Related papers: Metastability for telegraph processes in a double-…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…
A general class of stochastic gene expression models with self regulation is considered. One or more genes randomly switch between regulatory states, each having a different mRNA transcription rate. The gene or genes are self regulating…
Stabilization of non-stationary linear systems over noisy communication channels is considered. Stochastically stable sources, and unstable but noise-free or bounded-noise systems have been extensively studied in information theory and…
We study metastability and nucleation in a kinetic two-dimensional Ising model which is driven out of equilibrium by a small random perturbation of the usual dynamics at temperature T. We show that, at a mesoscopic/cluster level, a…
The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the method of moments are described in the asymptotics of large…
Additive white noise may significantly increase the response of bistable systems to a periodic driving signal. We consider two classes of double-well potentials, symmetric and asymmetric, modulated periodically in time with period $1/\eps$,…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
In this work, we consider systems that are subjected to intermittent instabilities due to external stochastic excitation. These intermittent instabilities, though rare, have a large impact on the probabilistic response of the system and…
We study the expected transition frequency between the two metastable states of a stochastic wave equation with double-well potential. By transition state theory, the frequency factorizes into two components: one depends only on the…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation…
The problem of metastability for a stochastic dynamics with a parallel updating rule is addressed in the Freidlin--Wentzel regime, namely, finite volume, small magnetic field, and small temperature. The model is characterized by the…
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…
A perturbation framework is developed to analyze metastable behavior in stochastic processes with random internal and external states. The process is assumed to be under weak noise conditions, and the case where the deterministic limit is…
We consider the transport statistics of classical bistable systems driven by noise. The stochastic path integral formalism is used to investigate the dynamics and distribution of transmitted charge. Switching rates between the two stable…
This paper is concerned with the long-time dynamics of the nonlinear wave equation in one-space dimension, $$ u_{tt} - \delta^2 u_{xx} +V'(u) =0 \qquad x\in [0,1] $$ where $\delta>0$ is a parameter and $V(u)$ is a potential bounded from…
We study the out of equilibrium dynamics of an elastic manifold in a random potential using mean-field theory. We find two asymptotic time regimes: (i) stationary dynamics, (ii) slow aging dynamics with violation of equilibrium theorems. We…
The sampling of Boltzmann distributions by stochastic Markov processes, can be strongly limited by the crossing time of high (free) energy barriers. As a result, the system may stay trapped in metastable states, and the relaxation time to…
In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…