Related papers: Small Random Perturbations of a Dynamical System w…
Here we numerically study a model of excitable media, namely, a network with occasionally quiet nodes and connection weights that vary with activity on a short-time scale. Even in the absence of stimuli, this exhibits unstable dynamics,…
Several aspects of regularity theory for parabolic systems are investigated under the effect of random perturbations. The deterministic theory, when strict parabolicity is assumed, presents both classes of systems where all weak solutions…
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…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We show that stability of planetary systems is intimately connected with their internal order. An arbitrary initial distribution of planets is susceptible to catastrophic events in which planets either collide or are ejected from the…
We study a stochastic system of interacting neurons and its metastable properties. The system consists of $N$ neurons, each spiking randomly with rate depending on its membrane potential. At its spiking time, the neuron potential is reset…
In this note, we consider the dynamics associated to an epsilon-perturbation of an integrable Hamiltonian system in action-angle coordinates in any number of degrees of freedom and we prove the following result of "micro-diffusion": under…
We investigate a possible extension of probabilistic well-posedness theory of nonlinear dispersive PDEs with random initial data beyond variance blowup. As a model equation, we study the Benjamin-Bona-Mahony equation (BBM) with Gaussian…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We consider non-local in time semilinear subdiffusion equations on a bounded domain, where the kernel in the integro-differential operator belongs to a large class, which covers many relevant cases from physics applications, in particular…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…
We study the problem of learning to stabilize unknown noisy Linear Time-Invariant (LTI) systems on a single trajectory. It is well known in the literature that the learn-to-stabilize problem suffers from exponential blow-up in which the…
Additive noise is known to produce counter-intuitive behaviors in nonlinear dynamical systems. Previously, it was shown that systems with a deterministic limit cycle can display bistable switching between metastable states in the presence…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
The question of biological stability (permanence) of a replicator reaction-diffusion system is considered. Sufficient conditions of biological stability are found. It is proved that there are situations when biologically unstable…
The principal aim of the present work is to explore limit theorems for small random perturbations of a planar impulsive dynamical system, where impulses occur at hitting times of a suitable switching surface, and are thus state-dependent.…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…