Related papers: Trace formula for activated escape in noisy maps
We study the uniqueness and accuracy of the numerical solution of the problem of reconstruction of the shape and trajectory of a reflecting obstacle moving in an inhomogeneous medium from travel times, start and end points, and initial…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
We consider a stochastic version of an excitable system based on the Morris-Lecar model of a neuron, in which the noise originates from stochastic Sodium and Potassium ion channels opening and closing. One can analyze neural excitability in…
In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…
We show that an escape from the potential minimum of Fabry-Perot interferometers can be detected measuring the associated sudden change of reflectivity. We demonstrate that the loss of information that occurs retaining only the sequence of…
We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
The time-dependent barrier passage of an anomalous system-reservoir coupling non-equilibrium open environment is studied where the heat bath is modulated by an external noise. The time-dependent barrier passing probability is obtained…
Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…
In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a…
We study the problem of deciding whether a point escapes a closed subset of $\mathbb{R}^d$ under the iteration of a continuous map $f \colon \mathbb{R}^d \to \mathbb{R}^d$ in the bit-model of real computation. We give a sound partial…
We obtain an exact formula for the first-passage time probability distribution for random walks on complex networks using inverse Laplace transform. We write the formula as the summation of finitely many terms with different frequencies…
The random map model is a deterministic dynamical system in a finite phase space with n points. The map that establishes the dynamics of the system is constructed by randomly choosing, for every point, another one as being its image. We…
In this paper, we propose a novel high-dimensional time-varying coefficient estimator for noisy high-frequency observations with a factor structure. In high-frequency finance, we often observe that noises dominate the signal of underlying…
Pattern separation is a computational process by which dissimilar neural patterns are generated from similar input patterns. We present an information-geometric formulation of pattern separation, where a pattern separator is modelled as a…
Resonances of the time evolution (Frobenius-Perron) operator P for phase space densities have recently been shown to play a key role for the interrelations of classical, semiclassical and quantum dynamics. Efficient methods to determine…
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…
Symplectic maps are routinely used to describe single-particle dynamics in circular accelerators. In the case of a linear accelerator map, the rotation number (the betatron frequency) can be easily calculated from the map itself. In the…
We establish a semiclassical trace formula in a general framework of microhyperbolic hermitian systems of $h$-pseudodifferential operators, and apply it to the study of the spectral shift function associated to a pair of selfadjoint…
The paper introduces novel methodologies for the identification of coefficients of switched autoregressive and switched autoregressive exogenous linear models. We consider cases which system's outputs are contaminated by possibly large…