Related papers: Irreversibility in linear systems with colored noi…
In this article, we analyze three classes of time-reversal of a Markov process with Gaussian noise on a manifold. We first unveil a commutativity constraint for the most general of these time-reversals to be well defined. Then we give a…
One possible framework to interpret the irreversibility transition observed in periodically driven colloidal suspensions is that of a non-equilibrium phase transition towards an absorbing reversible state at low amplitude of the driving…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…
We consider the effects of a shear on velocity fluctuations in a flow. The shear gives rise to a transient amplification that not only influences the amplitude of perturbations but also their time correlations. We show that, in the presence…
Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…
Steady state fluctuation relations for dynamical systems are commonly derived under the assumption of some form of time-reversibility and of chaos. There are, however, cases in which they are observed to hold even if the usual notion of…
We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…
We investigate the influence of time-varying environmental noise, i.e., temporal disorder, on the nonequilibrium phase transition of the contact process. Combining a real-time renormalization group, scaling theory, and large scale…
This paper discusses the thermodynamic irreversibility realized in high-dimensional Hamiltonian systems with a time-dependent parameter. A new quantity, the irreversible information loss, is defined from the Lyapunov analysis so as to…
Three similar convergence notions are considered. Two of them are the long established notions of convergent dynamics and incremental stability. The other is the more recent notion of contraction analysis. All three convergence notions…
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime and relaxation of nonequilibrium states. They can be considered as measures of controlling the efficiency of the completion process when a…
We study the temporal approach to equilibrium of the Gibbs' and conditional entropies for both invertible deterministic dynamics as well as non-invertible stochastic systems in the presence of white noise. The conditional entropy will…
Algorithms increasingly operate within complex physical, social, and engineering systems where they are exposed to disturbances, noise, and interconnections with other dynamical systems. This article extends known convergence guarantees of…
Active particles driven by colored noise can be approximately mapped onto a system that obeys detailed balance. The effective interactions which can be derived for such a system allow to describe the structure and phase behavior of the…
We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…
The absence of time-reversal symmetry is a fundamental property of many nonlinear time series. Here, we propose a new set of statistical tests for time series irreversibility based on standard and horizontal visibility graphs. Specifically,…
In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…
We introduce an approach which allows detecting causal relationships between variables for which the time evolution is available. Causality is assessed by a variational scheme based on the Information Imbalance of distance ranks, a…