Related papers: Escape Rates in a Stochastic Environment with Mult…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…
In this paper escape rates and local escape rates for special flows are sudied. In a general context the first result is that the escape rate depends monotonically on the ceiling function and fulfills certain scaling, invariance, and…
We consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing, the height of the two barriers, one for each path,…
I discuss the so-called stochastic individual based model of adaptive dynamics and in particular how different scaling limits can be obtained by taking limits of large populations, small mutation rate, and small effect of single mutations…
In this manuscript we show that a noise-activated escape phenomenon occurs in closed Hamiltonian systems. Due to the energy fluctuations generated by the noise, the isopotential curves open up and the particles can eventually escape in…
This study explores the sample complexity for two-layer neural networks to learn a generalized linear target function under Stochastic Gradient Descent (SGD), focusing on the challenging regime where many flat directions are present at…
A theory concerning the emergence and control of chaotic escape from a potential well by means of autoresonant excitations is presented in the context of generic, dissipative, and multistable systems. Universal scaling laws relating both…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates…
Noise-induced escape from a metastable state of a dynamical system is studied close to a saddle-node bifurcation point, but in the region where the system remains underdamped. The activation energy of escape scales as a power of the…
The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
The rate of escape of an ideal bead-spring polymer in a symmetric double-well potential is calculated using transition state theory (TST) and the results compared with direct dynamical simulations. The minimum energy path of the transitions…
The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…
A novel method is presented to compute the exit time for the stochastic simulation algorithm. The method is based on the addition of a series of random variables and is derived using the convolution theorem. The final distribution is…
We explore the escape dynamics in open Hamiltonian systems with multiple channels of escape continuing the work initiated in Part I. A thorough numerical investigation is conducted distinguishing between trapped (ordered and chaotic) and…
Two-time-scale stochastic approximation, a generalized version of the popular stochastic approximation, has found broad applications in many areas including stochastic control, optimization, and machine learning. Despite its popularity,…
Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…