Related papers: Recurrence and Ergodicity of Switching Diffusions …
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
We study nanomechanical resonators with frequency fluctuations due to diffusion of absorbed particles. The diffusion depends on the vibration amplitude through inertial effect. We find that, if the diffusion coefficient is sufficiently…
The present paper is meant to give a simple introduction to the problem of the connection between microscopic dynamics and statistical laws. For sake of simplicity, we mostly refer to non-dissipative dynamics, since dissipation adds…
How is the irreversibility of a high-dimensional chaotic system controlled by the heterogeneity in the non-reciprocal interactions among its elements? In this paper, we address this question using a stochastic model of random recurrent…
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors…
We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other…
Diffusion of electrons in a two-dimensional system with time-dependent random potentials is investigated numerically. In the absence of spin-orbit scattering, the conductivity shows universal weak localization correction. In the presence of…
We consider a drift-diffusion model, with an unknown function depending on the spatial variable and an additional structural variable, the amount of ingested lipid. The diffusion coefficient depends on this additional variable. The drift…
We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…
Investigations on diffusion in systems with memory [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] have established a hierarchical connection between mixing, ergodicity, and the…
Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…
The concept of weak ergodicity breaking is defined and studied in the context of deterministic dynamics. We show that weak ergodicity breaking describes a weakly chaotic dynamical system: a nonlinear map which generates subdiffusion…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We consider the problem of estimating the joint distribution of a continuous-time perpetuity and the underlying factors which govern the cash flow rate, in an ergodic Markov model. Two approaches are used to obtain the distribution. The…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…
We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…