899 research outputs found

    Invited review: KPZ. Recent developments via a variational formulation

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    Recently, a variational approach has been introduced for the paradigmatic Kardar--Parisi--Zhang (KPZ) equation. Here we review that approach, together with the functional Taylor expansion that the KPZ nonequilibrium potential (NEP) admits. Such expansion becomes naturally truncated at third order, giving rise to a nonlinear stochastic partial differential equation to be regarded as a gradient-flow counterpart to the KPZ equation. A dynamic renormalization group analysis at one-loop order of this new mesoscopic model yields the KPZ scaling relation alpha+z=2, as a consequence of the exact cancelation of the different contributions to vertex renormalization. This result is quite remarkable, considering the lower degree of symmetry of this equation, which is in particular not Galilean invariant. In addition, this scheme is exploited to inquire about the dynamical behavior of the KPZ equation through a path-integral approach. Each of these aspects offers novel points of view and sheds light on particular aspects of the dynamics of the KPZ equation.Comment: 16 pages, 2 figure

    Ecological Complex Systems

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    Main aim of this topical issue is to report recent advances in noisy nonequilibrium processes useful to describe the dynamics of ecological systems and to address the mechanisms of spatio-temporal pattern formation in ecology both from the experimental and theoretical points of view. This is in order to understand the dynamical behaviour of ecological complex systems through the interplay between nonlinearity, noise, random and periodic environmental interactions. Discovering the microscopic rules and the local interactions which lead to the emergence of specific global patterns or global dynamical behaviour and the noises role in the nonlinear dynamics is an important, key aspect to understand and then to model ecological complex systems.Comment: 13 pages, Editorial of a topical issue on Ecological Complex System to appear in EPJ B, Vol. 65 (2008

    Local phenomena in random dynamical systems: bifurcations, synchronisation, and quasi-stationary dynamics

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    We consider several related topics in the bifurcation theory of random dynamical systems: synchronisation by noise, noise-induced chaos, qualitative changes of finite-time behaviour and stability of systems surviving in a bounded domain. Firstly, we study the dynamics of a two-dimensional ordinary differential equation exhibiting a Hopf bifurcation subject to additive white noise. Depending on the deterministic Hopf bifurcation parameter and a phase-amplitude coupling parameter called shear, three dynamical phases can be identified: a random attractor with uniform synchronisation of trajectories, a random attractor with non-uniform synchronisation of trajectories and a random attractor without synchronisation of trajectories. We prove the existence of the first two phases which both exhibit a random equilibrium with negative top Lyapunov exponent but differ in terms of finite-time and uniform stability properties. We provide numerical results in support of the existence of the third phase which is characterised by a so-called random strange attractor with positive top Lyapunov exponent implying chaotic behaviour. Secondly, we reduce the model of the Hopf bifurcation to its linear components and study the dynamics of a stochastically driven limit cycle on the cylinder. In this case, we can prove the existence of a bifurcation from an attractive random equilibrium to a random strange attractor, indicated by a change of sign of the top Lyapunov exponent. By establishing the existence of a random strange attractor for a model with white noise, we extend results by Qiudong Wang and Lai-Sang Young on periodically kicked limit cycles to the stochastic context. Furthermore, we discuss a characterisation of the invariant measures associated with the random strange attractor and deduce positive measure-theoretic entropy for the random system. Finally, we study the bifurcation behaviour of unbounded noise systems in bounded domains, exhibiting the local character of random bifurcations which are usually hidden in the global analysis. The systems are analysed by being conditioned to trajectories which do not hit the boundary of the domain for asymptotically long times. The notion of a stationary distribution is replaced by the concept of a quasi-stationary distribution and the average limiting behaviour can be described by a so-called quasi-ergodic distribution. Based on the well-explored stochastic analysis of such distributions, we develop a dynamical stability theory for stochastic differential equations within this context. Most notably, we define conditioned average Lyapunov exponents and demonstrate that they measure the typical stability behaviour of surviving trajectories. We analyse typical examples of random bifurcation theory within this environment, in particular the Hopf bifurcation with additive noise, with reference to whom we also study (numerically) a spectrum of conditioned Lyapunov exponents. Furthermore, we discuss relations to dynamical systems with holes.Open Acces

    Some statistical models for high-dimensional data

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    Modelling Emerging Pollutants in Wastewater Treatment: A Case Study using the Pharmaceutical 17??ethinylestradiol

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    Mathematical modelling can play a key role in understanding as well as quantifying uncertainties surrounding the presence and fate of emerging pollutants in wastewater treatment processes (WWTPs). This paper presents for the first time a simplified emerging pollutant pathway in the WWTP that incorporates two potential pathways to sequestration. It develops de-terministic and stochastic ordinary differential equations to gain insight into the fate and behaviour of a case study pharmaceutical, with particular focus on sorption to the solid phase, as well as the nature of the experimentally measured solid parent compound. Statistical estimation and inferential procedures are developed and via a proof-of-concept examination, the study explores the transformation pathways of the bioactive chemicals (BACs) in the bioreactor, which is the heart of the WWTP. With a focus on the case study pharmaceutical 17??ethinlyestradiol (EE2), the simulation results show good agreement with the EE2 data. In addition, the results suggest that the experimentally measured solid EE2-parent concentration is very similar to the model-based sequestered EE2-parent concentration
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