Related papers: Persistence of Small Noise and Random initial cond…
Discrete-time models of non-uniformly sampled nonlinear systems under zero-order hold relate the next state sample to the current state sample, (constant) input value, and sampling interval. The exact discrete-time model, that is, the…
We analyse the so-called Marginal Instability of linear switching systems, both in continuous and discrete time. This is a phenomenon of unboundedness of trajectories when the Lyapunov exponent is zero. We disprove two recent conjectures of…
We study the stability and synchronization of predator-prey populations subjected to noise. The system is described by patches of local populations coupled by migration and predation over a neighborhood. When a single patch is considered,…
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We investigate the equilibration of a small isolated quantum system by means of its matrix of asymptotic transition probabilities in a preferential basis. The trace of this matrix is shown to measure the degree of equilibration of the…
The initial-boundary value problem for an infinite one-dimensional chain of harmonic oscillators on the half-line is considered. The large time asymptotic behavior of solutions is studied. The initial data of the system are supposed to be a…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
We examine the effects of pure additive noise on spatially extended systems with quadratic nonlinearities. We develop a general multiscale theory for such systems and apply it to the Kuramoto-Sivashinsky equation as a case study. We first…
We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…
We study statistical models for one-dimensional diffusions which are recurrent null. A first parameter in the drift is the principal one, and determines regular varying rates of convergence for the score and the information process. A…
We consider the long-time dynamics of a general class of nonlinear Fokker-Planck equations, describing the large population behavior of mean-field interacting units. The main motivation of this work concerns the case where the individual…
The influence of an external random field on the competition process in a nonlinear open spatially extended system is analyzed numerically. A three-component model is chosen as the competition model in which a "weak" species can move in…
Dynamical sampling deals with signals that evolve in time under the action of a linear operator. The purpose of the present paper is to analyze the performance of the basic dynamical sampling algorithms in the finite dimensional case and…
Combined action of noise and deterministic force in dynamical systems can induce resonant effects. Here, we demonstrate a minimal, deterministic-force-free, setup allowing for occurrence of resonant, noise induced effects. We show that in…
Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…
According to Bohmian dynamics, the particles of a quantum system move along trajectories, following a velocity field determined by the wave-function Psi(x,t). We show that for simple one-dimensional systems any initial probability…
Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…
This paper presents a systematic numerical study of the effects of noise on the invariant probability densities of dynamical systems with varying degrees of hyperbolicity. It is found that the rate of convergence of invariant densities in…