Related papers: Escape from attracting sets in randomly perturbed …
Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…
An attractor of a dynamical system may represent the system's 'desirable' state. Perturbations to the system may push the system out of the basin of attraction of the desirable attractor and into undesirable states. Hence, it is important…
Chaotic dynamical systems with two or more attractors lying on invariant subspaces may, provided certain mathematical conditions are fulfilled, exhibit intermingled basins of attraction: Each basin is riddled with holes belonging to basins…
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…
We consider a system-reservoir model where the reservoir is modulated by an external noise. Both the internal noise of the reservoir and the external noise are stationary, Gaussian and are characterized by arbitrary decaying correlation…
A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…
The time-dependent barrier passage of a particle driven by the structured noise is studied in the field of a metastable potential. Quantities such as the probability of passing over the saddle point and transmission coefficient of the…
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 the hopping dynamics between different attractors in a multistable system under the influence of noise. Using symbolic dynamics we find a sudden increase of dynamical entropies, when a system parameter is varied. This effect…
In this paper we prove the time-domain boundedness for noise-to-state exponentially stable systems, and further make an estimation of its lower bound function, which allows to answer the question that how long the solution of a stochastic…
We treat the noise-activated escape from a one-dimensional potential well of an overdamped particle, to which a periodic force of fixed frequency is applied. We determine the boundary layer behavior, and the physically relevant length…
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…
Noise in spiking neurons is commonly modeled by a noisy input current or by generating output spikes stochastically with a voltage-dependent hazard rate ("escape noise"). While input noise lends itself to modeling biophysical noise…
We consider multimodal maps with holes and study the evolution of the open systems with respect to equilibrium states for both geometric and H\"older potentials. For small holes, we show that a large class of initial distributions share the…
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…
The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…
We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…
The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently,…