Related papers: Mean exit time for stochastic dynamical systems dr…
Dynamical system models with delayed dynamics and small noise arise in a variety of applications in science and engineering. In many applications, stable equilibrium or periodic behavior is critical to a well functioning system. Sufficient…
The total entropy production of stochastic systems can be divided into three quantities. The first corresponds to the excess heat, whilst the second two comprise the house-keeping heat. We denote these two components the transient and…
In this paper we initiate the mathematical analysis of a system of nonlinear Stochastic Partial Differential equations describing the motion of turbulent Non-Newtonian media in the presence of fluctuating magnetic field. The system is…
In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…
We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…
In this paper we study first exit times from a bounded domain of a gradient dynamical system $\dot Y_t=-\nabla U(Y_t)$ perturbed by a small multiplicative L\'evy noise with heavy tails. A special attention is paid to the way the…
We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
In this paper, we solve exit problems for a L\'evy process that resets proportionally to its current position at independent Poisson epochs times. This resetting causes an additional (proportional to its current level) downward (upward)…
The paper is focused on the nonlinear stability analysis of stochastic $\theta$-methods. In particular, we consider nonlinear stochastic differential equations such that the mean-square deviation between two solutions exponentially decays,…
For many stochastic dynamic systems, the Mean First Passage Time (MFPT) is a useful concept, which gives expected time before a state of interest. This work is an extension of MFPT in several ways. (1) We show that for some systems the…
Estimating the parameters governing the dynamics of a system is a prerequisite for its optimal control. We present a simple but powerful method that we call STEADY, for STochastic Estimation algorithm for DYnamical variables, to estimate…
We investigate the low-temperature dynamics of a simple stochastic model, introduced recently in the context of the physics of glasses. The slowest characteristic time at equilibrium diverges exponentially at low temperature. On smaller…
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…
In evolutionary game dynamics, reproductive success increases with the performance in an evolutionary game. If strategy $A$ performs better than strategy $B$, strategy $A$ will spread in the population. Under stochastic dynamics, a single…
With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…
In this contribution, we introduce a general class of car-following models with an input-state-output port-Hamiltonian structure. We derive stability conditions and long-term behavior of the finite system with periodic boundaries and…
L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…