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- Fermi National Accelerator LaboratoryUS301 papers
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59 papers · 1 filter
Attractive and repulsive interactions in the one-dimensional swarmalator model
Baoli Hao, Ming Zhong, Kevin O'Keeffe
We study a population of swarmalators, mobile variants of phase oscillators, which run on a ring and have both attractive and repulsive interactions. This one-dimensional (1D) swar…
Detecting Stochastic Governing Laws with Observation on Stationary Distributions
Xiaoli Chen, Hui Wang, Jinqiao Duan
Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with obser…
A Data-Driven Approach for Discovering the Most Probable Transition Pathway for a Stochastic Carbon Cycle System
Jianyu Chen, Jianyu Hu, Wei Wei +1
Many natural systems exhibit tipping points where changing environmental conditions spark a sudden shift to a new and sometimes quite different state. Global climate change is ofte…
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations
Gangnan Yuan, Ding Deng, Jinqiao Duan +2
During the COVID-19 pandemic, many institutions have announced that their counterparties are struggling to fulfill contracts.Therefore, it is necessary to consider the counterparty…
Extracting Stochastic Governing Laws by Nonlocal Kramers-Moyal Formulas
Yubin Lu, Yang Li, Jinqiao Duan
With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems fro…
Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise
Li Lin, Jinqiao Duan, Xiao Wang +1
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fok…