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Related papers: Exact results for a noise-induced bistable system

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We analyse the problem of stability of a continuous time linear switching system (LSS) versus the stability of its Euler discretization. It is well-known that the existence of a positive {\tau} for which the corresponding discrete time…

Optimization and Control · Mathematics 2014-07-16 Vladimir Yu. Protasov , Raphael M. Jungers

We consider the transport statistics of classical bistable systems driven by noise. The stochastic path integral formalism is used to investigate the dynamics and distribution of transmitted charge. Switching rates between the two stable…

Statistical Mechanics · Physics 2007-05-23 Andrew N. Jordan , Eugene V. Sukhorukov

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…

Systems and Control · Computer Science 2012-08-21 Igor G. Vladimirov , Ian R. Petersen

Phase transitions and effects of external noise on many body systems are one of the main topics in physics. In mean field coupled nonlinear dynamical stochastic systems driven by Brownian noise, various types of phase transitions including…

Statistical Mechanics · Physics 2015-05-13 Akihisa Ichiki , Masatoshi Shiino

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…

Optimization and Control · Mathematics 2023-03-16 Cheng Tan , Zhengqiang Zhang , Haoting Sui , Wing Shing Wong

We consider a generic class of gene circuits affected by nonlinear extrinsic noise. To address this nonlinearity we introduce a general perturbative methodology based on assuming timescale separation between noise and genes dynamics, with…

Molecular Networks · Quantitative Biology 2023-05-10 Gerardo Aquino , Andrea Rocco

We study the interplay between noise and a positive feedback mechanism in an excitable system that generates events. We show that such a system can exhibit a bistability in the dynamics of the event generation (states of low and high…

Statistical Mechanics · Physics 2014-10-22 Justus A. Kromer , Reynaldo D. Pinto , Benjamin Lindner , Lutz Schimansky-Geier

We investigate the effects of exponentially correlated noise on birhythmic van der Pol type oscillators. The analytical results are obtained applying the quasi-harmonic assumption to the Langevin equation to derive an approximated…

Data Analysis, Statistics and Probability · Physics 2015-09-25 R. Mbakob Yonkeu , R. Yamapi , G. Filatrella , C. Tchawoua

Tipping in multistable systems occurs usually by varying the input slightly, resulting in the output switching to an often unsatisfactory state. This phenomenon is manifested in thermoacoustic systems. This thermoacoustic instability may…

Adaptation and Self-Organizing Systems · Physics 2020-09-29 Xiaoyu Zhang , Yong Xu , Qi Liu , Jürgen Kurths , Celso Grebogi

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

Statistical Mechanics · Physics 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

We present a simple analytical tool which gives an approximate insight into the stationary behavior of nonlinear systems undergoing the influence of a weak and rapid noise from one dominating source, e.g. the kinetic equations describing a…

Quantitative Methods · Quantitative Biology 2008-08-13 Anna Ochab-Marcinek

We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…

Dynamical Systems · Mathematics 2016-06-08 Elena Braverman , Conall Kelly , Alexandra Rodkina

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

Tipping behavior can occur when an equilibrium of a dynamical system loses stability in response to a slowly varying parameter crossing a bifurcation threshold, or where noise drives a system from one attractor to another, or some…

Chaotic Dynamics · Physics 2026-01-26 Raphael Römer , Peter Ashwin

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

Dynamical Systems · Mathematics 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

This paper presents an algorithm for approximating certain types of dynamical systems given by a system of ordinary delay differential equations by a Boolean network model. Often Boolean models are much simpler to understand than complex…

Molecular Networks · Quantitative Biology 2011-05-10 Franziska Hinkelmann , Reinhard Laubenbacher

Complex coherent dynamics is present in a wide variety of neural systems. A typical example is the voltage transitions between up and down states observed in cortical areas in the brain. In this work, we study this phenomenon via a…

Neurons and Cognition · Quantitative Biology 2015-05-19 Jorge F. Mejias , Hilbert J. Kappen , Joaquin J. Torres

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel