Related papers: Drifted escape from the finite interval
The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…
Time-dependently driven stochastic systems form a vast and manifold class of non-equilibrium systems used to model important applications on small length scales such as bit erasure protocols or microscopic heat engines. One property that…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
The dynamics of noise-resilient Boolean networks with majority functions and diverse topologies is investigated. A wide class of possible topological configurations is parametrized as a stochastic blockmodel. For this class of networks, the…
The escape from a potential well is an archetypal problem in the study of stochastic dynamical systems, representing real-world situations from chemical reactions to leaving an established home range in movement ecology. Concurrently,…
We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…
I discuss the so-called stochastic individual based model of adaptive dynamics and in particular how different scaling limits can be obtained by taking limits of large populations, small mutation rate, and small effect of single mutations…
This paper deals with a version of the two-timing method which describes various `slow' effects caused by externally imposed `fast' oscillations. Such small oscillations are often called \emph{vibrations} and the research area can be…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
Dynamical system models with delayed dynamics and small noise arise in a variety of applications in science and engineering. In many applications, stable equilibrium or periodic behavior is critical to a well functioning system. Sufficient…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
Traffic flow oscillations, including traffic waves, are a common yet incompletely understood feature of congested traffic. Possible mechanisms include traffic flow instabilities, indifference regions or finite human perception thresholds…
Orbits in a three-dimensional potential subjected to periodic driving, V(x^i,t)=[1+m_0 sin(omega t) V_0(x^i), divide naturally into two types, regular and chaotic, between which transitions are seemingly impossible. The chaotic orbits…
We study a class of ordinary differential equations with a non-Lipschitz point singularity, which admit non-unique solutions through this point. As a selection criterion, we introduce stochastic regularizations depending on the parameter…
In this work, we show that the inverse-$\lambda$ shape in the fundamental diagram of traffic flow can be produced dynamically by a simple nonlinear mesoscopic model with stochastic noises. The proposed model is based on the gas-kinetic…
This work considers state dynamics driven by Periodic Autoregressive Moving Average noise, and control of the system over time. Such processes appear frequently in applications involving the environment, such as energy and agriculture.…
We study the occupation fluctuations of drifted Brownian motion in a closed interval, and show that they undergo a dynamical phase transition in the long-time limit without an additional low-noise limit. This phase transition is similar to…
Stochastic dynamics of a quantum system driven by $N$ statistically independent random sudden quenches in a fixed time interval is studied. We reveal that with growing $N$ the system approaches a deterministic limit indicating…
We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…