Related papers: Resolution dependence of most probable pathways wi…
A fission decay of highly excited periodically driven compound nuclei is considered in the framework of Langevin approach. We have used residual-time distribution (RTD) as the tool for studying of dynamic features in a presence of periodic…
We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length $\ell$ over which the RWs can jump. We study the survival probability of such RWs when the traps are periodically distributed and…
This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…
We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…
The relationship between anomalous superdiffusive behavior and particle trapping probability is analyzed on a rocking ratchet potential with spatially correlated weak disorder. The trapping probability density is shown, analytically and…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…
We study the phenomenon of turbulence initiation in pipe flow under different noise structures by estimating the probability of initiating metastable transitions. We establish lower bounds on turbulence transition probabilities using…
We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
There is a reasonable possibility that the present-day Atlantic Meridional Overturning Circulation is in a bi-stable regime and hence it is relevant to compute probabilities and pathways of noise-induced transitions between the stable…
We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence…
This work is an analytical calculation of the path probability for random dynamics of mechanical system described by Langevin equation with Gaussian noise. The result shows an exponential dependence of the probability on the action. In the…
Estimation of the initial state of turbulent channel flow from limited data is investigated using an adjoint-variational approach. The data are generated from a reference direct numerical simulation (DNS) which is sub-sampled at different…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…