Related papers: Large Fluctuations and Singular Behavior of Nonequ…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a…
We propose generalization of escape rate from a metastable state for externally driven correlated noise processes in one dimension. In addition to the internal non-Markovian thermal fluctuations, the external correlated noise processes we…
A general theory is developed for describing the nonlinear relaxation of spin systems from a strongly nonequilibrium initial state, when, in addition, the sample is coupled to a resonator. Such processes are characterized by nonlinear…
We study the effect of homogeneous noise on the escape rate of strongly chaotic area-preserving maps with a small opening. While in the noiseless dynamics the escape rate analytically depends on the instability of the shortest periodic…
The influence of noise on the generalized synchronization regime in the chaotic systems with dissipative coupling is considered. If attractors of the drive and response systems have an infinitely large basin of attraction, generalized…
Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
Understanding how macroscopic nonequilibrium systems respond to changes in external or internal parameters remains a fundamental challenge in physics. In this work, we report a parameter transitional symmetry valid for macroscopic dynamics…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
The fluctuation in electric current in nonequilibrium steady states is investigated by molecular dynamics simulation of macroscopically uniform conductors. At low frequencies, appropriate decomposition of the spectral intensity of current…
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…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
We consider a nonequilibrium transition that leads to the formation of nonlinear steady-state structures due to the gas flow scattering on a partially penetrable obstacle. The resulting nonequilibrium steady state (NESS) corresponds to a…
Chaotic eigenstates of quantum systems are known to localize on either side of a classical partial transport barrier if the flux connecting the two sides is quantum mechanically not resolved due to Heisenberg's uncertainty. Surprisingly, in…
We use a master equation to study the dynamics of two coupled macroscopic quantum systems (e.g.\ a Josephson junction made of two Bose-Einstein condensates or two spin states of an ensemble of trapped ions) subject to a weak continuous…
For non-Gaussian stochastic dynamical systems, mean exit time and escape probability are important deterministic quantities, which can be obtained from integro-differential (nonlocal) equations. We develop an efficient and convergent…