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In this paper we consider storage and inventory systems. Our aim is to apply and review main results of the fluctuation theory of stochastic processes in the context of storage and inventory modeling. We describe systems where the inflow is…

Probability · Mathematics 2013-04-16 Zbigniew Michna , Wojciech Bombała , Peter Nielsen

Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…

Statistical Mechanics · Physics 2024-02-23 Yunxiang Song , Thomas A. Witten

In this thesis, it is presented a set of results in adiabatic dynamics (closed and open system) and transitionless quantum driving that promote some advances in our understanding on quantum control and Hamiltonian inverse engineering. In…

Quantum Physics · Physics 2021-07-27 Alan C. Santos

In this work, we consider the stochastic Cauchy problem driven by the canonical $\alpha$-stable cylindrical L\'evy process. This noise naturally generalises the cylindrical Brownian motion or space-time Gaussian white noise. We derive a…

Probability · Mathematics 2018-05-02 Markus Riedle

Achieving fast, excitation-free quantum control is a vital challenge in modern quantum technologies. In many cases, shortcuts to adiabaticity enable fast adiabatic-like protocols, yet determining control parameters that satisfy practical…

Quantum Physics · Physics 2026-04-03 Bo Xing , Jesús G. Parejo , Sofía Martínez-Garaot , Paola Cappellaro , Mikel Palmero

We investigate the effect of noisy feed rates on the behavior of a cubic autocatalytic chemical reaction model. By combining the renormalization group and stoichiometric network analysis, we demonstrate how externally adjustable random…

Statistical Mechanics · Physics 2018-12-21 Jean-Sebastien Gagnon , David Hochberg , Juan Perez-Mercader

We apply the method of shortcuts to adiabaticity to nonequilibrium systems. For unitary dynamics, the system Hamiltonian is separated into two parts. One of them defines the adiabatic states for the state to follow and the nonadiabatic…

Statistical Mechanics · Physics 2017-11-27 Kazutaka Takahashi

This paper numerically investigates the mean first passage time (MFPT) and phase transition of a bistable Duffing system driven by L\'evy stable noise, which can reduce to the common Gaussian noise with the stability index 2. We obtain the…

Chaotic Dynamics · Physics 2013-09-06 Yong Xu , Juanjuan Li , Jing Feng

On-off intermittency occurs in nonequilibrium physical systems close to bifurcation points and is characterised by an aperiodic switching between a large-amplitude "on" state and a small-amplitude "off" state. L\'evy on-off intermittency is…

Fluid Dynamics · Physics 2022-12-06 Adrian van Kan , François Pétrélis

Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…

Probability · Mathematics 2018-09-19 Leif Döring , Philip Weissmann

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…

Molecular Networks · Quantitative Biology 2015-05-30 Neda Bostani , David A. Kessler , Nadav M. Shnerb , Wouter-Jan Rappel , Herbert Levine

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving…

chao-dyn · Physics 2015-06-24 B. Kaulakys , F. Ivanauskas , T. Meskauskas

Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…

Statistical Mechanics · Physics 2020-01-08 Alastair Jamieson-Lane , Eric N. Cytrynbaum

The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…

Probability · Mathematics 2024-04-11 Manil T. Mohan , S. Pradeep , S. Sankar , S. Karthikeyan

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. V. Lopatin , V. M. Vinokur

We investigate stationary states of the linear damped stochastic oscillator driven by L\'evy noises. In the long time limit kinetic and potential energies of the oscillator do not fulfill the equipartition theorem and their distributions…

Statistical Mechanics · Physics 2017-10-18 Bartlomiej Dybiec , Ewa Gudowska-Nowak , Igor M. Sokolov

In this article we show that a finite dimensional stochastic differential equation driven by a L\'evy process can be formulated as a stochastic partial differential equation. We prove the existence and uniqueness of strong solutions of such…

Probability · Mathematics 2018-02-15 Suprio Bhar , Rajeev Bhaskaran , Barun Sarkar

We consider controlling the paths of a spectrally negative L\'evy process by two means: the subtraction of `taxes' when the process is at an all-time maximum, and the addition of `bailouts' which keep the value of the process above zero. We…

Probability · Mathematics 2026-01-28 Dalal Al Ghanim , Ronnie Loeffen , Alexander R. Watson