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We propose a method to obtain phase portraits for stochastic systems. Starting from the Fokker-Planck equation, we separate the dynamics into a convective and a diffusive part. We show that stable and unstable fixed points of the convective…
Modified Patankar (MP) schemes are conservative, linear implicit and unconditionally positivity preserving time-integration schemes constructed for production-destruction systems. For such schemes, a classical stability analysis does not…
The dynamic response of power grids to small events or persistent stochastic disturbances influences their stable operation. Low-frequency inter-area oscillations are of particular concern due to insufficient damping. This paper studies the…
This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…
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…
We consider noise-induced transition paths in randomly perturbed dynami- cal systems on a smooth manifold. The classical Freidlin-Wentzell large devia- tion theory in Euclidean spaces is generalized and new forms of action functionals are…
We present a new application of Lagrangian Perturbation Theory (LPT): the stability analysis of fluid flows. As a test case that demonstrates the framework we focus on the plane Couette flow. The incompressible Navier-Stokes equation is…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
The Linear Parameter-Varying (LPV) framework has long been used to guarantee performance and stability requirements of nonlinear (NL) systems mainly through the $\mathcal{L}_2$-gain concept. However, recent research has pointed out that…
This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…
An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…
We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…
We study a dynamical counterpart of bifurcation to invariant torus for a system of interconnected fast phase variables and slowly varying parameters. We show that in such a system, due to the slow evolution of parameters, there arise…
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 consider rare transitions induced by colored noise excitation in multistable systems. We show that undesirable transitions can be mitigated by a simple time-delay feedback control if the control parameters are judiciously chosen. We…
The long-term mean-field dynamics of coupled underdamped Duffing oscillators driven by an external periodic signal with Gaussian noise is investigated. A Boltzmann-type H-theorem is proved for the associated nonlinear Fokker-Planck equation…
Biochemical reactions with oscillatory behavior play an essential role in synthetic biology at the microscopic scale. Although a robust stability theory for deterministic chemical oscillators in the macroscopic limit exists, the dynamical…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…