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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 show that the presence of KAM islands in nonhyperbolic chaotic scattering has deep implications on the unpredictability of open Hamiltonian systems. When the energy of the system increases the particles escape faster. For this reason the…

Chaotic Dynamics · Physics 2019-12-17 Alexandre R. Nieto , Euaggelos E. Zotos , Jesús M. Seoane , Miguel A. F. Sanjuán

We show that dynamical systems with $\phi$-mixing measures have local escape rates which are exponential with rate $1$ at non-periodic points and equal to the extremal index at periodic points. We apply this result to equilibrium states on…

Dynamical Systems · Mathematics 2019-04-01 Nicolai Haydn , Fan Yang

We investigate the extent to which the probabilistic properties of a chaotic scattering system with dissipation can be understood from the properties of the dissipation-free system. For large energies $E$, a fully chaotic scattering leads…

Statistical Mechanics · Physics 2023-12-01 Lachlan Burton , Holger Dullin , Eduardo G. Altmann

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

Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known…

Statistical Mechanics · Physics 2022-01-14 Jason Gilbert , Alexei Cheviakov

Given a dynamical system, we study the so-called space of shift functions thus introducing another vision on bifurcations and chaos. As an application of the obtained results, we give a partial solution to an open problem formulated in…

Dynamical Systems · Mathematics 2026-03-24 Sergey Kryzhevich , Yiwei Zhang

The escape rate of a stochastic dynamical system can be found as an expansion in powers of the noise strength. In previous work the coefficients of such an expansion for a one-dimensional map were fitted to a general form containing a few…

Chaotic Dynamics · Physics 2015-05-13 C. P. Dettmann , T. B. Howard

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · Physics 2008-02-03 Robert S. Maier , D. L. Stein

We derive a formula predicting dynamical tunneling rates from regular states to the chaotic sea in systems with a mixed phase space. Our approach is based on the introduction of a fictitious integrable system that resembles the regular…

Chaotic Dynamics · Physics 2008-03-18 A. Bäcker , R. Ketzmerick , S. Löck , L. Schilling

The escape dynamics of sticky particles from textured surfaces is poorly understood despite importance to various scientific and technological domains. In this work, we address this challenge by investigating the escape time of adsorbates…

Statistical Mechanics · Physics 2025-07-15 Yuval Scher , Shlomi Reuveni , Denis S. Grebenkov

We obtain a description of the Poincar\'e recurrences of chaotic systems in terms of the ergodic theory of transient chaos. It is based on the equivalence between the recurrence time distribution and an escape time distribution obtained by…

Chaotic Dynamics · Physics 2008-04-29 Eduardo G. Altmann , Tamas Tel

A great number of physical processes are described within the context of Hamiltonian scattering. Previous studies have rather been focused on trajectories starting outside invariant structures, since the ones starting inside are expected to…

Chaotic Dynamics · Physics 2010-08-31 Christian S. Rodrigues , Alessandro P. S. de Moura , Celso Grebogi

In order to simulate observational and experimental situations, we consider a leak in the phase space of a chaotic dynamical system. We obtain an expression for the escape rate of the survival probability applying the theory of transient…

Chaotic Dynamics · Physics 2009-02-02 Eduardo G. Altmann , Tamas Tel

In open Hamiltonian systems, the escape from a bounded region of phase space according to an exponential decay law is frequently associated with the existence of hyperbolic dynamics in such a region. Furthermore, exponential decay laws…

Chaotic Dynamics · Physics 2021-11-24 Diego S. Fernández , Álvaro G. López , Jesús M. Seoane , Miguel A. F. Sanjuán

In this manuscript we show that a noise-activated escape phenomenon occurs in closed Hamiltonian systems. Due to the energy fluctuations generated by the noise, the isopotential curves open up and the particles can eventually escape in…

Chaotic Dynamics · Physics 2021-11-17 Alexandre R. Nieto , Jesus M. Seoane , Miguel A. F. Sanjuan

There is a natural connection between two types of recurrence law: hitting times to shrinking targets, and hitting times to a fixed target (usually seen as escape through a hole). We show that for systems which mix exponentially fast, one…

Dynamical Systems · Mathematics 2018-01-08 Henk Bruin , Mark F. Demers , Mike Todd

In this short note, we propose a new and short approach to polynomial escape rates, which can be applied to various open systems with intermittency. The tool of our approach is the maximal large deviations developed in \cite{mldp}.

Dynamical Systems · Mathematics 2025-03-04 Yaofeng Su

We consider the long time behavior of the trajectories of the discontinuous analog of the standard Chirikov map. We prove that for some values of parameters all the trajectories remains bounded for all time. For other set of parameters we…

Dynamical Systems · Mathematics 2018-12-18 Maxim Arnold , Thomas Dauer , Meg Doucette , Shan-Conrad Wolf

The distribution of orbital period ratios between adjacent observed exoplanets is approximately uniform, but exhibits a strong falloff toward close orbital separations. We show that this falloff can be explained through past dynamical…

Earth and Planetary Astrophysics · Physics 2025-01-30 Kaitlyn Chen , Oswaldo Cardenas , Brandon Bonifacio , Nikolas Hall , Rori Kang , Daniel Tamayo