Related papers: A piecewise deterministic Markov process approach …
Control theory plays a pivotal role in understanding and optimizing the behavior of complex dynamical systems across various scientific and engineering disciplines. Two key frameworks that have emerged for modeling and solving control…
We study the statistics of the relative separation between two fluid particles in a spatially smooth and temporally random flow. The Lagrangian strain is modelled by a telegraph noise, which is a stationary random Markov process that can…
We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…
Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…
The Kolmogorov-Feller equation for the probability density of a Markov process on a half-axis, which arises in important problems of biology, is considered. This process consists of random jumps distributed according to Laplace's law and a…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
Lyapunov exponents are a widely used tool for studying dynamical systems. When calculating Lyapunov exponents for piecewise-smooth systems with time-delayed arguments one faces a lack of continuity in the variational problem. This paper…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…
Probabilistic generative models based on measure transport, such as diffusion and flow-based models, are often formulated in the language of Markovian stochastic dynamics, where the choice of the underlying process impacts both algorithmic…
A dynamical model is proposed for isotropic turbulence driven by steady forcing that yields a viscosity independent dynamics for the small-scale (inertial) regime. This reproduces the Kolmogorov spectrum for the two-point velocity…
We examine the regenerative cutting process by using a single degree of freedom non-smooth model with a friction component and a time delay term. Instead of the standard Lyapunov exponent calculations, we propose a statistical 0-1 test…
Gravity-driven flows of granular matter are involved in a wide variety of situations, ranging from industrial processes to geophysical phenomena, such as avalanches or landslides. These flows are characterized by the coexistence of solid…
The problem of damping a system of linear oscillators is considered. The problem is solved by using a control in the form of dry friction. The motion of the system under the control is governed by a system of differential equations with…
It is shown that a well-known theory of random stationary processes contain contradictions. Integral representations of correlation functions and random stationary processes are investigated further. The new method of struggle with…
The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…
Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…
We investigate nonequilibrium steady-state dynamics in both continuous- and discrete-state stochastic processes. Our analysis focuses on planar diffusion dynamics and their coarse-grained approximations by discrete-state Markov chains.…