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Related papers: Escape Rates Formulae and Metastability for Random…

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We study the effect of homogeneous noise on the escape rate of strongly chaotic area-preserving maps with a small opening. While in the noiseless dynamics the escape rate analytically depends on the instability of the shortest periodic…

Chaotic Dynamics · Physics 2023-12-15 Makoto Ohshika , Domenico Lippolis , Akira Shudo

We study the relation between escape rates and pressure in general dynamical systems with holes, where pressure is defined to be the difference between entropy and the sum of positive Lyapunov exponents. Central to the discussion is the…

Dynamical Systems · Mathematics 2011-07-14 Mark Demers , Paul Wright , Lai-Sang Young

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…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 M. I. Dykman , D. Ryvkine

The study of escape rates for a ball in a dynamical systems has been much studied. Understanding the asymptotic behavior of the escape rate as the radius of the ball tends to zero is an especially subtle problem. In the case of hyperbolic…

Dynamical Systems · Mathematics 2016-09-14 Mark Pollicott , Mariusz Urbanski

Let $T$ be a piecewise expanding interval map and $T_H$ be an abstract perturbation of $T$ into an interval map with a hole. Given a number $\ell$, $0<\ell<1$, we compute an upper-bound on the size of a hole needed for the existence of an…

Dynamical Systems · Mathematics 2009-11-30 Wael Bahsoun , Christopher Bose

In this paper, we consider a subshift of finite type with Markov measure. By considering a union of cylinders as holes, we investigate the exponential growth rate of measure of points whose orbits do not escape into the hole over a fixed…

Dynamical Systems · Mathematics 2024-06-07 Nikita Agarwal , Haritha Cheriyath , Sharvari Neetin Tikekar

We study an intermittent map which has exactly two ergodic invariant densities. The densities are supported on two subintervals with a common boundary point. Due to certain perturbations, leakage of mass through subsets, called holes, of…

Dynamical Systems · Mathematics 2015-05-28 Wael Bahsoun , Sandro Vaienti

We prove that for a sequence of nested sets $\{U_n\}$ with $\Lambda = \cap_n U_n$ a measure zero set, the localized escape rate converges to the extremal index of $\Lambda$, provided that the dynamical system is $\phi$-mixing at polynomial…

Dynamical Systems · Mathematics 2021-08-04 Connor Davis , Nicolai Haydn , Fan Yang

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…

Dynamical Systems · Mathematics 2025-10-27 Cecilia González-Tokman , Joshua Peters

For a fixed initial reference measure, we study the dependence of the escape rate on the hole for a smooth or piecewise smooth hyperbolic map. First, we prove the existence and Holder continuity of the escape rate for systems with small…

Dynamical Systems · Mathematics 2015-06-03 Mark Demers , Paul Wright

We investigate the effects of random perturbations on fully chaotic open systems. Perturbations can be applied to each trajectory independently (white noise) or simultaneously to all trajectories (random map). We compare these two scenarios…

Chaotic Dynamics · Physics 2015-05-12 Tamas Bodai , Eduardo G. Altmann , Antonio Endler

We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…

Statistical Mechanics · Physics 2016-11-22 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We obtain large deviation results for non-uniformly expanding maps with non-flat singularities or criticalities and for partially hyperbolic non-uniformly expanding attracting sets. That is, given a continuous function we consider its space…

Dynamical Systems · Mathematics 2018-09-14 V Araujo , M J Pacifico

Recent advances in the periodic orbit theory of stochastically perturbed systems have permitted a calculation of the escape rate of a noisy chaotic map to order 64 in the noise strength. Comparison with the usual asymptotic expansions…

Chaotic Dynamics · Physics 2015-06-26 Carl P. Dettmann

One or more small holes provide non-destructive windows to observe corresponding closed systems, for example by measuring long time escape rates of particles as a function of hole sizes and positions. To leading order the escape rate of…

Chaotic Dynamics · Physics 2009-11-11 L. A. Bunimovich , C. P. Dettmann

Consider a piecewise smooth expanding map of the interval possessing several invariant subintervals and the same number of ergodic absolutely continuous invariant probability measures (ACIMs). After this system is perturbed to make the…

Dynamical Systems · Mathematics 2010-11-25 Dmitry Dolgopyat , Paul Wright

We consider a piecewise smooth expanding map of the interval possessing two invariant subsets of positive Lebesgue measure and exactly two ergodic absolutely continuous invariant probability measures (ACIMs). When this system is perturbed…

Dynamical Systems · Mathematics 2013-02-05 Cecilia González Tokman , Brian R. Hunt , Paul Wright

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…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

We use subgroup distortion to determine the rate of escape of a simple random walk on a class of polycyclic groups, and we show that the rate of escape is invariant under changes of generating set for these groups. For metabelian groups, we…

Probability · Mathematics 2011-09-14 Russ Thompson

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…

Statistical Mechanics · Physics 2015-05-18 M. I. Dykman