Related papers: Normal forms approach to diffusion near hyperbolic…
Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…
Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…
We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…
In this work, we investigate positive recurrent L\'evy diffusions driven by appropriately scaled Brownian motion and $\alpha$-stable process (with $1<\alpha<2$) in the small noise regime. Supposing that in the vanishing noise limit, our…
We propose and study a one-dimensional $2\times 2$ hyperbolic Eulerian system with local relaxation from critical threshold phenomena perspective. The system features dynamic transition between strictly and weakly hyperbolic. For different…
The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…
We investigate degenerate cross-diffusion equations with a rank-deficient diffusion matrix that are considered to model populations which move as to avoid spatial crowding and have recently been found to arise in a mean-field limit of…
The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…
In this paper, we extend the Hartman-Grobman theorem to systems perturbed with white noises. Let's recall that, in deterministic systems, the Hartman-Grobman theorem establishes the "topological equivalence" of the local phase portrait…
We present a computational analysis of a 2$\times$2 hyperbolic system of balance laws whose solutions exhibit complex nonlinear behavior. Traveling-wave solutions of the system are shown to undergo a series of bifurcations as a parameter in…
We compute the normal forms for the Hamiltonian leading to the epicyclic approximations of the (perturbed) Kepler problem in the plane. The Hamiltonian setting corresponds to the dynamics in the Hill synodic system where, by means of the…
We survey our recent articles dealing with one dimensional attractive zero range processes moving under site disorder. We suppose that the underlying random walks are biased to the right and so hyperbolic scaling is expected. Under the…
This article studies the scaling limit of a class of shot-noise fields defined on an independently marked stationary Poisson point process and with a power law response function. Under appropriate conditions, it is shown that the shot-noise…
Motivated by a phenomenon of phase transition in a model of alignment of self-propelled particles, we obtain a kinetic mean-field equation which is nothing else than the Doi equation (also called Smoluchowski equation) with dipolar…
We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…
We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…
The diffusion of hard-core particles subject to a global bias is described by a nonlinear, anisotropic generalization of the diffusion equation with conserved, local noise. Using renormalization group techniques, we analyze the effect of an…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…