English
Related papers

Related papers: Bifurcation formula for transition paths in stocha…

200 papers

We develop a variational neural-network framework to determine the most probable path (MPP) of a 3D active Brownian particle (ABP) by directly minimizing the Onsager-Machlup integral (OMI). To obtain the OMI, we use the Onsager-Machlup…

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

Dynamical Systems · Mathematics 2021-04-06 M. M. Shumafov , V. B. Tlyachev

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…

Probability · Mathematics 2007-05-23 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

We consider split-step Milstein methods for the solution of stiff stochastic differential equations with an emphasis on systems driven by multi-channel noise. We show their strong order of convergence and investigate mean-square stability…

Numerical Analysis · Mathematics 2014-11-27 V. Reshniak , A. Q. M. Khaliq , D. A. Voss , G. Zhang

The structural properties of an economical model for a confined plasma turbulence governor are investigated through bifurcation and stability analyses. A close relationship is demonstrated between the underlying bifurcation framework of the…

Plasma Physics · Physics 2009-11-07 R. Ball , R. L. Dewar , H. Sugama

A two-dimensional periodic optical force field, which combines conservative dipolar forces with vortices from radiation pressure, is proposed in order to influence the diffusion properties of optically susceptible nano-particles. The…

Mesoscale and Nanoscale Physics · Physics 2016-06-29 Ivar Zapata , Rafael Delgado-Buscalioni , Juan José Sáenz

The emergence of periodic oscillations is observed in various complex systems in nature and engineering. Thermoacoustic oscillations in systems comprising turbulent reactive flow exemplify such complexity in the engineering context, where…

In several natural and engineering systems, changes in control parameters can trigger bifurcations that lead to sustained or growing periodic oscillations, indicating the onset of oscillatory instabilities. Such emergent behaviour often…

Fluid Dynamics · Physics 2026-03-26 Rohit Radhakrishnan , Prasana Kumar , Induja Pavithran , R. I. Sujith

The trajectories of diffusion processes are continuous but non-differentiable, and each occurs with vanishing probability. This introduces a gap between theory, where path probabilities are used in many contexts, and experiment, where only…

Statistical Mechanics · Physics 2020-07-01 Julian Kappler , Ronojoy Adhikari

This paper presents a novel stabilized mixed material point method (MPM) designed for the unified modeling of free-surface and seepage flow. The unified formulation integrates the Navier-Stokes equation with the Darcy-Brinkman-Forchheimer…

Numerical Analysis · Mathematics 2024-09-30 Bodhinanda Chandra , Ryota Hashimoto , Ken Kamrin , Kenichi Soga

A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…

Statistical Mechanics · Physics 2015-05-13 Sebastien Aumaitre , Kirone Mallick , Francois Petrelis

Diverse complex dynamical systems are known to exhibit abrupt regime shifts at bifurcation points of the saddle-node type. The dynamics of most of these systems, however, have a stochastic component resulting in noise driven regime shifts…

Statistical Mechanics · Physics 2013-10-29 Sayantari Ghosh , Amit Kumar Pal , Indrani Bose

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…

Probability · Mathematics 2025-03-04 Paolo Bernuzzi , Christian Kuehn

Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In…

Statistical Mechanics · Physics 2007-05-23 R. Kawai , X. Sailer , L. Schimansky-Geier , C. Van den Broeck

Dereverberation of a moving speech source in the presence of other directional interferers, is a harder problem than that of stationary source and interference cancellation. We explore joint multi channel linear prediction (MCLP) and…

Audio and Speech Processing · Electrical Eng. & Systems 2019-10-23 Srikanth Raj Chetupalli , Thippur V. Sreenivas

This paper provides the phase transition analysis of a reaction diffusion equations system modeling dynamic instability of microtubules. For this purpose we have generalized the macroscopic model studied by Mour\~ao et all [MSS]. This model…

Analysis of PDEs · Mathematics 2015-06-17 Shantia Yarahmadian , Masoud Yari

We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…

Probability · Mathematics 2025-04-01 Uffe Høgsbro Thygesen

This study analyses the main characteristics of the fully developed laminar pulsatile flow in a toroidal pipe as the governing parameters vary. A novel computational technique is developed to obtain time-periodic solutions of the…

Fluid Dynamics · Physics 2023-12-04 Valerio Lupi , J. Simon Kern , Philipp Schlatter

In recent years, the discovery of complex dynamic systems in various fields through data-driven methods has attracted widespread attention. This method has played the role of data and has become an advantageous tool for us to study complex…

Dynamical Systems · Mathematics 2020-12-02 Min Dai , Ting Gao , Yubin Lu , Yayun Zheng , Jinqiao Duan