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We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
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…
Stochastic transport processes on networked domains (modelled on metric graphs) arise in a variety of applications where diffusion and drift mechanisms interact with an underlying graph structure. The Fokker--Planck equation provides a…
In this paper we obtain uniform propagation estimates for systems of interacting diffusions. We adopt a general model, satisfying various conditions which ensure that the decay resulting from the internal dynamics term dominates the…
When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…
This paper formulates a new approach to the study of chaos in discrete dynamical systems based on the notions of inverse ill-posed problems, set-valued mappings, generalized and multivalued inverses, graphical convergence of a net of…
Anomalous transport in tilted periodic potentials is investigated within the framework of the fractional Fokker-Planck dynamics and the underlying continuous time random walk. The analytical solution for the stationary, anomalous current is…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
Deterministic chaotic dynamics presumes that the state space can be partitioned arbitrarily finely. In a physical system, the inevitable presence of some noise sets a finite limit to the finest possible resolution that can be attained. Much…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…
When a Hamiltonian system undergoes a stochastic, time-dependent anharmonic perturbation, the values of its adiabatic invariants as a function of time follow a distribution whose shape obeys a Fokker-Planck equation. The effective dynamics…
Dynamical fluctuations or rare events associated with atypical trajectories in chaotic maps due to specific initial conditions can crucially determine their fate, as the may lead to stability islands or regions in phase space otherwise…
We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…
The phase ordering dynamics of coupled chaotic maps on fractal networks are investigated. The statistical properties of the systems are characterized by means of the persistence probability of equivalent spin variables that define the…
The onset of collective behavior in a population of globally coupled oscillators with randomly distributed frequencies is studied for phase dynamical models with arbitrary coupling; the effect of a stochastic temporal variation in the…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
Spatiotemporal chaotic systems are difficult to characterize in a model-free manner because of their high dimensionality, strong nonlinearity, and sensitivity to initial conditions. Coupled map lattices, as a representative class of…
Network of nonlinear dynamical elements often show clustering of synchronization by chaotic instability. Relevance of the clustering to ecological, immune, neural, and cellular networks is discussed, with the emphasis of partially ordered…