arXiv subjects

Yayun Zheng

Publications and source records attributed to Yayun Zheng.

10 recordsLinked to original sources

arXiv2026

Geometric early warning indicator from stochastic separatrix structure in a random two-state ecosystem model

Under-ice blooms in the Arctic can develop rapidly under conditions where conventional early warning signals based on critical slowing down fail due to strong noise or limited observational records. We analyze noise-induced transitions in a temperature phytoplankton stochastic differential equation model exhibiting bistability between background and bloom states. The committor function defines a stochastic separatrix as its 1/2-isocommittor, and the normal width of the associated transition layer yields a geometric indicator via arc-length averaging. Under systematic variation of noise intensity, this indicator scales linearly with noise strength, while the logarithm of the mean first passage time follows the Freidlin-Wentzell asymptotic law. Eliminating the noise parameter produces an affine scaling between the logarithmic transition time and the inverse square of the geometric indicator. The relation is robust under variations in discretization, neighborhood definition, and diffusion structure, and holds in the weak noise regime where the transition-layer width scales linearly with noise strength. Unlike variance or lag-one autocorrelation, the geometric indicator remains well defined when rapid transitions preclude reliable time-series estimation. These results provide a geometrically interpretable precursor of bloom onset that may support model-based ecological monitoring in high-variability Arctic systems.

math.DS↗

arXiv2021

Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance

Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation with an $α$-stable Lévy process is still lacking. Here, we propose an approach to infer all the uncertain non-Gaussian parameters and other system parameters by minimizing the Hellinger distance over the parameter space. The Hellinger distance measures the similarity between an empirical probability density of non-Gaussian observations and a solution (as a probability density) of the associated nonlocal Fokker-Planck equation. Numerical experiments verify that our method is feasible for estimating single and multiple parameters. Meanwhile, we find an optimal estimation interval of the estimated parameters. This method is beneficial for extracting governing dynamical system models under non-Gaussian fluctuations, as in the study of abrupt climate changes in the Dansgaard-Oeschger events.

math.DS↗

arXiv2020

The tipping times in an Arctic sea ice system under influence of extreme events

In light of the rapid recent retreat of Arctic sea ice, the extreme weather events triggering the variability in Arctic ice cover has drawn increasing attention. A non-Gaussian $α$-stable Lévy process is thought to be an appropriate model to describe such extreme event. The maximal likely trajectory, based on the nonlocal Fokker-Planck equation, is applied to a nonautonomous Arctic sea ice system under $α$-stable Lévy noise. Two types of tipping times, the early-warning tipping time and the disaster-happening tipping time, are used to predict the critical time for the maximal likely transition from a perennially ice-covered state to a seasonally ice-free one, and from a seasonally ice-free state to a perennially ice-free one, respectively. We find that the increased intensity of extreme events results in shorter warning time for sea ice melting, and that an enhanced greenhouse effect will intensify this influence, making the arrival of warning time significantly earlier. Meanwhile, for the enhanced greenhouse effect, we discover that increased intensity and frequency of extreme events will advance the disaster-happening tipping time, in which an ice-free state is maintained throughout the year in the Arctic Ocean. Finally, we identify values of Lévy index $α$ and noise intensity $ε$ in $αε$-space that can trigger a transition between the Arctic sea ice state. These results provide an effective theoretical framework for studying Arctic sea ice variations under the influence of extreme events.

physics.ao-ph↗

arXiv2020

Detecting the maximum likelihood transition path from data of stochastic dynamic systems

In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data and has become an advantageous tool for us to study complex phenomena. In this work, we propose a framework for detecting the dynamic behavior, such as the maximum likelihood transition path, of stochastic dynamic systems from data. For the stochastic dynamic system, we need to use the Kramers-Moyal formula to convert it into a deterministic form for processing, then use the extended SINDy method to obtain the parameters of stochastic dynamic systems, and finally calculate the maximum likelihood transition path. We give two examples of stochastic dynamical systems driven by additive and multiplicative Gaussian noise, and demonstrate the validity of the method by reproducing the known dynamical system behavior.

math.DS↗

arXiv2019

The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise

An abrupt climatic transition could be triggered by a single extreme event, an $α$-stable non-Gaussian Lévy noise is regarded as a type of noise to generate such extreme events. In contrast with the classic Gaussian noise, a comprehensive approach of the most probable transition path for systems under $α$-stable Lévy noise is still lacking. We develop here a probabilistic framework, based on the nonlocal Fokker-Planck equation, to investigate the maximum likelihood climate change for an energy balance system under the influence of greenhouse effect and Lévy fluctuations. We find that a period of the cold climate state can be interrupted by a sharp shift to the warmer one due to larger noise jumps, and the climate change for warming $1.5\rm ^oC$ under an enhanced greenhouse effect generates a step-like growth process. These results provide important insights into the underlying mechanisms of abrupt climate transitions triggered by a Lévy process.

cond-mat.stat-mech↗

arXiv2019

Transitions between Metastable States in a Simplified Model for the Thermohaline Circulation under Random Fluctuations

In this work, we study the impact of non-Gaussian alpha-stable Levy motion on transitions between metastable equilibrium states (or attractors) in a stochastic Stommel two-box model for thermohaline circulation (THC). By maximizing the probability density of the solution process associated with a nonlocal Fokker-Planck equation, we compute maximal likely pathways and identify corresponding maximal likely stable equilibrium states. Our numerical results indicate weakened THC may be induced by perturbation with very small noise intensity in a certain range of stability index. Moreover, larger noise intensity and larger stability index induce weakened THC within shorter bifurcation time.

physics.ao-ph↗

arXiv2017

Lévy noise-induced transitions in gene regulatory networks

Important effects of noise on a one-dimensional gene expression model involving a single gene have recently been discussed. However, few works have been devoted to the transition in two-dimensional models which include the interaction of genes. Therefore, we investigate here, a quantitative two-dimensional model (MeKS network) of gene expression dynamics describing the competence development in the B. subtilis under the influence of Lévy as well as Brownian motions, where noises can do the B. subtilis a favor in nutrient depletion. To analyze the transitions between the vegetative and the competence regions therein, two deterministic quantities, the mean first exit time (MFET) and the first escape probability (FEP) from a microscopic perspective, as well as their averaged versions from a macroscopic perspective, are applied. The relative contribution factor (RCF), the ratio of non-Gaussian and Gaussian noise strengths, is adopted to implement optimal control in these transitions. Schematic representations indicate that there exists an optimum choice that makes the transition occurring at the highest probability. Additionally, we use a geometric concept, the stochastic basin of attraction, to exhibit a pictorial comprehension about the influence of the Lévy motion on the basin stability of the competence state.

q-bio.MN↗

arXiv2016

Governing equations for Probability densities of stochastic differential equations with discrete time delays

The time evolution of probability densities for solutions to stochastic differential equations (SDEs) without delay is usually described by Fokker-Planck equations, which require the adjoint of the infinitesimal generator for the solutions. However, Fokker-Planck equations do not exist for stochastic delay differential equations (SDDEs) because the solutions to SDDEs are not Markov processes and have no corresponding infinitesimal generators. In this paper, we address the open question of finding the governing equations for probability densities of SDDEs with discrete time delays. The governing equation is given in a simple form that facilitates theoretical analysis and numerical computation. An illustrative example is presented to verify the proposed governing equations.

math.DS↗

arXiv2016

Fokker-Planck equations for Marcus stochastic differential equations driven by Levy processes

Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in engineering and physical sciences. The probability density of the solution to an SDE offers complete statistical information on the underlying stochastic process. Explicit formula for the Fokker-Planck equation, the governing equation for the probability density, is well-known when the SDE is driven by a Brownian motion. In this paper, we address the open question of finding the Fokker-Plank equations for Marcus SDEs in arbitrary dimensions driven by non-Gaussian Levy processes. The equations are given in a simple form that facilitates theoretical analysis and numerical computation. Several examples are presented to illustrate how the theoretical results can be applied to obtain Fokker-Planck equations for Marcus SDEs driven by Levy processes.

math.DS↗

arXiv2016

Derivation of Fokker-Planck equations for stochastic dynamical systems under excitation of multiplicative non-Gaussian white noise

Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written explicitly for nonlinear dynamical systems excited by Gaussian white noise, they are not available in general for nonlinear dynamical systems excited by multiplicative non-Gaussian white noise. Marcus stochastic differential equations are often appropriate models in engineering and physics for stochastic dynamical systems excited by non-Gaussian white noise. In this paper, we derive explicit forms of Fokker-Planck equations for one dimensional systems modeled by Marcus stochastic differential equations under multiplicative non-Gaussian white noise. As examples to illustrate the theoretical results, the derived formula is used to obtain Fokker-Plank equations for nonlinear dynamical systems under excitation of (i) $α$-stable white noise; (ii) combined Gaussian and Poisson white noise, respectively.

math.DS↗