Related papers: Trace formula for activated escape in noisy maps
We study the noise-induced escape process in a prototype dissipative nonequilibrium system, the Ikeda map. In the presence of a chaotic saddle embedded in the basin of attraction of the metastable state, we find the novel phenomenon of a…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
In this paper escape rates and local escape rates for special flows are sudied. In a general context the first result is that the escape rate depends monotonically on the ceiling function and fulfills certain scaling, invariance, and…
We propose an approximation for the probability of tipping when the speed of parameter change and additive white noise interact to cause tipping. Our approximation is valid for small to moderate drift speeds and helps to estimate the…
The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…
This article provides sufficient conditions for positive maps on the Schatten classes $\mathcal J_{p}, 1\le p<\infty$ of bounded operators on a separable Hilbert space such that a corresponding Perron-Frobenius theorem holds. With…
We evaluate the steady-state distribution and escape rate for an Active Ornstein-Uhlenbeck Particle (AOUP) using methods from the theory of large deviations. The calculation is carried out both for small and large memory times of the active…
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…
An analytical formula for the occurence probability of Markovian stochastic paths with repeatedly visited and/or equal departure rates is derived. This formula is essential for an efficient investigation of the trajectories belonging to…
The escape rate of a Brownian particle over a potential barrier is accurately described by the Kramers theory. A quantitative theory explicitly taking the activity of Brownian particles into account has been lacking due to the inherently…
We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…
The leading Pollicott-Ruelle resonance is calculated analytically for a general class of two-dimensional area-preserving maps. Its wave number dependence determines the normal transport coefficients. In particular, a general exact formula…
We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent…
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…
We consider local escape rates and hitting time statistics for unimodal interval maps of Misiurewicz-Thurston type. We prove that for any point $z$ in the interval there is a local escape rate and hitting time statistics which is one of…
Rotor walk is a deterministic analogue of simple random walk. For any given graph, we construct a rotor configuration for which the escape rate of the corresponding rotor walk is equal to the escape rate of simple random walk, and thus…
We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…
We study the escape dynamics in the presence of a hole of a standard family of intermittent maps of the unit interval with neutral fixed point at the origin (and finite absolutely continuous invariant measure). Provided that the hole (is a…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…
A nearly-integrable dynamical system has a natural formulation in terms of actions, $y$ (nearly constant), and angles, $x$ (nearly rigidly rotating with frequency $\Omega(y)$). We study angle-action maps that are close to symplectic and…