Related papers: Exit time asymptotics for dynamical systems with f…
We consider a finite dimensional deterministic dynamical system with a global attractor A with a unique ergodic measure P concentrated on it, which is uniformly parametrized by the mean of the trajectories in a bounded set D containing A.…
We study the exit problem of solutions of the stochastic differential equation dX(t)=-U'(X(t))dt+epsilon dL(t) from bounded or unbounded intervals which contain the unique asymptotically stable critical point of the deterministic dynamical…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…
For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. Using Malliavin calculus tools, we obtain precise vanishing noise asymptotics for the tail…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
We present a general geometrical approach to the problem of escape from a metastable state in the presence of noise. The accompanying analysis leads to a simple condition, based on the norm of the drift field, for determining whether…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…
We consider a centered random walk with finite variance and investigate the asymptotic behaviour of the probability that the area under this walk remains positive up to a large time $n$. Assuming that the moment of order $2+\delta$ is…
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…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
We prove sharp asymptotic estimates for the rate of escape of the two-dimensional simple random walk conditioned to avoid a fixed finite set. We derive it from asymptotics available for the continuous analogue of this process (cf…
We study the out of equilibrium dynamics of an elastic manifold in a random potential using mean-field theory. We find two asymptotic time regimes: (i) stationary dynamics, (ii) slow aging dynamics with violation of equilibrium theorems. We…
We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…
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…
The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…