Related papers: Output-only parameter identification of a colored-…
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…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
In order to stabilize the behavior of noisy systems, confining it around a desirable state, an effort is required to suppress the intrinsic noise. This noise suppression task entails a cost. For the important case of thermal noise in an…
This paper considers nonlinear dynamics of plasma oscillations modeled by a forced modified Van der Pol-Duffing oscillator. These plasma oscillations are described by a nonlinear differential equation of the form $ \ddot{x}+ \epsilon (1…
Networks of coupled nonlinear oscillators model a broad class of physical, chemical and biological systems. Understanding emergent patterns in such networks is an ongoing effort with profound implications for different fields. In this work,…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
The concept of time-correlated noise is important to applied stochastic modelling. Nevertheless, there is no generally agreed-upon definition of the term red noise in continuous-time stochastic modelling settings. We present here a rigorous…
We investigate the dynamics of single microparticles immersed in water that are driven out of equilibrium in the presence of an additional external colored noise. As a case study, we trap a single polystyrene particle in water with optical…
We formulate the stochastic dynamics of a particle subject to internal non-white (coloured) noise in terms of path-integrals. In the simplest case, where the noise is exponentially correlated, the weak-noise limit is characterised by…
A boundary value problem, which could represent a transcendent temperature conduction problem with evaporation in a part of the boundary, was studied to determine unknown thermophysical parameters, which can be constants or time dependent…
In pattern forming systems such as Rayleigh-Benard convection or directional solidification, a large number of linearly stable, patterned steady states exist when the basic, simple steady state is unstable. Which of these steady states will…
Structural parameter identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. One of the standard approaches to assessing this…
The time-dependent barrier passage of an anomalous system-reservoir coupling non-equilibrium open environment is studied where the heat bath is modulated by an external noise. The time-dependent barrier passing probability is obtained…
We consider rare transitions induced by colored noise excitation in multistable systems. We show that undesirable transitions can be mitigated by a simple time-delay feedback control if the control parameters are judiciously chosen. We…
Turbulent reacting flows confined to ducts are plagued by thermoacoustic instability, a state in which a positive feedback between flow, flame and acoustic perturbations leads to the emergence of catastrophically high-amplitude oscillatory…
We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
We study a stochastically driven, damped nonlinear oscillator whose frequency is modulated by a white or coloured noise. Using diagrammatic perturbation theory, we find that in the absence of nonlinearity, parametric modulation by a…