Related papers: Large Fluctuations and Singular Behavior of Nonequ…
Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent…
The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…
It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
In a recent letter [Phys.Rev.Lett. {\bf 30}, 3269 (1995), chao-dyn/9510011], we reported that a macroscopic chaotic determinism emerges in a multistable system: the unidirectional motion of a dissipative particle subject to an apparently…
We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…
We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Local networks of neurons are nonlinear systems driven by synaptic currents elicited by its own spiking activity and the input received from other brain areas. Synaptic currents are well approximated by correlated Gaussian noise. Besides,…
The pulse-noise approach to systems of classical spins weakly interacting with the bath has been applied to study thermally-activated escape of magnetic nanoparticles over the uniform and nonuniform energy barriers at intermediate and low…
Diverse complex systems often undergo sudden changes in their states, such as epileptic seizures, climate changes, and social uprisings. Such behavior has been modeled by noise-induced escape of bistable elements, which is the escape from…
For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from…
Azimuthal instabilities occur in rotationally symmetric systems, either as spinning (rotating) waves or standing waves. We make use of a novel ansatz to derive a differential equation characterizing the state of these instabilities in terms…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…
For fully connected populations of diffusively coupled bistable elements, we identified three qualitatively distinct mechanisms of noise-induced escape as coupling strength varies [H. Ishii and H. Kori, arXiv:2512.01388 (2025)]. Here we…
Many physical, chemical and biological systems have an inherent discrete spatial structure that strongly influences their dynamical behaviour. Similar remarks apply to internal or external noise, as well as to nonlocal coupling. In this…
We present a general framework to study the metastability of random perturbations of dynamical systems. It integrates techniques from the theory of Markov processes, in particular the resolvent approach to metastability, with the spectral…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…