Related papers: A Dynamical Systems Approach for Most Probable Esc…
This paper introduces a novel methodology for the identification of switching dynamics for switched autoregressive linear models. Switching behavior is assumed to follow a Markov model. The system's outputs are contaminated by possibly…
It is well known that conservative mechanical systems exhibit local oscillatory behaviours due to their elastic and gravitational potentials, which completely characterise these periodic motions together with the inertial properties of the…
We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…
We reveal the escape mechanism of orbits in a Hamiltonian system with four exit channels composed of two-dimensional perturbed harmonic oscillators. We distinguish between trapped chaotic, non-escaping regular and escaping orbits by…
Recently a non-empirical stochastic walker algorithm has been developed to search for the minimum-energy escape paths (MEP) from the minima of the potential surface [J. Phys. Soc. Jpn. 87, 063801 (2018)]. This algorithm is novel in that it…
We investigate species-rich mathematical models of ecosystems. While much of the existing literature focuses on the properties of equilibrium fixed points, persistent dynamics (e.g., limit cycles or chaos) have also been observed, both in…
In four-dimensional symplectic maps complex instability of periodic orbits is possible, which cannot occur in the two-dimensional case. We investigate the transition from stable to complex unstable dynamics of a fixed point under parameter…
Droplets moving in a microfluidic loop device exhibit both periodic and chaotic behaviors based on the inlet droplet spacing. We propose that the periodic behavior is an outcome of a dispersed phase conservation principle. This conservation…
We consider the problem of finding nearly optimal solutions of optimization problems with random objective functions. Two concrete problems we consider are (a) optimizing the Hamiltonian of a spherical or Ising $p$-spin glass model, and (b)…
We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…
This letter proposes a novel continuous-time dynamic programming framework to determine when it is optimal for a pursuer to use MC amidst uncertainty in the evader's escape attempt time. We motivate this framework through the model problem…
In this work, we propose a new framework for reachable set computation through continuous evolution of a set of parameters and offsets which define a parametope, through the intersection of constraints. This results in a dynamical approach…
This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…
We study the problem of identification of linear dynamical system from a single trajectory, via excitations of isotropic Gaussian. In stark contrast with previously reported results, Ordinary Least Squares (OLS) estimator for even…
We give the explicit structure of the functional governing the dynamical density and current fluctuations for a mesoscopic system in a nonequilibrium steady state. Its canonical form determines a generalised Onsager-Machlup theory. We…
We study the noise-induced escape from a stable limit cycle of a non-gradient dynamical system driven by a small additive noise. The fact that the optimal transition path in this case is infinitely long imposes a severe numerical challenge…
We study the dynamics of one-dimensional active particles confined in a double-well potential, focusing on the escape properties of the system, such as the mean escape time from a well. We first consider a single-particle both in near and…
It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models…
We develop a non-empirical scheme to search for the minimum-energy escape paths from the minima of the potential surface to unknown saddle points nearby. A stochastic algorithm is constructed to move the walkers up the surface through the…
We present an efficient method for fast, complete, and accurate detection of unstable periodic orbits in chaotic systems. Our method consists of a new iterative scheme and an effective technique for selecting initial points. The iterative…