相关论文: L\'{e}vy flights in a steep potential well
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…
The study and characterization of the diversity of spatiotemporal patterns generated when a rectangular layer of fluid is locally heated beneath its free surface is presented. We focus on the instability of a stationary cellular pattern of…
We study the primary bifurcations of a two-dimensional Kolmogorov flow in a channel subject to boundary conditions chosen to mimic a parallel flow, i.e. periodic and free-slip boundary conditions in the streamwise and spanwise directions,…
We study the bifurcations and the chaotic behaviour of a periodically forced double-well Duffing oscillator coupled to a single-well Duffing oscillator. Using the amplitude and the frequency of the driving force as control parameters, we…
The MHD flow driven by a travelling magnetic field (TMF) in an annular channel is investigated numerically. For sufficiently large magnetic Reynolds number Rm, or if a large enough pressure gradient is externally applied, the system…
The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently,…
Rayleigh-L\'evy flights are simplified cosmological tools which capture certain essential statistical properties of the cosmic density field, including hierarchical structures in higher-order correlations, making them a valuable reference…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
Traveling wavetrains in generalized two-species predator-prey models and two-component reaction-diffusion equations are considered. The stability of the fixed points of the traveling wave ODEs (in the usual "spatial" variable) is…
We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big-jump principle. The principle states that in the presence of stochastic processes…
Propagation of uncertainty in dynamical systems is a significant challenge. Here we focus on random multiscale ordinary differential equation models. In particular, we study Hopf bifurcation in the fast subsystem for random initial…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
The paper concludes the cycle of investigations on the bifurcation diagrams of the system with three degrees of freedom which describes the motion of an axially symmetric top with the Kowalevski conditions in a double force field. The…
Full orbit dynamics of charged particles in a $3$-dimensional helical magnetic field in the presence of $\alpha$-stable L\'evy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo…
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…
Anomalous diffusion processes, in particular superdiffusive ones, are known to be efficient strategies for searching and navigation by animals and also in human mobility. One way to create such regimes are L\'evy flights, where the walkers…
Interactions between an internal flow and wall deformation occur in many biological systems. Such interactions can involve a complex and rich dynamical behavior and a number of peculiarities which depend on the flow parameter range. The aim…
We introduce a versatile class of prototype dynamical systems for the study of complex bifurcation cascades of limit cycles, including bifurcations breaking spontaneously a symmetry of the system, period doubling bifurcations and…
We study stochastic tree fluid networks driven by a multidimensional Levy process. We are interested in (the joint distribution of) the steady-state content in each of the buffers, the busy periods, and the idle periods. To investigate…