Related papers: Escape Rates in a Stochastic Environment with Mult…
While multiple time scales generally arise in the dynamics of disordered systems, we find multiple time scales in absence of disorder, in a simple model with hard local constraints. The dynamics of the model, which consists of local…
The paper considers a process of escape of classical particle from a one-dimensional potential well by virtue of an external harmonic forcing. We address a particular model of the infinite-range potential well that allows independent…
The stochastics two-layer quasi-geostrophic flow model is an intermediate system between the single-layer two dimensional barotropic flow model and the continuously stratified three dimensional baroclinic flow model. This model is widely…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
Near a bifurcation point a system experiences critical slowing down. This leads to scaling behavior of fluctuations. We find that a periodically driven system may display three scaling regimes and scaling crossovers near a saddle-node…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
Multi-energy systems have been leaping forward for its various benefits, e.g., energy conservation and emission reduction. Coupling components are capable of transmitting energy from one time scale system to another time scale system, so…
To model a complex system intrinsically separated by a barrier, we use two random Hamiltonians, coupled to each other either by a tunneling matrix element or by an intermediate transition state. We study that model in the universal limit of…
The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…
Frequency-dependent selection reflects the interaction between different species as they battle for limited resources in their environment. In a stochastic evolutionary game the species relative fitnesses guides the evolutionary dynamics…
The problem of noise-induced transitions is often associated with Hendrik Kramers due to his seminal paper of 1940, where an archetypal example - one-dimensional potential system subject to linear damping and weak white noise - was…
The computer algebra routines documented here empower you to reproduce and check many of the details described by an article on large deviations for slow-fast stochastic systems [abs:1001.4826]. We consider a 'small' spatial domain with two…
We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…
The theory of stochastic resetting asserts that restarting a search process at certain times may accelerate the finding of a target. In the case of a classical diffusing particle trapped in a potential well, stochastic resetting may…
Motivated by their broad applications in reinforcement learning, we study the linear two-time-scale stochastic approximation, an iterative method using two different step sizes for finding the solutions of a system of two equations. Our…
The two-stage stochastic unit commitment problem has become an important tool to support decision-making under uncertainty in power systems. Representing the uncertainty by a large number of scenarios guarantees accurate results but…
Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…
We discuss the problem of parameter estimation in nonlinear stochastic differential equations based on sampled time series. A central message from the theory of integrating stochastic differential equations is that there exists in general…
We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…