相关论文: Probability distributions for one component equati…
High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…
The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…
Understanding and predicting how complex systems respond to external perturbations is a central challenge in nonequilibrium statistical physics. Here we consider continuous-time Markov networks, which we subject to perturbations along a…
Time evolution of the cities and of the languages is considered in terms of multiplicative noise and fragmentation processes; where power law (Pareto-Zipf law) and slightly asymmetric log-normal (Gauss) distribution result for the size…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…
We study the role of multiplicative colored noise for different values of the correlation time $\tau_c$ in the dynamics of two competing species, described by generalized Lotka-Volterra equations. The multiplicative colored noise models the…
We show that a meaningful statistical description is possible in conservative and mixing systems with zero Lyapunov exponent in which the dynamical instability is only linear in time. More specifically, (i) the sensitivity to initial…
In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…
Decay law of a complicated unstable state formed in a high energy collision is described by the Fourier transform of the two-point correlation function of the scattering matrix. Although each constituent resonance state decays exponentially…
Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…
A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…
We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…
We study a one-dimensional system of spatially extended particles, which are fixated to regularly spaced locations by means of elastic springs. The particles are assumed to be driven by a Gaussian noise and to have dissipative,…
We study the isentropic compressible Euler equations in multi-dimensions with stochastic perturbation of transport type. On the one hand, this is motivated by the physical modelling in turbulence theory. On the other hand, it has been shown…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
Motivated by the evolution of a population in a slowly varying random environment, we consider the 1D Anderson model on finite volume, with viscosity $ \kappa > 0 $: $$ \partial_{t} u(t,x) = \kappa \Delta u(t,x) + \xi(t, x) u(t,x), \quad…
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by (i) a Gaussian or (ii) a truncated L\'{e}vy…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…