Related papers: On dynamical systems perturbed by a null-recurrent…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We present a new theorem describing stable solutions for a driven quantum system. The theorem, coined `inertial theorem', is applicable for fast driving, provided the acceleration rate is small. The theorem states that in the inertial limit…
Traffic flow oscillations, including traffic waves, are a common yet incompletely understood feature of congested traffic. Possible mechanisms include traffic flow instabilities, indifference regions or finite human perception thresholds…
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…
Through certain appropriate constructions, we establish periodic solutions in distribution for some stochastic differential equations with infinite-dimensional Levy noise. Additionally, we obtain the corresponding periodic measures and…
The problem of the existence and uniqueness of the motion of the system of an arbitrary number linear oscillators under a generalized dry-friction type control is studied. This type of control arises in the problem of steering the system to…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
A singularly perturbed parabolic problem of convection-diffusion type with incompatible inflow boundary and initial conditions is examined. In the case of constant coefficients, a set of singular functions are identified which match certain…
We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
We consider one-dimensional stochastic differential equations with a boundary condition, driven by a Poisson process. We study existence and uniqueness of solutions and the absolute continuity of the law of the solution. In the case when…
Driven many-particle systems with nonlinear interactions are known to often display multi-stability, i.e. depending on the respective initial condition, there may be different outcomes. Here, we study this phenomenon for traffic models,…
The properties of the fluctuations large enough to induce bifurcations at open chemical systems at steady constraints are studied. The fluctuations that come from the diffusion-induced noise are considered. It is a generic for the surface…
It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…
A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained
This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…