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The phenomenon of Stochastic Resonance (SR) is observed in a completely deterministic setting - with thermal noise being replaced by one-dimensional chaos. The piecewise linear map investigated in the paper shows a transition from…
Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…
Orbit determination is possible for a chaotic orbit of a dynamical system, given a finite set of observations, provided the initial conditions are at the central time. In a simple discrete model, the standard map, we tackle the problem of…
We investigate the existence and regularity of the local times of the solution to a linear system of stochastic wave equations driven by a Gaussian noise that is fractional in time and colored in space. Using Fourier analytic methods, we…
We address the problem of controlling a stochastic version of a Dubins vehicle such that the probability of satisfying a temporal logic specification over a set of properties at the regions in a partitioned environment is maximized. We…
Contrary to common belief, it is not difficult to construct deterministic models where stochastic behavior is correctly described by quantum mechanical amplitudes, in precise accordance with the Copenhagen-Bohr-Bohm doctrine. What is…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
Tipping in multistable systems occurs usually by varying the input slightly, resulting in the output switching to an often unsatisfactory state. This phenomenon is manifested in thermoacoustic systems. This thermoacoustic instability may…
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be…
We consider a prototypical nonlinear system which can be stabilized by multiplicative noise: an underdamped non-linear pendulum with a stochastically vibrating pivot. A numerical solution of the pertinent Fokker-Planck equation shows that…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
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…
Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…
We show that the fluctuations of the periodic orbits of deterministically chaotic systems can be captured by supersymmetry, in the sense that they are repackaged in the contribution of the absolute value of the determinant of the noise…
A fundamental issue in nonlinear dynamics and statistical physics is how to distinguish chaotic from stochastic fluctuations in short experimental recordings. This dilemma underlies many complex systems models from stochastic gene…
Navigation in complex and noisy environments is a key issue in diverse fields from biology to engineering. Despite extensive progress in numerical optimization methods for computing navigation policies, insights into how disorder reshapes…
Timesteppers constitute a powerful tool in modern computational science and engineering. Although they are typically used to advance the system forward in time, they can also be viewed as nonlinear mappings that implicitly encode steady…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
Restarting a stochastic search process can accelerate its completion by providing an opportunity to take a more favorable path with each reset. This strategy, known as stochastic resetting, is well studied in random processes. Here, we…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…