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The zero-temperature dynamics of simple models such as Ising ferromagnets provides, as an alternative to the mean-field situation, interesting examples of dynamical systems with many attractors (absorbing configurations, blocked…

Statistical Mechanics · Physics 2007-05-23 C. Godreche , J. M. Luck

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Statistical Mechanics · Physics 2013-12-03 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…

Chaotic Dynamics · Physics 2010-10-27 Christian S. Rodrigues , Celso Grebogi , Alessandro P. S. de Moura

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…

Analysis of PDEs · Mathematics 2024-04-09 Tony Lelièvre , Mohamad Rachid , Gabriel Stoltz

A general system of n ordinary differential equations coupled with one reaction-diffusion equation, considered in a bounded N-dimensional domain, with no-flux boundary condition is studied in a context of pattern formation. Such initial…

Analysis of PDEs · Mathematics 2023-04-14 Szymon Cygan , Grzegorz Karch , Anna Marciniak-Czochra , Kanako Suzuki

Although stable solutions of dynamical systems are typically considered more important than unstable ones, unstable solutions have a critical role in the dynamical integrity of stable solutions. In fact, usually, basins of attraction…

Chaotic Dynamics · Physics 2024-08-15 Giuseppe Habib

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

Dynamical Systems · Mathematics 2008-08-08 Zhihui Yang , Jinqiao Duan

Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…

Probability · Mathematics 2018-04-26 Inés Armendáriz , Stefan Grosskinsky , Michail Loulakis

In this paper, we study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed parameters of the randomisation are small, then this dynamics has…

Probability · Mathematics 2025-09-23 Nikita Ratanov

We establish the local input-to-state stability of a large class of disturbed nonlinear reaction-diffusion equations w.r.t. the global attractor of the respective undisturbed system.

Analysis of PDEs · Mathematics 2019-09-17 Sergey Dashkovskiy , Oleksiy V. Kapustyan , Jochen Schmid

The aim article is to contribute to the definition of a versatile language for metastability in the context of partial differential equations of evolutive type. A general framework suited for parabolic equations in one dimensional bounded…

Analysis of PDEs · Mathematics 2013-03-25 Corrado Mascia , Marta Strani

We establish a set of equations for moments of the distribution function. In the relaxation time approximations, these moments obey a coupled set of equations that can be truncated order-by-order. Solving the equations of moments, we are…

Nuclear Theory · Physics 2019-02-20 Jean-Paul Blaizot , Li Yan

In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…

Probability · Mathematics 2023-11-01 Ashot Aleksian , Julian Tugaut

We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…

Optimization and Control · Mathematics 2008-04-08 Quang-Cuong Pham

Reaction-diffusion equations are studied on bounded, time-periodic domains with zero Dirichlet boundary conditions. The long-time behaviour is shown to depend on the principal periodic eigenvalue of a transformed periodic-parabolic problem.…

Analysis of PDEs · Mathematics 2023-07-18 Jane Allwright

We consider the non-equilibrium behavior of a central spin system where the central spin is periodically reset to its ground state. The quantum mechanical evolution under this effectively dissipative dynamics is described by a discrete-time…

Quantum Physics · Physics 2022-11-01 Albert Cabot , Federico Carollo , Igor Lesanovsky

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

Optimization and Control · Mathematics 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

Statistics Theory · Mathematics 2020-02-26 Gregor Pasemann , Wilhelm Stannat

We solve the escape problem for the Heston random diffusion model. We obtain exact expressions for the survival probability (which ammounts to solving the complete escape problem) as well as for the mean exit time. We also average the…

Statistical Finance · Quantitative Finance 2008-12-22 Jaume Masoliver , Josep Perello

This paper investigates pattern formation in reaction--diffusion systems with both diffusive and nondiffusive components, providing necessary and sufficient conditions for diffusion-driven instability (DDI) and establishing the existence of…

Analysis of PDEs · Mathematics 2026-05-07 Théo André , Szymon Cygan , Anna Marciniak-Czochra , Finn Münnich