Related papers: Freidlin-Wentzell type exit-time estimates for tim…
A heat exchanger can be modeled as a closed domain containing an incompressible fluid. The moving fluid has a temperature distribution obeying the advection-diffusion equation, with zero temperature boundary conditions at the walls.…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
We theoretically study noise-induced phase switch phenomena in an inertial majority-vote (IMV) model introduced in a recent paper [Phys. Rev. E 95, 042304 (2017)]. The IMV model generates a strong hysteresis behavior as the noise intensity…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We address the long time behaviour of weakly interacting diffusive particle systems on the d-dimensional torus. Our main result is to show that, under certain regularity conditions, the weak error between the empirical distribution of the…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…
We investigate exit times from domains of attraction for the motion of a self-stabilized particle traveling in a geometric (potential type) landscape and perturbed by Brownian noise of small amplitude. Self-stabilization is the effect of…
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 survival probability and the first-passage-time statistics are important quantities in different fields. The Wiener process is the simplest stochastic processwith continuous variables, and important results can be explicitly found from…
We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…
We discuss a few mathematical aspects of random dynamical decoupling, a key tool procedure in quantum information theory. In particular, we place it in the context of discrete stochastic processes, limit theorems and CPT semigroups on…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often…
In this work, we consider an inverse problem of determining a time dependent coefficient in a fully fractional diffusion equation with a nonlinear source term. The nonlocal initial-boundary value problem refers to the forward model: the…
In this contribution we analyze the large time behavior of a family of nonlinear finite volume schemes for anisotropic convection-diffusion equations set in a bounded bidimensional domain and endowed with either Dirichlet and / or no-flux…
In this paper, we consider a diffusion process pertaining to a chain of distributed control systems with small random perturbation. The distributed control system is formed by n subsystems that satisfy an appropriate Hormander condition,…