10 citations · 36 across the 16 of their papers we have counts for
16 papers
Solow system driven by -stable Lévy process
Yiren Wang, Shenglan Yuan
This paper empirically implements a Solow-type growth model driven by -stable Lévy shocks with time-varying capital elasticity. We extend the framework with an -stable Lévy p…
Dynamics of Coupled Stochastic van der Pol Oscillators: Bifurcations, Synchronization and Chaos
Shenglan Yuan, Xiang Zhou
This work presents a comprehensive analysis of coupled stochastic van der Pol oscillators, a paradigm for understanding synchronization, bifurcations, and chaos in nonlinear system…
Affine Option Pricing with Hawkes-Type Endogenous Jump Activity
Ziyang Fang, Shenglan Yuan
We develop a risk-neutral option-pricing model where the activity scale of an infinite-activity jump process is endogenously driven by the asset's own realized price jumps. Jump si…
Endogenous business cycles via state-dependent saving and noise-induced metastability
Shenglan Yuan, James Brannan, Almaz Abebe +1
We develop a parsimonious stochastic growth model in which state-dependent saving behavior generates endogenous business-cycle-like dynamics. The model consists of three coupled eq…
Computing large deviation prefactors of stochastic dynamical systems based on machine learning
Yang Li, Shenglan Yuan, Linghongzhi Lu +1
In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to c…
Slow manifolds for stochastic Koper models with stable Lévy noises
Hina Zulfiqar, Shenglan Yuan, Muhammad Shoaib Saleem
The Koper model is a vector field in which the differential equations describe the electrochemical oscillations appearing in diffusion processes. This work focuses on the understan…
Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning
Yang Li, Shenglan Yuan, Shengyuan Xu
The mean exit time escaping basin of attraction in the presence of white noise is of practical importance in various scientific fields. In this work, we propose a strategy to contr…
Bifurcation and chaotic behaviour in stochastic Rosenzweig-MacArthur prey-predator model with non-Gaussian stable Lévy noise
Shenglan Yuan, Zibo Wang
We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by α-stable Lévy motion. We analyze the existence of the equilibrium points, and provide a clear ill…
Most Probable Dynamics of the Single-Species with Allee Effect under Jump-diffusion Noise
Almaz Tesfay, Shenglan Yuan, Daniel Tesfay +1
We investigate the most probable phase portrait (MPPP) of a stochastic single-species model with the Allee effect using the non-local Fokker-Planck equation. This stochastic model…
Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes
Shenglan Yuan, Dirk Blömker
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical α-stable Lévy processes via modulation or amp…
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process
Shenglan Yuan, Dirk Blömker, Jinqiao Duan
This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by Lévy space-time white noise with the periodi…
Stochastic Bifurcation in Single-Species Model Induced by α-Stable Levy Noise
Almaz Tesfay, Daniel Tesfay, Shenglan Yuan +2
Bifurcation analysis has many applications in different scientific fields, such as electronics, biology, ecology, and economics. In population biology, deterministic methods of bif…
Action functionals for stochastic differential equations with Lévy noise
Shenglan Yuan, Jinqiao Duan
By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals…
Slow manifolds for a nonlocal fast-slow stochastic evolutionary system with stable Levy noise
Hina Zulfiqar, Shenglan Yuan, Ziying He +1
This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking prop…
Characterization of the Most Probable Transition Paths of Stochastic Dynamical Systems with Stable Lévy Noise
Yuanfei Huang, Ying Chao, Shenglan Yuan +1
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric -stable Lévy motion () or Brown…
Slow manifolds for stochastic systems with non-Gaussian stable Lévy noise
Shenglan Yuan, Jianyu Hu, Xianming Liu +1
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable Lévy noise with a scale parameter. Slow manifolds with expone…