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In this tutorial, three examples of stochastic systems are considered: A strongly-damped oscillator, a weakly-damped oscillator and an undamped oscillator (integrator) driven by noise. The evolution of these systems is characterized by the…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
We study stochastic transport of interacting particles on a disordered network described by the random comb geometry. The model is defined on a one-dimensional backbone from which branches of random lengths emanate, providing a minimal…
In this paper, we examine the fundamental performance limitations in the control of stochastic dynamical systems; more specifically, we derive generic $\mathcal{L}_p$ bounds that hold for any causal (stabilizing) controllers and any…
We investigate the coupling between interstitial medium and granular particles by studying the hopper flow of dry and submerged system experimentally and numerically. In accordance with earlier studies, we find, that the dry hopper empties…
Persistent current in one-dimensional non-superconducting mesoscopic rings threaded by a slowly varying magnetic flux $\phi$ is studied based on the tight-binding model. The behavior of the persistent current is discussed in three aspects:…
We investigate the time-dependent, coherent, and dissipative dynamics of bound particles in single multilevel quantum dots in the presence of sequential tunnelling transport. We focus on the nonequilibrium regime where several channels are…
The spreading of a particle along a chain, and its relaxation, are central themes in statistical and quantum mechanics. One wonders what are the consequences of the interplay between coherent and stochastic transitions. This fundamental…
We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
Limited bandwidth and limited saturation in actuators are practical concerns in control systems. Mathematically, these limitations manifest as constraints being imposed on the control actions, their rates of change, and more generally, the…
Using molecular dynamics simulations, we study particle-transport in a system of interacting colloidal particles on a ring, where the system is driven by a time-dependent external potential, moving along the ring. We consider two driving…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We study the adsorption and desorption kinetics of interacting particles moving on a one-dimensional lattice. Confinement is introduced by limiting the number of particles on a lattice site. Adsorption and desorption are found to proceed at…
The concept of impedance, which characterises the current response to a periodical driving, is introduced in the context of stochastic transport. In particular, we calculate the impedance for an exactly solvable model, namely the stochastic…
We consider the dynamics of the disordered, one-dimensional, symmetric zero range process in which a particle from an occupied site $k$ hops to its nearest neighbour with a quenched rate $w(k)$. These rates are chosen randomly from the…
The hopping motion of lattice gases through potentials without mirror-reflection symmetry is investigated under various bias conditions. The model of 2 particles on a ring with 4 sites is solved explicitly; the resulting current in a…
We explore the possibility of obtaining unidirectional current in a symmetric (periodic) potential system without the application of any obvious (apparent) externally applied bias. There are many physical models proposed to accomplish this…
We study semi-infinite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction…
Stop-and-go waves are commonly observed in traffic and pedestrian flows. In traffic theory they are described by phase transitions of metastable models. The self-organization phenomenon occurs due to inertia mechanisms but requires fine…