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We consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…
The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…
The exact formulae for spectra of equilibrium diffusion in a fixed bistable piecewise linear potential and in a randomly flipping monostable potential are derived. Our results are valid for arbitrary intensity of driving white Gaussian…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
Contemporary technological challenges often involve many degrees of freedom in a distributed or networked setting. Three aspects are notable: the variables are usually associated with the nodes of a graph with limited communication…
This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
We study the current noise spectrum of qubits under transport conditions in a dissipative bosonic environment. We combine (non-)Markovian master equations with correlation functions in Laplace-space to derive a noise formula for both weak…
We study the $L^2$ spectral gap of a large system of strongly coupled diffusions on unbounded state space and subject to a double-well potential. This system can be seen as a spatially discrete approximation of the stochastic Allen-Cahn…
We consider the problem of output feedback regulationfor a linear first-order hyperbolic system with collocatedinput and output in presence of a general class of disturbancesand noise. The proposed control law is designed through…
The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…
In this paper we study a non strictly systems of conservation law by stochastic perturbation. We show the existence and uniqueness of the solution. We do not assume that $BV$-regularity for the initial conditions. The proofs are based on…
This is a course on noise which covers some of the scattering theory for normal metals, Hanbury Brown and Twiss analogs for noise correlations with electrons, noise correlations in superconducting/normal metal junctions. Entanglement in…
In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…
We investigate the finite time stability property of one-dimensional nonautonomous initial boundary value problems for linear decoupled hyperbolic systems with nonlinear boundary conditions. We establish sufficient and necessary conditions…
We consider one-dimensional, locally finite interacting particle systems with two conservation laws. The models have a family of stationary measures with product structure and we assume the existence of a uniform bound on the inverse of the…