Related papers: Metastability for telegraph processes in a double-…
We study two-fluid systems with nonzero fluid velocities and compute their sound modes, which indicate various instabilities. For the case of two zero-temperature superfluids we employ a microscopic field-theoretical model of two coupled…
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…
Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…
The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature non…
The asymmetric switch process is a binary stochastic process that alternates between the values one and minus one, where the distributions of the time in these states may differ. Two versions of the process are considered: a non-stationary…
A nonlinear Poisson--Boltzmann equation with transmission boundary conditions at the interface between two materials is investigated. The model describes the electrostatic potential generated by a vector of ion concentrations in a periodic…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…
We discuss the statistics of first-passage times of a Brownian particle moving in a highly unstable nonlinear potential proportional to an odd power of position. We observe temperature-induced shortening of the mean first-passage time and…
We study a periodically driven (symmetric as well as asymmetric)double-well potential system at finite temperature. We show that mean heat loss by the system to the environment(bath) per period of the applied field is a good quantifier of…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
The double Heston model is one of the most popular option pricing models in financial theory. It is applied to several issues such that risk management and volatility surface calibration. This paper deals with the problem of global…
Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…
The two-phase horizontally periodic quasistationary Stokes flow in $\mathbb{R}^2$, describing the motion of two immiscible fluids with equal viscosities that are separated by a sharp interface, which is parameterized as the graph of a…
We introduce a new velocity selection criterion for fronts propagating into unstable and metastable states. We restrict these fronts to large finite intervals in the comoving frame of reference and require their centers be insensitive to…
The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…
We analyze the dynamical evolution of the resonant tunneling of an ensemble of electrons through a double barrier in the presence of the self-consistent potential created by the charge accumulation in the well. The intrinsic nonlinearity of…
A wireless network in which packets are broadcast to a group of receivers through use of a random access protocol is considered in this work. The relation to previous work on networks of interacting queues is discussed and subsequently, the…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
In this paper we present the distribution of the maximum of the telegraph process in the cases where the initial velocity is positive or negative with an even and an odd number of velocity reversals. For the telegraph process with positive…