Related papers: Sharp asymptotics for metastability in the random …
We present a numerical study of the zero-temperature response of the Gaussian random-field Ising model (RFIM) to a slowly varying external field, allowing the system to be trapped in microscopic configurations that are not fully metastable.…
The asymptotic results that underlie applications of extreme random fields often assume that the variables are located on a regular discrete grid, identified with $\mathbb{Z}^2$, and that they satisfy stationarity and isotropy conditions.…
In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
We study the effect of metastable states on the relaxation process (and hence information propagation) in locally coupled and boundary-driven structures. We first give a general argument to show that metastable states are inevitable even in…
We consider a nearly-elastic model system with one degree of freedom. In each collision with the "wall", the system can either lose or gain a small amount of energy due to stochastic perturbation. The weak limit of the corresponding slow…
In this work, we introduce an information-theoretic approach for considering changes in dynamics of finitely dimensional open quantum systems governed by master equations. This experimentally motivated approach arises from considering how…
We study a two-state quantum system with a non linearity intended to describe interactions with a complex environment, arising through a non local coupling term. We study the stability of particular solutions, obtained as constrained…
We study the metastable states in Ising spin models with orthogonal interaction matrices. We focus on three realizations of this model, the random case and two non-random cases, i.e.\ the fully-frustrated model on an infinite dimensional…
In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…
We present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices. Our main tool is the theory of regularity structures,…
We derive moderate deviation principles for the trajectory of the empirical magnetization of the standard Curie-Weiss model via a general analytic approach based on convergence of generators and uniqueness of viscosity solutions for…
Metastable brain dynamics are characterized by abrupt, jump-like modulations so that the neural activity in single trials appears to unfold as a sequence of discrete, quasi-stationary states. Evidence that cortical neural activity unfolds…
Spatially isotropic max-stable processes have been used to model extreme spatial or space-time observations. One prominent model is the Brown-Resnick process, which has been successfully fitted to time series, spatial data and space-time…
We study the typical profiles of a one dimensional random field Kac model, for values of the temperature and magnitude of the field in the region of the two absolute minima for the free energy of the corresponding random field Curie Weiss…
Max-stable processes play an important role as models for spatial extreme events. Their complex structure as the pointwise maximum over an infinite number of random functions makes simulation highly nontrivial. Algorithms based on finite…
In this paper we calculate the mean number of metastable states for spin glasses on so called random thin graphs with couplings taken from a symmetric binary distribution $\pm J$. Thin graphs are graphs where the local connectivity of each…
The Curie-Weiss model is an exactly soluble model of ferromagnetism that allows one to study in detail the thermodynamic functions, in particular their properties in the neighbourhood of the critical temperature. In this model every…
In order to elucidate the relationship between rate-independent hysteresis and metastability in disordered systems driven by an external field, we study the Gaussian RFIM at T=0 on regular random graphs (Bethe lattice) of finite…
We introduce the concept of stationary metastable states (SMS's) in the presence of another more stable state. The stationary nature allows us to study SMS's by using a restricted partition function formalism as advocated by Penrose and…