of robust orbitally stabilizing feedback is considered. From a known orbitally stabilizing controller for a nominal, disturbance-free system, a robustifying feedback extension is designed utilizing the sliding-mode control (SMC)…

Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. A recently proposed model (by Ilinski et…

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…

In this note, we study the long time behavior of Lotka-Volterra systems whose coefficients vary randomly. Benam and Lobry established that randomly switching between two environments that are both favorable to the same species may lead to…

Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…

A stochastic model, the product of a circulant matrix and a random normal vector, is shown to produce an evolutive long memory time series with a power law spectral density. The distribution of the time series, a beta location scale family…

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

We propose a new stochastic model involving state-dependent variable exponent $p(\cdot)$ which allows modeling of systems where noise intensity adapts to the current state. This new flexible theoretical framework generalizes both the…

Deterministic models are approximations of reality that are easy to interpret and often easier to build than stochastic alternatives. Unfortunately, as nature is capricious, observational data can never be fully explained by deterministic…

Urban ecosystems exhibit complex predator-prey dynamics increasingly disrupted by anthropogenic disturbances (e.g., noise, habitat fragmentation). Classical Lotka-Volterra (LV) models fail to capture these human-induced stressors, and…

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

The cloud of cold atoms obtained from a magneto-optical trap is known to exhibit two types of instabilities in the regime of high atomic densities: stochastic instabilities and deterministic instabilities. In the present paper, the…

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…