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We obtain error terms on the rate of convergence to Extreme Value Laws for a general class of weakly dependent stochastic processes. The dependence of the error terms on the `time' and `length' scales is very explicit. Specialising to data…

Dynamical Systems · Mathematics 2016-03-24 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

The dynamics of active particles is of interest at many levels and is the focus of theoretical and experimental research. There have been many attempts to describe the dynamics of particles affected by random active forces in terms of an…

Statistical Mechanics · Physics 2020-01-08 Dan Wexler , Nir S. Gov , Kim Ø. Rasmussen , Golan Bel

A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…

Mathematical Physics · Physics 2017-06-29 Georgie Knight , Orestis Georgiou , Carl P. Dettmann , Rainer Klages

We investigate the dynamics of microcapsules in linear shear flow within a reduced model with two degrees of freedom. In previous work for steady shear flow, the dynamic phases of this model, i.e. swinging, tumbling and intermittent…

Soft Condensed Matter · Physics 2009-09-15 Steffen Kessler , Reimar Finken , Udo Seifert

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

We study a random walk model in which the jumping probability to a site is dependent on the number of previous visits to the site, as a model of the mobility with memory. To this end we introduce two parameters called the memory parameter…

Physics and Society · Physics 2016-11-11 Jeehye Choi , Jang-Il Sohn , K. -I. Goh , I. -M. Kim

We consider open quantum walks on a graph, and consider the random variables defined as the passage time and number of visits to a given point of the graph. We study in particular the probability that the passage time is finite, the…

Mathematical Physics · Physics 2017-11-10 Ivan Bardet , Denis Bernard , Yan Pautrat

We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…

Dynamical Systems · Mathematics 2019-10-02 Dengfeng Wu , Miaomiao Fu , Jinqiao Duan

The escape dynamics around the triangular Lagrangian point L5 in the real Sun-Earth-Moon-Spacecraft system is investigated. Appearance of the finite time chaotic behaviour suggests that widely used methods and concepts of dynamical system…

Space Physics · Physics 2017-07-26 Judit Sliz , Tamas Kovacs , Aron Suli

Escape from a potential well occurs in a wide variety of physical systems from chemical reactions to ship capsize. In these situations escape often occurs by passage over a normally hyperbolic submanifold (NHS). This paper describes the…

Dynamical Systems · Mathematics 2024-08-27 Alex McSweeney-Davis , R. S. MacKay , Shibabrat Naik

Kramer's theory of activation over a potential barrier consists in computing the mean exit time from the boundary of a basin of attraction of a randomly perturbed dynamical system. Here we report that for some systems, crossing the boundary…

Statistical Mechanics · Physics 2021-05-19 Lou Zonca , David Holcman

Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…

Statistical Mechanics · Physics 2009-10-31 Julian Shillcock , Udo Seifert

Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…

Probability · Mathematics 2014-01-20 Nils Berglund , Barbara Gentz

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…

Statistical Mechanics · Physics 2024-01-30 Ignacio del Amo , Peter Ditlevsen

When a dynamical system contains several different modes of oscillations it may behave in a variety of ways: If the modes oscillate at their own individual frequencies, it exhibits quasiperiodic behavior; when the modes lock to one another…

Chaotic Dynamics · Physics 2012-01-04 Mogens H. Jensen , Leo P. Kadanoff

It is now well established that microswimmers can be sorted or segregated fabricating suitable microfluidic devices or using external fields. A natural question is how these techniques can be employed for dividing swimmers of different…

Statistical Mechanics · Physics 2020-11-04 Matteo Paoluzzi , Luca Angelani , Andrea Puglisi

Atoms confined in a magnetic trap can escape by making spin-flip Majorana transitions due to a breakdown of the adiabatic approximation. Several papers have studied this process for atoms with spin $F = 1/2$ or $F= 1$. The present paper…

Quantum Physics · Physics 2009-11-13 D. M. Brink , C. V. Sukumar

A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…

Soft Condensed Matter · Physics 2009-01-01 Jyotipratim Ray Chaudhuri , Suman Kumar Banik , Sudip Chattopadhyay , Pinaki Chaudhury

We investigate how the diffusion exponent is affected by controlling small domains in the phase space.The main Kolomogorov-Arnold-Moser - KAM island of the Standard Map is considered to validate the investigation. The bifurcation scenario…

Chaotic Dynamics · Physics 2020-09-24 Gabriel I. Díaz , Matheus S. Palmero , Iberê Luiz Caldas , Edson D. Leonel

We introduce a generalized Ulam method and apply it to symplectic dynamical maps with a divided phase space. Our extensive numerical studies based on the Arnoldi method show that the Ulam approximant of the Perron-Frobenius operator on a…

Chaotic Dynamics · Physics 2010-07-09 Klaus M. Frahm , Dima L. Shepelyansky
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