Related papers: State dependent diffusion in a bistable potential:…

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

The time-dependent barrier passage of a particle driven by the structured noise is studied in the field of a metastable potential. Quantities such as the probability of passing over the saddle point and transmission coefficient of the…

We focus on the intermittent bistable stall dynamics of an airfoil under varying angle of attack. We propose a one-dimensional Langevin equation where the stochastic forcing depends on the state of the system -- high-lift attached flow or…

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…

We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Positive feedback and cooperativity in the regulation of gene expression are generally considered to be necessary for obtaining bistable expression states. Recently, a novel mechanism of bistability termed emergent bistability has been…

The analysis of noise-induced escape in populations of bistable elements is challenging, because nonlinearity, coupling, and noise all play essential roles. We show that the interplay of these three factors yields three qualitatively…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

We investigate time-dependent probability for a Brownian particle passing over the barrier to stay at a metastable potential pocket against escaping over the barrier. This is related to whole fusion-fission dynamical process and can be…

We consider the motion of an overdamped particle in a force field in presence of an external, adiabatic noise, without the restriction that the noise process is Gaussian or the stochastic process is Markovian. We examine the condition for…

We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…

We consider a system-reservoir model where the reservoir is modulated by an external noise. Both the internal noise of the reservoir and the external noise are stationary, Gaussian and are characterized by arbitrary decaying correlation…

It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…