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The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…

动力系统 · 数学 2019-06-18 Yancai Liu , Rui Cai , Jinqiao Duan

Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

动力系统 · 数学 2023-09-04 Chunxi Jiao , Georg A. Gottwald

Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths and heavy-tailed fluctuations characteristic of L\'evy…

动力系统 · 数学 2026-01-28 Yang Li , Jinqiao Duan

Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…

统计力学 · 物理学 2015-06-18 Rytis Kazakevicius , Julius Ruseckas

We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…

动力系统 · 数学 2023-01-18 Shenglan Yuan , Zibo Wang

The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…

凝聚态物理 · 物理学 2009-10-28 J. Garcia-Ojalvo , J. M. Sancho

Advances in data science are leading to new progresses in the analysis and understanding of complex dynamics for systems with experimental and observational data. With numerous physical phenomena exhibiting bursting, flights, hopping, and…

统计理论 · 数学 2022-02-09 Yang Li , Jinqiao Duan

The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…

统计理论 · 数学 2020-07-15 Yang Li , Jinqiao Duan , Xianbin Liu , Yanxia Zhang

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a parameter varies. A computational analysis is conducted to…

动力系统 · 数学 2012-01-31 Huiqin Chen , Jinqiao Duan , Chengjian Zhang

In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions…

机器学习 · 计算机科学 2022-11-04 Luxuan Yang , Ting Gao , Yubin Lu , Jinqiao Duan , Tao Liu

The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…

概率论 · 数学 2024-04-11 Manil T. Mohan , S. Pradeep , S. Sankar , S. Karthikeyan

A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare,…

种群与进化 · 定量生物学 2017-12-08 Brandon H. Schlomann

We present a new form of intermittency, L\'evy on-off intermittency, which arises from multiplicative $\alpha$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both…

统计力学 · 物理学 2021-05-19 Adrian van Kan , Alexandros Alexakis , Marc-Etienne Brachet

L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are ubiquitous in science. Focusing on the case of a particle trapped in an external harmonic potential, we address the problem of finding…

统计力学 · 物理学 2024-01-09 Marco Baldovin , David Guéry-Odelin , Emmanuel Trizac

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

机器学习 · 统计学 2021-02-03 Yang Li , Jinqiao Duan

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

概率论 · 数学 2016-04-27 Erkan Nane , Yinan Ni

This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…

概率论 · 数学 2019-04-30 Michael A. Högele

With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems from data. Despite the wide occurrences of non-Gaussian…

动力系统 · 数学 2022-10-12 Yubin Lu , Yang Li , Jinqiao Duan

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…

动力系统 · 数学 2022-10-12 O. A. Sultanov

Statistic dynamics of financial systems is investigated, basing on a model of randomly coupled equation system driven by stochastic Langevin force. It is found that in stable regime the noise power spectrum of the system is of 1/f^alpha…

无序系统与神经网络 · 物理学 2008-12-02 Kestutis Staliunas