Related papers: How well can one resolve the state space of a chao…
Deterministic chaotic dynamics presumes that the state space can be partitioned arbitrarily finely. In a physical system, the inevitable presence of some noise sets a finite limit to the finest possible resolution that can be attained. Much…
The finest state space resolution that can be achieved in a physical dynamical system is limited by the presence of noise. In the weak-noise approximation the neighborhoods of deterministic periodic orbits can be computed as distributions…
Weak noise smooths out fractals in a chaotic state space and introduces a maximum attainable resolution to its structure. The balance of noise and deterministic stretching/contraction in each neighborhood introduces local invariants of the…
The optimized expansion is used to formulate a systematic approximation scheme to the probability distribution of a stochastic system. The first order approximation for the one-dimensional system driven by noise in an anharmonic potential…
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…
We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles affected by a common source of noise. The system is directed…
The existence and characterisation of noise-driven bifurcations from the spatially homogeneous stationary states of a nonlinear, non-local Fokker--Planck type partial differential equation describing stochastic neural fields is established.…
Chaotic eigenstates of quantum systems are known to localize on either side of a classical partial transport barrier if the flux connecting the two sides is quantum mechanically not resolved due to Heisenberg's uncertainty. Surprisingly, in…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…
We consider a nonlinear Fokker-Planck equation derived from a Cucker-Smale model for flocking with noise. There is a known phase transition depending on the noise between a regime with a unique stationary solution which is isotropic…
We outline formal and physical similarities between the quantum dynamics of open systems, and the mesoscopic description of classical systems affected by weak noise. The main tool of our interest is the dissipative Wigner equation, that,…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…