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

This paper is devoted to the stability analysis of an n species Lotka-Volterra system with discrete and distributed delays. Stochastic perturbations to the parameters of the model are allowed. Sufficient conditions for the almost sure…

We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that…

We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…

Control of stochastic systems is a challenging open problem in statistical physics, with potential applications in a wealth of systems from biology to granulates. Unlike most cases investigated so far, we aim here at controlling a genuinely…

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

We analyze the structure and stickiness in the chaotic components of generic Hamiltonian systems with divided phase space. Following the method proposed recently in Lozej and Robnik [Phys. Rev. E 98, 022220 (2018)], the sticky regions are…

We model non-stationary volume-price distributions with a log-normal distribution and collect the time series of its two parameters. The time series of the two parameters are shown to be stationary and Markov-like and consequently can be…

In this numerical study, recurrence quantification analysis of chaotic trajectories is explored to detect atypical dynamical behaviour in non-linear Hamiltonian systems. An ensemble of initial conditions is evolved up to a maximum iteration…

In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…

We investigate the outcome of generalised Lotka-Volterra dynamics of ecological communities with random interaction coefficients and non-linear feedback. We show in simulations that the saturation of non-linear feedback stabilises the…

This paper presents $N$-body and stochastic models that describe the motion of tracer particles in a potential that contains a large population of extended substructures. Fluctuations of the gravitational field induce a random walk of…

The use of spectral proper orthogonal decomposition (SPOD) to construct low-order models for broadband turbulent flows is explored. The choice of SPOD modes as basis vectors is motivated by their optimality and space-time coherence…

The effects of noise on the dynamics of nonlinear systems is known to lead to many counter-intuitive behaviors. Using simple planar limit cycle oscillators, we show that the addition of moderate noise leads to qualitatively different…

A Hamiltonian describing the collective behaviour of N interacting spins can be mapped to a bosonic one employing the Holstein-Primakoff realisation, at the expense of having an infinite series in powers of the boson creation and…

We introduce a new class of continuous-time models of the stochastic volatility of asset prices. The models can simultaneously incorporate roughness and slowly decaying autocorrelations, including proper long memory, which are two stylized…

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

We explore the problem of stabilization of unstable periodic orbits in discrete nonlinear dynamical systems. This work proposes the generalization of predictive control method for resolving the stabilization problem. Our method embodies the…

We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…

In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We…

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…