相关论文: Coarse-grained dynamics of an activity bump in a n…

Phase separation accompanied by further domain growth and coarsening is a phenomenon common to a broad variety of dynamical systems. In this connection, controlling such processes represents a relevant interdisciplinary problem. Using…

A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

We re-examine the procedure of adiabatic elimination of fast relaxing variables near a bifurcation point when some of the parameters of the system are stochastically modulated. Approximate stationary solutions of the Fokker-Planck equation…

We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

The data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Multiscale systems are ubiquitous in science and technology, but are notoriously challenging to simulate as short spatiotemporal scales must be appropriately linked to emergent bulk physics. When expensive high-dimensional dynamical systems…

Bifurcations associated with stability of the saddle fixed point of the Poincar\'{e} map, arising from the unstable equilibrium point of the potential, are investigated in a forced Duffing oscillator with a double-well potential. One…

Hybrid multiscale modelling has emerged as a useful framework for modelling complex biological phenomena. However, when accounting for stochasticity in the internal dynamics of agents, these models frequently become computationally…

We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…