Related papers: Random Switching near Bifurcations

Multivariate fluctuation relations are established in three stochastic models of transistors, which are electronic devices with three ports and thus two coupled currents. In the first model, the transistor has no internal state variable and…

Establishing cutoff, an abrupt transition from "not mixed" to "well mixed", is a classical topic in the theory of mixing times for Markov chains. Interest has grown recently in determining not only the existence of cutoff and the order of…

We initiate the study of random iteration of automorphisms of real and complex projective surfaces, or more generally compact K{\"a}hler surfaces, focusing on the fundamental problem of classification of stationary measures. We show that,…

In this paper we study nonlinear Helmholtz equations with sign-changing diffusion coefficients on bounded domains. The existence of an orthonormal basis of eigenfunctions is established making use of weak T-coercivity theory. All…

Linear fractional Galton-Watson branching processes in i.i.d.~random environment are, on the quenched level, intimately connected to random difference equations by the evolution of the random parameters of their linear fractional marginals.…

We study the behaviour at tipping points close to (smoothed) non-smooth fold bifurcations in one-dimensional oscillatory forced systems. The focus is the Stommel-Box, and related climate models, which are piecewise-smooth continuous…

A random walk is a basic stochastic process on graphs and a key primitive in the design of distributed algorithms. One of the most important features of random walks is that, under mild conditions, they converge to a stationary distribution…

Convection in an infinite fluid layer is often modelled by considering a finite box with periodic boundary conditions in the two horizontal directions. The translational invariance of the problem implies that any solution can be translated…

We consider random walks on marked simple point processes with symmetric jump rates and unbounded jump range. We prove homogenization properties of the associated Markov generators. As an application, we derive the hydrodynamic limit of the…

Density dependent Markov population processes with countably many types can often be well approximated over finite time intervals by the solution of the differential equations that describe their average drift, provided that the total…

We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…

In aggregation-fragmentation processes, a steady state is usually reached in the long time limit. This indicates the existence of a fixed point in the underlying system of ordinary differential equations. The next simplest possibility is an…

This paper studies birth and death processes in interactive random environments where the birth and death rates and the dynamics of the state of the environment are dependent on each other. Two models of a random environment are considered:…

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

In the paper we consider some piecewise deterministic Markov process whose continuous component evolves according to semiflows, which are switched at the jump times of a Poisson process. The associated Markov chain describes the states of…

General amplitude equations for reaction-diffusion systems near to the soft onset of birhythmicity described by a supercritical pitchfork-Hopf bifurcation are derived. Using these equations and applying singular perturbation theory, we show…

We propose a method to approximate continuous-time, continuous-state stochastic processes by a discrete-time Markov chain defined on a nonuniform grid. Our method provides exact moment matching for processes whose first and second moments…

Circular domains frequently appear in the fields of ecology, biology and chemistry. In this paper, we investigate the equivariant Hopf bifurcation of partial functional differential equations with Neumann boundary condition on a…

We extend Monte Carlo samplers based on piecewise deterministic Markov processes (PDMP samplers) by formally defining different boundary conditions such as sticky floors, soft and hard walls and teleportation portals. This allows PDMP…

We study the effect of external forcing on the saddle-node bifurcation pattern of interval maps. By replacing fixed points of unperturbed maps by invariant graphs, we obtain direct analogues to the classical result both for random forcing…