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A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…
We study the relation between escape rates and pressure in general dynamical systems with holes, where pressure is defined to be the difference between entropy and the sum of positive Lyapunov exponents. Central to the discussion is the…
We introduce the active exploration problem in Markov decision processes (MDPs). Each state of the MDP is characterized by a random value and the learner should gather samples to estimate the mean value of each state as accurately as…
Propagation of rays in 2D and 3D corrugated waveguides is performed in the general framework of stability indicators. The analysis of stability is based on the Lyapunov and Reversibility error. It is found that the error growth follows a…
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…
Existing theoretical results for attenuation of surface waves propagating on water of random fluctuating depth are shown to over predict the rate of decay due to the way in which ensemble averaging is performed. A revised approach is…
Weak turbulence is a phenomenon by which a system generically transfers energy from low to high wave numbers, while persisting for all finite time. It has been conjectured by Bourgain that the 2D defocusing nonlinear Schr\"odinger equation…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…
This paper proposes a tractable framework to determine key characteristics of non-linear dynamic systems by converting physics-informed neural networks to a mixed integer linear program. Our focus is on power system applications.…
Violent relaxation (VR) is often regarded as the mechanism leading stellar systems to collisionless meta equilibrium via rapid changes in the collective potential. We investigate the role of chaotic instabilities on single particle orbits…
The RF stabilization of tearing modes with current condensation has the potential to increase stabilization efficiency and loosen power localization requirements. Such benefits stem from the cooperative feedback between the RF deposition…
We study water waves propagating over a smooth obstacle in a fluid of varying depth, motivated by the observation that submerged islands in the ocean act as effective lenses that increase the amplitude and destructive power of tsunami waves…
The dynamics of inertial particles in $2-d$ incompressible flows can be modeled by $4-d$ bailout embedding maps. The density of the inertial particles, relative to the density of the fluid, is a crucial parameter which controls the…
This article considers the application of particle filtering to continuous-discrete optimal filtering problems, where the system model is a stochastic differential equation, and noisy measurements of the system are obtained at discrete…
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…
We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
Elastic wave propagation provides a noninvasive way to probe granular materials. The discrete element method using particle configuration as input, allows a micromechanical interpretation on the acoustic response of a given granular system.…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
Many complex phenomena, from weather systems to heartbeat rhythm patterns, are effectively modeled as low-dimensional dynamical systems. Such systems may behave chaotically under certain conditions, and so the ability to detect chaos based…