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Shenglan Yuan

Publications and source records attributed to Shenglan Yuan.

At least 19 recordsLinked to original sources

Physics-Constrained Neural Flow Maps for Long-Horizon Prediction of Spin Dynamics

Conventional simulation of current-driven magnetization relies on fine-step integration of the spin-transfer-torque Landau--Lifshitz--Gilbert equation, creating a computational bottleneck in parameter sweeps and control searches. In this work, we propose a physics-constrained neural flow map that learns finite-time dynamics directly on the unit sphere. The model maps the current magnetization, spin-torque strength, and requested time span to a future state in a single forward pass. Tangent-space projection and spherical retraction preserve unit magnetization during recursive, composition-consistent rollout. We validate the framework on single-spin trajectories under in-domain torques and previously unseen but stronger drive. Beyond the training horizon, it achieves an in-domain root mean square error of $0.00425$ with norm drift at the $10^{-7}$ level. The flow outperforms an adapted Long Short-Term Memory (LSTM) in in-domain accuracy and geometric stability, although the LSTM retains slightly lower out-of-distribution state error. The resulting geometry-preserving propagator reduces reliance on fine-step integration and enables physically admissible long-horizon prediction.

cond-mat.mes-hall

Stochastic Dynamics of the Two-Dimensional Low-to-High Transition System Driven by Multiplicative Noise

This work presents a two-dimensional coupled Low-to-High confinement transition system based on the phenomenological coupling mechanism between zonal flows and turbulent fluctuations at the plasma edge in tokamak magnetic confinement devices. For this two-dimensional system, the corresponding Hamilton-Jacobi equation is derived, and a machine learning approach combining physics-informed neural networks with a loss function designed via vector field decomposition is employed to numerically solve it. This yields information about the system's quasipotential, enabling further computation of the most probable path for the rare event of a state transition in the coupled system. Compared with classical two-dimensional Low-to-High confinement transition models, the proposed system features state variables that are more accessible to experimental measurement and has a more comprehensive physical foundation. Moreover, it self-consistently describes the dynamical behavior of tokamak devices during the startup phase.

math.DS

Solow system driven by $\alpha$-stable L\'evy process

This paper empirically implements a Solow-type growth model driven by $\alpha$-stable L\'evy shocks with time-varying capital elasticity. We extend the framework with an $\alpha$-stable L\'evy process, thereby capturing three stylized facts of severe macroeconomic fluctuations: heavy-tailed distributions, jump discontinuities, and infinite variance. We derive the stationary distribution of the capital deviation process, obtain its conditional characteristic function in closed form, and provide an integral representation that explicitly reveals a dual mean-reversion structure separating investment gestation lags from endogenous feedback. We design an estimation strategy based solely on well-defined objective functions that respects the probabilistic properties of L\'evy-driven data and circumvents the non-existence of variance. We apply the framework to Argentine quarterly data from 2004 to 2023, with time-varying capital elasticity calibrated from Penn World Table labor shares. Our estimates show that the L\'evy specification delivers structural parameters substantially closer to external PWT benchmarks than the Gaussian Ornstein-Uhlenbeck counterpart and substantially improves crisis-period tracking without sacrificing performance in tranquil periods. Cross-country evidence from Colombia and the United States confirms that the quarterly capital adjustment speed $\eta \approx 0.05$ exhibits striking stability across vastly different volatility regimes. Robustness checks across tail index specifications demonstrate that the L\'evy framework consistently outperforms the Ornstein-Uhlenbeck benchmark for a broad range of empirically relevant tail indices. These findings establish the L\'evy specification as a robust generalization of the Gaussian benchmark, offering a more credible tool for forecasting and structural parameter estimation in both emerging and advanced economies.

math.DS

Dynamics of Coupled Stochastic van der Pol Oscillators: Bifurcations, Synchronization and Chaos

This work presents a comprehensive analysis of coupled stochastic van der Pol oscillators, a paradigm for understanding synchronization, bifurcations, and chaos in nonlinear systems subject to random fluctuations. The system comprises two or more oscillators with nonlinear damping, linear diffusive coupling, and additive Gaussian white noise. We develop a unified framework that systematically connects global bifurcations, synchronization phenomena, and chaotic dynamics within a single coherent stochastic model. We explore the stochastic dynamics of coupled van der Pol oscillators by seamlessly blending theoretical principles with in-depth numerical simulations. This integrated approach forms a robust framework for analysis, with essential phenomena clearly depicted in the accompanying figures. We then extend this framework to a comprehensive investigation of large networks, focusing on their continuum limit, emergent pattern formation, the role of noise, and the onset of collective chaos.

nlin.CD

Affine Option Pricing with Hawkes-Type Endogenous Jump Activity

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 sizes are governed by a normalized asymmetric tempered-stable L\'evy shape, while a predictable activity scale controls the overall jump intensity and is normalized to coincide with the local jump-induced quadratic-variation rate. Endogenous feedback is introduced through the bounded excitation function $g(y)=1-e^{-ay^2}$, so that small realized jumps excite future activity approximately in proportion to squared jump size while the total average excitation remains finite. We construct the coupled log-price and activity-state dynamics by state-dependent thinning of a Poisson random measure, prove pathwise existence and uniqueness, derive the mean-subcriticality condition, and obtain both the risk-neutral drift restriction and a sufficient true-martingale condition. The resulting two-dimensional state process admits an affine transform representation. We derive the associated generalized Riccati system and prove real-axis well-posedness with forward invariance of the relevant complex half-plane. European options are priced by a Fourier-cosine (COS) method, which requires only the real-axis transform, and are benchmarked against a damped Carr--Madan (CM) inversion. Numerical experiments illustrate the model-implied volatility surface and show how current activity shifts near-term volatility levels, while endogenous feedback affects the persistence of jump-induced skew across maturities.

math.DS

Endogenous business cycles via state-dependent saving and noise-induced metastability

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 equations: a Solow-type capital accumulation equation, a linear filtering equation for the saving rate, and a bounded stochastic adjustment process. Saving is modeled as a logistic function of deviations from a balanced growth path, introducing nonlinear feedback controlled by a gain parameter. In the deterministic limit, increasing feedback strength produces a supercritical pitchfork bifurcation, splitting the balanced-growth equilibrium into two locally attracting regimes corresponding to expansion and contraction. When stochastic perturbations are introduced, these equilibria become metastable states, and the economy undergoes rare noise-induced transitions between them. The resulting dynamics exhibit persistent regimes, bimodal stationary densities, and right-skewed dwell-time distributions with approximately exponential survival tails. A discrete-time approximation is estimated using U.S. real GDP data, and Monte Carlo simulations are used to compute stationary distributions and regime persistence statistics. The results demonstrate that nonlinear state dependence, bounded multiplicative noise, and time-scale separation are sufficient to generate realistic business-cycle behavior within a low-dimensional framework.

math.DS

L\'evy noise drives an exponential acceleration in transition rates within metastable systems

L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable states remains unclear, despite prior studies of specific noise forms and scaling limits. In this work, we introduce a unified framework for L\'evy noise defined by its finite intensity and independent stationary increments. By identifying the most probable transition paths as minimizers of a stochastic action functional, we derive analytical scaling laws for escape rates under weak noise, thereby extending the classical Arrhenius law. Our results demonstrate that L\'evy noise universally enhances escape efficiency by reducing the effective potential barrier compared to Gaussian noise with equivalent intensity. Strikingly, even vanishingly weak L\'evy noise can exponentially increase escape rates across a broad range of amplitude distributions. This phenomenon arises from discontinuous most probable transition paths, where escape occurs via finite jumps. We validate these paths through the cumulant-generating function, a path integral representation, the mean first passage time and numerical simulations. Our findings reveal fundamental distinctions in escape dynamics under thermal and athermal fluctuations, suggesting new strategies to optimize switching processes in metastable systems through engineering noise properties.

cond-mat.stat-mech

Effective dynamics of interfaces for nonlinear SPDEs driven by multiplicative white noise

In the present work, we investigate the dynamics of the infinite-dimensional stochastic partial differential equation (SPDE) with multiplicative white noise. We derive the effective equation on the approximate slow manifold in detail by utilizing a finite-dimensional stochastic differential equation (SDE) describing the motion of interfaces. In particular, we verify the equivalence between the full SPDE and the coupled system under small stochastic perturbations. Moreover, we apply our results to effective dynamics of stochastic models with multiplicative white noise, illustrated with four examples on the stochastic damped wave equation, the stochastic Allen-Cahn equation, the stochastic nonlinear Schr\"odinger equation and the stochastic Swift-Hohenberg equation.

math.DS

On the solitary wave configurations of nonlinear Schrödinger equation under the effect of Lévy noise

This study aims to examine the effect of Lévy noise on the solutions of the nonlinear Schrödinger equation. An improved diversity of stochastic solutions is instinctively located discretely on certain conditions by applying the generalized Kudryashov method. Moreover, the dynamical behaviors of these exact results of the nonlinear Schrödinger equation are interpreted in the context of the effect of Lévy noise. Even mathematical evaluations have been conducted and presented.

math.DS

Stochastic dynamics of the resistively shunted superconducting tunnel junction system under the impact of thermal fluctuations

In this work, a Josephson junction consisting of two superconducting layers sandwiching an insulating layer is explored, which is subject to the effects of thermal fluctuations. The precise expressions for the evolution of Josephson phase and the supercurrent through the junction are derived. A clockwise hysteresis cycle in the current-voltage characteristic curve is demonstrated mathematically. Additionally, the bifurcation of a planar limit cycle is established. The numerous stochastic thermodynamic properties of the resistively shunted superconducting tunnel junction system are described, considering the influence of three specific parameters: the conductance, the current bias and the noise intensity. Moreover, the probability density is characterized using the Fokker-Planck equation.

cond-mat.supr-con

Rare events in a stochastic vegetation-water dynamical system based on machine learning

Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare events in stochastic vegetation-water dynamical systems with multiplicative Gaussian noise. Utilizing the Freidlin-Wentzell large deviation theory, we derive the asymptotic expressions for the quasipotential and the mean first exit time. Based on the decomposition of vector field, we design a neural network architecture to compute the most probable transition paths and the mean first exit time for both non-characteristic and characteristic boundary scenarios. The results indicate that this method can effectively predict early warnings of vegetation degradation, providing new theoretical foundations and mathematical tools for ecological management and conservation. Moreover, the method offers new possibilities for exploring more complex and higher-dimensional stochastic dynamical systems.

math.DS

Computing large deviation prefactors of stochastic dynamical systems based on machine learning

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 consider next-to-leading-order approximation for more accurate calculation of mean exit time via computing large deviation prefactors with the research efforts of machine learning. More specifically, we design a neural network framework to compute quasipotential, most probable paths and prefactors based on the orthogonal decomposition of vector field. We corroborate the higher effectiveness and accuracy of our algorithm with a practical example. Numerical experiments demonstrate its powerful function in exploring internal mechanism of rare events triggered by weak random fluctuations.

stat.ML

Most Probable Dynamics of the Single-Species with Allee Effect under Jump-diffusion Noise

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 is driven by non-Gaussian as well as Gaussian noise, and it has three fixed points. One of them is the unstable state which lies between the two stable equilibria. We focus on the transition pathways from the extinction state to the upper fixed stable state for the transcription factor activator in a single-species model. This helps us to study the biological behavior of species. The most probable path is obtained from the solution of the non-local Fokker-Planck equation corresponding to the population system of the single-species model, and the corresponding maximum possible stable equilibrium state is determined. We also obtain the Onsager-Machlup (OM) function for the stochastic model and solve the corresponding most probable paths. The numerical simulation shows that: (i) When non-Gaussian noise is presented in the system, the maximum of the stationary density function is located at the most probable stable equilibrium state; (ii) If the initial value increases from extinction state to the upper stable state, the most probable trajectory goes to the maximal likely equilibrium state, in our case it lies between 9 and 10; (iii) The most probable paths increase to stable state quickly, then maintain a nearly constant level, and approach to the upper stable equilibrium state as time goes on. These numerical experiment findings accelerate growth for further experimental study, in order to achieve good knowledge about dynamical systems in biology.

math.DS

Slow manifolds for stochastic Koper models with stable Lévy noises

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 understanding of the slow dynamics of stochastic Koper model perturbed by stable Lévy noise. We establish the slow manifold for stochastic Koper model with stable Lévy noise and verify exponential tracking property. We also present a practical example to demonstrate the analytical results with numerical simulations.

math.DS

Large deviations for stochastic nonlinear systems of slow-fast diffusions with non-Gaussian Lévy noises

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and Lévy noises. The fast variables evolve at much faster time scale than the slow variables, but they are fully inter-dependent. We study the asymptotics of the logarithmic functionals of the slow variables in the three regimes based on viscosity solutions to the Cauchy problem for a sequence of partial integro-differential equations. We also verify the comparison principle for the related Cauchy problem to show the existence and uniqueness of the limit for viscosity solutions.

math.DS

Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning

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 control mean exit time of general stochastic dynamical systems to achieve a desired value based on the quasipotential concept and machine learning. Specifically, we develop a neural network architecture to compute the global quasipotential function. Then we design a systematic iterated numerical algorithm to calculate the controller for a given mean exit time. Moreover, we identify the most probable path between metastable attractors with help of the effective Hamilton-Jacobi scheme and the trained neural network. Numerical experiments demonstrate that our control strategy is effective and sufficiently accurate.

stat.ML

Bifurcation and chaotic behaviour in stochastic Rosenzweig-MacArthur prey-predator model with non-Gaussian stable Lévy noise

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 illustration of their stability. It is shown that the nonlinear model has at most three equilibrium points. If the coexistence equilibrium exists, it is asymptotically stable attracting all nearby trajectories. The phase portraits are drawn to gain useful insights into the dynamical underpinnings of prey-predator interaction. Specifically, we present a transcritical bifurcation curve at which system bifurcates. The stationary probability density is characterized by the non-local Fokker-Planck equation and confirmed by some numerical simulations. By applying Monte Carlo method and using statistical data, we plot a substantial number of simulated trajectories for stochastic system as parameter varies. For initial conditions that are arbitrarily close to the origin, parameter changes in noise terms can lead to significantly different future paths or trajectories with variations, which reflect chaotic behaviour in mutualistically interacting two-species prey-predator system subject to stochastic influence.

math.DS

Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes

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 amplitude equations. We study SPDEs with a cubic nonlinearity, where the deterministic equation is close to a change of stability of the trivial solution. The natural separation of time-scales close to this bifurcation allows us to obtain an amplitude equation describing the essential dynamics of the bifurcating pattern, thus reducing the original infinite dimensional dynamics to a simpler finite-dimensional effective dynamics. In the presence of a multiplicative stable Lévy noise that preserves the constant trivial solution we study the impact of noise on the approximation. In contrast to Gaussian noise, where non-dominant pattern are uniformly small in time due to averaging effects, large jumps in the Lévy noise might lead to large error terms, and thus new estimates are needed to take this into account.

math.DS