相关论文: Emergence and mitigation of extreme events in a pa…

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed…

Most extreme events in real life can be faithfully modeled as random realizations from a Generalized Pareto distribution, which depends on two parameters: the scale and the shape. In many actual situations, one is mostly concerned with the…

The Murali-Lakshmanan-Chua (MLC) circuit is a well-recognized prominent nonlinear, nonautonomous, and dissipative electronic circuit having a versatile chaotic nature. Unraveling the dynamical synergy responsible for the genesis of extreme…

We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…

Extinction appears ubiquitously in many fields, including chemical reactions, population biology, evolution, and epidemiology. Even though extinction as a random process is a rare event, its occurrence is observed in large finite…

We demonstrate the possibility to systematically steer the most probable escape paths (MPEPs) by adjusting relative noise intensities in dynamical systems that exhibit noise-induced escape from a metastable point via a saddle point. Using a…

Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…

We propose currently feasible experiments using small, isolated systems of ultracold atoms to investigate the effects of dynamical chaos in the microscopic onset of irreversibility. A control parameter is tuned past a critical value, then…

We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…

In previous studies, the propagation of extreme events across nodes in monolayer networks has been extensively studied. In this work, we extend this investigation to explore the propagation of extreme events between two distinct layers in a…

We study rare events in networks with both internal and external noise, and develop a general formalism for analyzing rare events that combines pair-quenched techniques and large-deviation theory. The probability distribution, shape, and…

The role of topological heterogeneity in the origin of extreme events in a network is investigated here. The dynamics of the oscillators associated with the nodes are assumed to be identical and influenced by mean-field repulsive…

Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…

We give conditions to prove the existence of an Extremal Index for general stationary stochastic processes by detecting the presence of one or more underlying periodic phenomena. This theory, besides giving general useful tools to identify…

Random population dynamics with catastrophes (events pertaining to possible elimination of a large portion of the population) has a long history in the mathematical literature. In this paper we study an ergodic model for random population…

Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Motivated by the study of the time evolution of random dynamical systems arising in a vast variety of domains --- ranging from physics to ecology ---, we establish conditions for the occurrence of a non-trivial asymptotic behaviour for…

We consider the dynamics of two coupled three-species population patches, incorporating the Allee Effect, focussing on the onset of extreme events in the coupled system. First we show that the interplay between coupling and the Allee effect…