Search results for "Stochastic dynamics"

showing 10 items of 21 documents

Noise-induced behavioral change driven by transient chaos

2022

We study behavioral change in the context of a stochastic, non-linear consumption model with preference adjusting, interdependent agents. Changes in long-run consumption behavior are modelled as noise induced transitions between coexisting attractors. A particular case of multistability is considered: two fixed points, whose immediate basins have smooth boundaries, coexist with a periodic attractor, with a fractal immediate basin boundary. If a trajectory leaves an immediate basin, it enters a set of complexly intertwined basins for which final state uncertainty prevails. The standard approach to predicting transition events rooted in the stochastic sensitivity function technique due to Mil…

CO-EXISTING ATTRACTORSVDP::Samfunnsvitenskap: 200::Økonomi: 210::Økonometri: 214General MathematicsApplied MathematicsGeneral Physics and AstronomyMULTISTABILITYBEHAVIORAL CHANGESNON-ATTRACTING CHAOTIC SETStatistical and Nonlinear PhysicsSTOCHASTIC DYNAMICSSTOCHASTIC SYSTEMSNON-ATTRACTING CHAOTIC SETSSTATISTICSVDP::Samfunnsvitenskap: 200::Økonomi: 210CHAOTIC SETSDYNAMICAL SYSTEMSNOISE-INDUCED TRANSITIONCRITICAL LINESCONSUMER BEHAVIORSTOCHASTIC MODELSCONFIDENCE REGIONFORECASTINGNOISE-INDUCED TRANSITIONSTRANSIENT CHAOS
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Complex Systems: an Interdisciplinary Approach

2011

Two main peculiarities characterize complex systems: the nonlinearity and the noisy environmental interaction. The comprehension of noise role in the dynamics of nonlinear systems plays a key aspect in the efforts devoted to understand and model so-called complex systems.

Complex systems Interdisciplinary Physics Noise induced effects nonlinear stochastic dynamics noise enhanced stability stochastic resonance resonant activationSettore FIS/03 - Fisica Della Materia
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Connectivity Influences on Nonlinear Dynamics in Weakly-Synchronized Networks: Insights from Rössler Systems, Electronic Chaotic Oscillators, Model a…

2019

Natural and engineered networks, such as interconnected neurons, ecological and social networks, coupled oscillators, wireless terminals and power loads, are characterized by an appreciable heterogeneity in the local connectivity around each node. For instance, in both elementary structures such as stars and complex graphs having scale-free topology, a minority of elements are linked to the rest of the network disproportionately strongly. While the effect of the arrangement of structural connections on the emergent synchronization pattern has been studied extensively, considerably less is known about its influence on the temporal dynamics unfolding within each node. Here, we present a compr…

Correlation dimensionCollective behaviornonlinear dynamicGeneral Computer ScienceComputer scienceNetwork topologyTopology01 natural sciencesnetwork topology010305 fluids & plasmasnode degreeRössler systemEntropy (classical thermodynamics)nonlinear dynamicschaotic transition0103 physical sciencesEntropy (information theory)Attractor dimensionGeneral Materials Sciencestructural connectivity010306 general physicsprediction errorstochastic dynamicsGeneral EngineeringSaito oscillatorelectronic chaotic oscillatorComplex networkNonlinear systemneuronal culturestochastic dynamicnodal strengthChaotic oscillatorscomplexityentropysynchronizationEntropy (order and disorder)
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Random vibration of linear and nonlinear structural systems with singular matrices: A frequency domain approach

2017

Abstract A frequency domain methodology is developed for stochastic response determination of multi-degree-of-freedom (MDOF) linear and nonlinear structural systems with singular matrices. This system modeling can arise when a greater than the minimum number of coordinates/DOFs is utilized, and can be advantageous, for instance, in cases of complex multibody systems where the explicit formulation of the equations of motion can be a nontrivial task. In such cases, the introduction of additional/redundant DOFs can facilitate the formulation of the equations of motion in a less labor intensive manner. Specifically, relying on the generalized matrix inverse theory, a Moore-Penrose (M-P) based f…

Frequency responseAcoustics and Ultrasonics02 engineering and technologyCondensed Matter PhysicAcoustics and Ultrasonic01 natural sciences0203 mechanical engineering0103 physical sciencesStochastic dynamicMechanics of Material010301 acousticsMoore–Penrose pseudoinverseMathematicsCovariance matrixMechanical EngineeringMathematical analysisLinear systemEquations of motionCondensed Matter PhysicsMoore-Penrose inverseFrequency domainNonlinear systemFrequency domain; Moore-Penrose inverse; Random vibration; Singular matrix; Stochastic dynamics; Condensed Matter Physics; Mechanics of Materials; Acoustics and Ultrasonics; Mechanical Engineering020303 mechanical engineering & transportsMechanics of MaterialsFrequency domainRandom vibrationSingular matrixRandom vibration
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Enhancement of stability in systems with metastable states

2007

The investigation of noise‐induced phenomena in far from equilibrium systems is one of the approach used to understand the behaviour of physical and biological complex systems. Metastability is a generic feature of many nonlinear systems, and the problem of the lifetime of metastable states involves fundamental aspects of nonequilibrium statistical mechanics. The enhancement of the life‐time of metastable states through the noise enhanced stability effect and the role played by the resonant activation phenomenon will be discussed in models of interdisciplinary physics: (i) Ising model (ii) Josephson junction; (iii) stochastic FitzHugh‐Nagumo model; (iv) a population dynamics model, and (v) …

Josephson effectPhysicseducation.field_of_studySettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciStochastic volatilityStochastic processPopulationComplex systemStatistical mechanicsNoise Enhanced StabilityStochastic modeling of biological and medical physicsMetastabilityQuantum mechanicsMetastabilityIsing modelStochastic dynamicStatistical physicsMetastability; Noise Enhanced Stability; Stochastic dynamics; Stochastic modeling of biological and medical physicseducation
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An Efficient Wiener Path Integral Technique Formulation for Stochastic Response Determination of Nonlinear MDOF Systems

2015

The recently developed approximate Wiener path integral (WPI) technique for determining the stochastic response of nonlinear/hysteretic multi-degree-of-freedom (MDOF) systems has proven to be reliable and significantly more efficient than a Monte Carlo simulation (MCS) treatment of the problem for low-dimensional systems. Nevertheless, the standard implementation of the WPI technique can be computationally cumbersome for relatively high-dimensional MDOF systems. In this paper, a novel WPI technique formulation/implementation is developed by combining the “localization” capabilities of the WPI solution framework with an appropriately chosen expansion for approximating the system response PDF…

Mechanical EngineeringReliability (computer networking)Monte Carlo methodnonlinear systemCondensed Matter PhysicsDisplacement (vector)Nonlinear systemStochastic dynamicsOrders of magnitude (time)Variational formulationMechanics of MaterialsControl theorystochastic dynamicPath integral formulationBoundary value problemWiener path integralMathematics
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Stochastic response of a fractional vibroimpact system

2017

Abstract The paper proposes a method to investigate the stochastic dynamics of a vibroimpact single-degree-of-freedom fractional system under a Gaussian white noise input. It is assumed that the system has a hard type impact against a one-sided motionless barrier, which is located at the system’s equilibrium position; furthermore, the system under study is endowed with an element modeled with fractional derivative. The proposed method is based on stochastic averaging technique and overcome the particular difficulty due to the presence of fractional derivative of an absolute value function; particularly an analytical expression for the system’s mean squared response amplitude is presented an…

Mechanical equilibriumvibroimpact systemfractional derivative02 engineering and technologyGeneral MedicineWhite noiseType (model theory)021001 nanoscience & nanotechnologystochastic averaging methodExpression (mathematics)law.inventionFractional calculus020303 mechanical engineering & transportsStochastic dynamicsEngineering (all)0203 mechanical engineeringControl theorylawResponse AmplitudeApplied mathematics0210 nano-technologySettore ICAR/08 - Scienza Delle CostruzioniMathematics
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Evolutionary dynamics of imatinib-treated leukemic cells by stochastic approach

2008

The evolutionary dynamics of a system of cancerous cells in a model of chronic myeloid leukemia (CML) is investigated by a statistical approach. Cancer progression is explored by applying a Monte Carlo method to simulate the stochastic behavior of cell reproduction and death in a population of blood cells which can experience genetic mutations. In CML front line therapy is represented by the tyrosine kinase inhibitor imatinib which strongly affects the reproduction of leukemic cells only. In this work, we analyze the effects of a targeted therapy on the evolutionary dynamics of normal, first-mutant and cancerous cell populations. Several scenarios of the evolutionary dynamics of imatinib-tr…

Monte Carlo simulation stochastic approach Evolutionary dynamicsMutation rate87.23.kgmedicine.drug_classQC1-999medicine.medical_treatmentPopulationGeneral Physics and AstronomyBiologyTyrosine-kinase inhibitorTargeted therapyhemic and lymphatic diseasesmedicine87.10.mncomplex systemsQuantitative Biology - Populations and EvolutioneducationEvolutionary dynamicseducation.field_of_studycancer evolutionPhysicsstochastic dynamics87.19.xjPopulations and Evolution (q-bio.PE)Myeloid leukemiaImatinibSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)FOS: Biological sciencesCancer cellCancer research87.10.rtmedicine.drugOpen Physics
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An approximate technique for determining in closed-form the response transition probability density function of diverse nonlinear/hysteretic oscillat…

2019

An approximate analytical technique is developed for determining, in closed form, the transition probability density function (PDF) of a general class of first-order stochastic differential equations (SDEs) with nonlinearities both in the drift and in the diffusion coefficients. Specifically, first, resorting to the Wiener path integral most probable path approximation and utilizing the Cauchy–Schwarz inequality yields a closed-form expression for the system response PDF, at practically zero computational cost. Next, the accuracy of this approximation is enhanced by proposing a more general PDF form with additional parameters to be determined. This is done by relying on the associated Fokke…

Nonlinear stochastic dynamics Path integral Cauchy–Schwarz inequalityFokker–Planck equationStochastic differential equationsSettore ICAR/08 - Scienza Delle Costruzioni
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Extended Entropy Functional for Nonlinear Systems in Stochastic Dynamics

2002

Nonlinear systemStochastic dynamicsMathematical analysisRecurrence period density entropyStatistical physicsMathematicsPAMM
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