Related papers: A weak characterization of slow variables in stoch…
We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…
Understanding the behavior of complex molecular systems is a fundamental problem in physical chemistry. To describe the long-time dynamics of such systems, which is responsible for their most informative characteristics, we can identify a…
In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available.…
We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…
Reaction Coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and…
The long-time behavior of many complex molecular systems is often governed by slow relaxation dynamics that can be described by a few reaction coordinates referred to as collective variables (CVs). However, identifying CVs hidden in a…
This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process $X_n$ in $\mathbb{R}^d$ to a (much) smaller dimension $k \ll d$. We define the effective dynamics under a given…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…
Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…
The dynamics in a confined turbulent convection flow is dominated by multiple long-lived macroscopic circulation states, which are visited subsequently by the system in a Markov-type hopping process. In the present work, we analyze the…
In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…
The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…
A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…
We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…
We propose a novel measure valued process which models the behaviour of chemical reaction networks in spatially heterogeneous systems. It models reaction dynamics between different molecular species and continuous movement of molecules in…
Oscillators have two main limitations: their synchronization properties are limited (i.e they have a finite synchronization region) and they have no memory of past interactions (i.e. they return to their intrinsic frequency whenever the…
We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck…
Animal behavior unfolds across many timescales, from fast movement patterns to slow changes in internal states such as hunger, arousal, and circadian phase. These slow variables are rarely measured directly and must instead be inferred from…
Chemical kinetic models in terms of ordinary differential equations correspond to finite dimensional dissipative dynamical systems involving a multiple time scale structure. Most dimension reduction approaches aimed at a slow…
The computer algebra routines documented here empower you to reproduce and check many of the details described by an article on large deviations for slow-fast stochastic systems [abs:1001.4826]. We consider a 'small' spatial domain with two…