Related papers: Resolution dependence of most probable pathways wi…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…
We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…
We calculate the survival probability of an immobile target surrounded by a sea of uncorrelated diffusive or subdiffusive evanescent traps, i.e., traps that disappear in the course of their motion. Our calculation is based on a fractional…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
We calculate survival probability of a special state which couples randomly to a regular or chaotic environment. The environment is modelled by a suitably chosen random matrix ensemble. The exact results exhibit non--perturbative features…
We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$. We analyze…
In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…
This paper studies distributionally robust optimization for a rich class of risk measures with ambiguity sets defined by $\phi$-divergences. The risk measures are allowed to be non-linear in probabilities, are represented by Choquet…
In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a…
This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To…
The abrupt changes that are ubiquitous in physical and natural systems are often well characterized by shot noise with a state dependent recurrence frequency and jump amplitude. For such state dependent behavior, we derive the transition…
Continuous-discrete models with dynamics described by stochastic differential equations are used in a wide variety of applications. For these systems, the maximum a posteriori (MAP) state path can be defined as the curves around which lie…
We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…
In a recent Letter Bray and Blythe have shown that the survival probability P(t) of an A particle diffusing with a diffusion coefficient D_A in a 1D system with diffusive traps B is independent of D_A in the asymptotic limit t \to \infty…
All physical systems are affected by some noise that limits the resolution that can be attained in partitioning their state space. For chaotic, locally hyperbolic flows, this resolution depends on the interplay of the local…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…
Analyzing when noisy trajectories, in the two dimensional plane, of a stochastic dynamical system exit the basin of attraction of a fixed point is specifically challenging when a periodic orbit forms the boundary of the basin of attraction.…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…