Related papers: Metastability for telegraph processes in a double-…
Humans face the task of balancing dynamic systems near an unstable equilibrium repeatedly throughout their lives. Much research has been aimed at understanding the mechanisms of intermittent control in the context of human balance control.…
In this work, we study the impact of non-Gaussian alpha-stable Levy motion on transitions between metastable equilibrium states (or attractors) in a stochastic Stommel two-box model for thermohaline circulation (THC). By maximizing the…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…
It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…
The assisted tunneling of a metastable state between barriers is investigated analytically by means of a simplified one dimensional model. A time dependent perturbation changes the pole spectrum of the wave function introducing a larger…
The phenomenon of stochastic resonance (SR) is known to occur mostly in bistable systems. However, the question of occurrence of SR in periodic potential systems is not conclusively resolved. Our present numerical work shows that the…
We consider a telegraph process with elastic boundary at the origin studied recently in the literature. It is a particular random motion with finite velocity which starts at $x\geq 0$, and its dynamics is determined by upward and downward…
We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the…
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…
The nonlinear cross-polarization interaction among two intense counterpropagating beams in a span of lossless randomly birefringent telecom optical fiber may lead to the attraction an initially polarization scrambled signal towards wave…
We show that spin-polarized dc current passing through a small magnetic element induces two-state, random telegraph switching of the magnetization via the spin-momentum transfer effect. The resistances of the states differ by up to 50% of…
Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…
We propose a new generalisation of jump-telegraph process with variable velocities and jumps. Amplitude of the jumps and velocity values are random, and they depend on the time spent by the process in the previous state of the underlying…
Properties of stochastic systems are defined by the noise type and deterministic forces acting on the system. In out-of-equilibrium setups, e.g., for motions under action of L\'evy noises, the existence of the stationary state is not only…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
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…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
Tumors initiate when a population of proliferating cells accumulates a certain number and type of genetic and/or epigenetic alterations. The population dynamics of such sequential acquisition of (epi)genetic alterations has been the topic…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…