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We study the escape dynamics in the presence of a hole of a standard family of intermittent maps of the unit interval with neutral fixed point at the origin (and finite absolutely continuous invariant measure). Provided that the hole (is a…

Dynamical Systems · Mathematics 2014-10-21 Mark Demers , Bastien Fernandez

We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…

Quantum Physics · Physics 2009-11-07 Daniel K. Wojcik , J. R. Dorfman

We consider the optimal control problem governed by diffusion convection reaction equation without control constraints. The proper orthogonal decomposition(POD) method is used to reduce the dimension of the problem. The POD method may be…

Optimization and Control · Mathematics 2015-05-21 Tuğba Akman

We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichlet-Neumann boundary value problem is conformally mapped onto…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis

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

The rates of activated processes, such as escape from a metastable state and nucleation, are exponentially sensitive to an externally applied field. We describe how this applies to modulation by high-frequency fields and illustrate it with…

Statistical Mechanics · Physics 2007-05-23 M. I. Dykman , Brage Golding

The time needed for a particle to exit a confining domain through a small window, called the narrow escape time (NET), is a limiting factor of various processes, such as some biochemical reactions in cells. Obtaining an estimate of the mean…

Statistical Mechanics · Physics 2007-11-22 O. Benichou , R. Voituriez

In this work we characterize the escape of orbits from the phase space of the Riemann-Liouville (RL) fractional standard map (fSM). The RL-fSM, given in action-angle variables, is derived from the equation of motion of the kicked rotor when…

We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Ira B. Schwartz

Some dynamical properties present in a problem concerning the acceleration of particles in a wave packet are studied. The dynamics of the model is described in terms of a two-dimensional area preserving map. We show that the phase space is…

Chaotic Dynamics · Physics 2011-09-14 Diego F. M. Oliveira , Marko Robnik , Edson D. Leonel

Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel from the origin…

Probability · Mathematics 2018-12-19 Saul Jacka , Ma. Elena Hernandez-Hernandez

In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…

Probability · Mathematics 2015-02-20 Sergio A. Almada Monter , Konatantinos Spiliopoulos

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

Optimization and Control · Mathematics 2022-07-19 Harto Saarinen

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

Probability · Mathematics 2010-04-22 Emmanuel Gobet , Stéphane Menozzi

We study and compare three characteristic times of the standard map, the Lyapunov time t_L, the Poincare recurrence time t_r and the stickiness (or escape) time t_{st}. The Lyapunov time is the inverse of the Lyapunov characteristic number…

Chaotic Dynamics · Physics 2019-03-13 Mirella Harsoula , Kostas Karamanos , George Contopoulos

We formulate a model that describes the escape dynamics in a leaky chaotic system in which the size of the leak depends on the number of the in-falling particles. The basic motivation of this work is the astrophysical process which…

Earth and Planetary Astrophysics · Physics 2017-08-02 Tamás Kovács , József Vanyó

Statistical properties for the recurrence of particles in an oval billiard with a hole in the boundary are discussed. The hole is allowed to move in the boundary under two different types of motion: (i) counterclockwise periodic circulation…

Chaotic Dynamics · Physics 2016-10-12 Matheus Hansen , R. Egydio de Carvalho , Edson D. Leonel

In this paper we consider the problem of avoided crossings (level repulsion) in phononic crystals and suggest a computationally efficient strategy to distinguish them from normal cross points. This process is essential for the correct…

Materials Science · Physics 2017-11-22 Yan Lu , Ankit Srivastava