Related papers: Pointwise estimates and exponential laws in metast…
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…
The optimization problems defining meta-stable or stationary equilibrium are explored. The Gibbs scheme is modified aiming to describe the statistical properties of a class of non-equilibrium and metastable states. The system is assumed to…
We analyse metastable states in the East model, using a recently-proposed patch-repetition analysis based on time-averaged density profiles. The results reveal a hierarchy of states of varying lifetimes, consistent with previous studies in…
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval $[0,A]$ as $A\to\infty$. We provide an alternative method of proof of asymptotic exponentiality of the first exit time (suitably…
We analyse the stochastic comparison of interacting particle systems allowing for multiple arrivals, departures and non-conservative jumps of individuals between sites. That is, if $k$ individuals leave site $x$ for site $y$, a possibly…
In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…
This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contribution is to show well-posedness of the ergodic problem and…
We study the existence and long-time asymptotics of weak solutions to a system of two nonlinear drift-diffusion equations that has a gradient flow structure in the Wasserstein distance. The two equations are coupled through a…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
For the continuous-time $\lambda$-recurrent jump process, the $\lambda$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit…
We consider the Potts model on a two-dimensional periodic rectangular lattice with general coupling constants $J_{ij}>0$, where $i,j\in\{1,2,3\}$ are the possible spin values (or colors). The resulting energy landscape is thus significantly…
We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We derive explicit central moment inequalities for random variables that admit a Stein coupling, such as exchangeable pairs, size--bias couplings or local dependence, among others. The bounds are in terms of moments (not necessarily…
The rate of noise-induced escape from a metastable state of a periodically modulated overdamped system is found for an arbitrary modulation amplitude $A$. The instantaneous escape rate displays peaks that vary with the modulation from…
We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…
The purpose of this work is to investigate the exponential stability of a second order coupled wave equations by laplacian with one locally internal viscous damping. Firstly, using a unique continuation theorem combined with a Carleman…
Diverse complex systems often undergo sudden changes in their states, such as epileptic seizures, climate changes, and social uprisings. Such behavior has been modeled by noise-induced escape of bistable elements, which is the escape from…
We consider non-reversible random walks evolving on a potential field in a bounded domain of $\mathbb{R}^d$. We describe the complete metastable behavior of the random walk among the landscape of valleys, and we derive the Eyring-Kramers…
The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…