Related papers: State dependent diffusion in a bistable potential:…
We formulate two estimation problems for pipeline systems in which measurements of compressible gas flow through a network of pipes is affected by time-varying injections, withdrawals, and compression. We consider a state estimation problem…
Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
We consider the problem of estimating states and parameters in a model based on a system of coupled stochastic differential equations, based on noisy discrete-time data. Special attention is given to nonlinear dynamics and state-dependent…
For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…
We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…
We explore sequential escape behaviour of coupled bistable systems under the influence of stochastic perturbations. We consider transient escapes from a marginally stable "quiescent" equilibrium to a more stable "active" equilibrium. The…
The effect of noise is studied in one-dimensional maps undergoing transcritical, tangent, and pitchfork bifurcations. The attractors of the noiseless map become metastable states in the presence of noise. In the weak-noise limit, a…
This paper numerically investigates the mean first passage time (MFPT) and phase transition of a bistable Duffing system driven by L\'evy stable noise, which can reduce to the common Gaussian noise with the stability index 2. We obtain the…
We present an experimental realization of a biased optical periodic potential in the low friction limit. The noise-induced bistability between locked (torsional) and running (spinning) states in the rotational motion of a nanodumbbell is…
In the "stochastic $\delta N$ formalism", the statistics of the inflationary density perturbation are obtained from the first passage distribution of a stochastic process. We develop a general framework in which to evaluate the rare tail of…
The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…
We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well…
We prove a Kramers-type law for metastable transition times for a class of one-dimensional parabolic stochastic partial differential equations (SPDEs) with bistable potential. The expected transition time between local minima of the…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…