Related papers: Distribution of Fluctuational Paths in Noise-Drive…

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…

The principal aim of the present work is to explore limit theorems for small random perturbations of a planar impulsive dynamical system, where impulses occur at hitting times of a suitable switching surface, and are thus state-dependent.…

Atmospheric flows, an example of turbulent fluid flows, exhibit fractal fluctuations of all space-time scales ranging from turbulence scale of mm -sec to climate scales of thousands of kilometers - years and may be visualized as a nested…

Numerous problems of both theoretical and practical interest are related to finding shortest (or otherwise optimal) paths in networks, frequently in the presence of some obstacles or constraints. A somewhat related class of problems focuses…

A large deviation principle is established for a general class of stochastic flows in the small noise limit. This result is then applied to a Bayesian formulation of an image matching problem, and an approximate maximum likelihood property…

We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of…

We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…

A path-integral formalism is proposed for studying the dynamical evolution in time of patterns in an artificial neural network in the presence of noise. An effective cost function is constructed which determines the unique global minimum of…

The propagation of a state vector is governed by a set of time-invariant state transition matrices that switch arbitrarily between two values. The evolution of the state is also perturbed by white Gaussian noise with a variance that…

The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

The position of an invasion front, propagating into an unstable state, fluctuates because of the shot noise coming from the discreteness of reacting particles and stochastic character of the reactions and diffusion. A recent macroscopic…

In a recent letter [Phys.Rev.Lett. {\bf 30}, 3269 (1995), chao-dyn/9510011], we reported that a macroscopic chaotic determinism emerges in a multistable system: the unidirectional motion of a dissipative particle subject to an apparently…

Systems whose time evolutions are entirely deterministic can nevertheless be studied probabilistically, i.e. in terms of the evolution of probability distributions rather than individual trajectories. This approach is central to the…

We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…

We consider a stochastic Laplacian growth problem in the framework of normal random matrices. In the large $N$ limit the support of eigenvalues of random matrices is a planar domain with a sharp boundary which evolves under a change in the…

We study the role of finiteness and fluctuations about average quantities for basic structural properties of growing networks. We first determine the exact degree distribution of finite networks by generating function approaches. The…

A variant of the optimal control problem is considered which is nonstandard in that the performance index contains "stochastic" integrals, that is, integrals against very irregular functions. The motivation for considering such performance…

The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…