Related papers: Stochastic switching in slow-fast systems: a large…

Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…

A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…

We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…

We calculate the probabilities to find systems of reacting particles in states which largely deviate from typical behavior. The rare event statistics is obtained from the master equation which describes the dynamics of the probability…

The problem of computing the rate of diffusion-aided activated barrier crossings between metastable states is one of broad relevance in physical sciences. The transition path formalism aims to compute the rate of these events by analysing…

Stochastic simulation has been a powerful tool for studying the dynamics of gene regulatory networks, particularly in terms of understanding how cell-phenotype stability and fate-transitions are impacted by noisy gene expression. However,…

In this work, we consider the numerical estimation of the probability for a stochastic process to hit a set B before reaching another set A. This event is assumed to be rare. We consider reactive trajectories of the stochastic Allen-Cahn…

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Rare events are ubiquitous in many different fields, yet they are notoriously difficult to simulate because few, if any, events are observed in a conventiona l simulation run. Over the past several decades, specialised simulation methods…

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…

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

The fluctuations of turbulence intensity in a pipe flow around the critical Reynolds number is difficult to study but important because they are related to turbulent-laminar transitions. We here propose a rare-event sampling method to study…

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

We consider rare transitions induced by colored noise excitation in multistable systems. We show that undesirable transitions can be mitigated by a simple time-delay feedback control if the control parameters are judiciously chosen. We…

The incidence of rare events in fast-slow systems is investigated via analysis of the large deviation principle (LDP) that characterizes the likelihood and pathway of large fluctuations of the slow variables away from their mean behavior --…

Resistive switching is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start…

We analyse the efficiency of several simulation methods which we have recently proposed for calculating rate constants for rare events in stochastic dynamical systems, in or out of equilibrium. We derive analytical expressions for the…

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…