Linear stochastic dynamics with nonlinear fractal properties

Linear stochastic dynamics with nonlinear fractal properties

Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with multiplicative noise produce intermittency of a special kind, characterized by a power law probability density distribution. We present a review of application...

Fractal structures in nonlinear dynamics

In addition to the striking beauty inherent in their complex nature, fractals have become a fundamental ingredient of nonlinear dynamics and chaos theory since they were defined in the 1970s. Moreover, fractals have been detected in nature and in most fields of science, with even a certain influence in the arts. Fractal structures appear naturally in dynamical systems, in particular associated ...

Stochastic functional population dynamics with jumps

In this paper we use a class of stochastic functional Kolmogorov-type model with jumps to describe the evolutions of population dynamics. By constructing a special Lyapunov function, we show that the stochastic functional differential equation associated with our model admits a unique global solution in the positive orthant, and, by the exponential martingale inequality with jumps, we dis...

Dynamics of Nonlinear Stochastic Systems

Filtering Nonlinear Spatio-Temporal Chaos with Autoregressive Linear Stochastic Model

Fundamental barriers in practical filtering of nonlinear spatio-temporal chaotic systems are model errors attributed to the stiffness in resolving multiscale features. Recently, reduced stochastic filters based on linear stochastic models have been introduced to overcome such stiffness; one of them is the Mean Stochastic Model (MSM) based on a diagonal Ornstein-Uhlenbeck process in Fourier spac...