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The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
We consider a control problem for the nonlinear stochastic Fokker--Planck equation. This equation describes the evolution of the distribution of nonlocally interacting particles affected by a common source of noise. The system is directed…
The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
The problem of locating the global optimum of functions is studied in a dynamic setting. The dynamics of simple multistable systems under the influence of chaotic forcing is investigated. When the magnitude of the forcing signal decays…
Levitated nanoparticles provide a controllable and isolated platform for probing fundamental quantum phenomena at the macroscopic scale. In this work, we introduce an optimization method to determine optimal static potentials for the…
Combined action of noise and deterministic force in dynamical systems can induce resonant effects. Here, we demonstrate a minimal, deterministic-force-free, setup allowing for occurrence of resonant, noise induced effects. We show that in…
We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…
We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…
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…
We outline formal and physical similarities between the quantum dynamics of open systems, and the mesoscopic description of classical systems affected by weak noise. The main tool of our interest is the dissipative Wigner equation, that,…
Chaotic eigenstates of quantum systems are known to localize on either side of a classical partial transport barrier if the flux connecting the two sides is quantum mechanically not resolved due to Heisenberg's uncertainty. Surprisingly, in…
Quantifying stochastic processes is essential to understand many natural phenomena, particularly in biology, including cell-fate decision in developmental processes as well as genesis and progression of cancers. While various attempts have…
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…
We investigate different quantum parameter estimation scenarios in the presence of noise, and identify optimal probe states. For frequency estimation of local Hamiltonians with dephasing noise, we determine optimal probe states for up to 70…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…