Related papers: A Dynamical Systems Approach for Most Probable Esc…
We demonstrate the possibility to systematically steer the most probable escape paths (MPEPs) by adjusting relative noise intensities in dynamical systems that exhibit noise-induced escape from a metastable point via a saddle point. Using a…
Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…
The most probable transition paths of a stochastic dynamical system are the global minimizers of the Onsager-Machlup action functional and can be described by a necessary but not sufficient condition, the Euler-Lagrange equation (a…
Small noise can induce rare transitions between metastable states, which can be characterized by Maximum Likelihood Paths (MLPs). Nongradient systems contrast gradient systems in that MLP does not have to cross the separatrix at a saddle…
The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probable paths is a key issue to understand the mechanism of…
Turbulence transition often arises from a subcritical transition between bistable states characterized by invariant sets of deterministic dynamical systems, and such transitions can be triggered by system noise as rare events. In this…
This paper investigates bifurcation phenomena and stability of most probable transition paths (MPTPs) in stochastic dynamical systems through a combined variational and spectral flow approach. Within the Onsager-Machlup framework, MPTPs are…
We study the periodic orbits and the escapes in two different dynamical systems, namely (1) a classical system of two coupled oscillators, and (2) the Manko-Novikov metric (1992) which is a perturbation of the Kerr metric (a general…
This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…
Fluctuations play an important role in the dynamics of stochastic systems. In particular, for small systems, the most probable thermodynamic quantities differ from their averages because of the fluctuations. Using the Onsager Machlup…
Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…
We study the problem of deciding whether a point escapes a closed subset of $\mathbb{R}^d$ under the iteration of a continuous map $f \colon \mathbb{R}^d \to \mathbb{R}^d$ in the bit-model of real computation. We give a sound partial…
This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…
Extracting governing stochastic differential equation models from elusive data is crucial to understand and forecast dynamics for complex systems. We devise a method to extract the drift term and estimate the diffusion coefficient of a…
Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare…
We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…
The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…
The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…
The dynamics of mechanical systems such as turbomachinery with multiple blades are often modeled by arrays of periodically driven coupled nonlinear oscillators. It is known that such systems may have multiple stable vibrational modes, and…
We develop a framework for detecting regime transitions in dynamical systems using the Mixup Euler Characteristic Profile (Mixup ECP) -- the Euler characteristic of the geometric intersection of ball unions around adjacent delay-embedded…