Related papers: Metastability for telegraph processes in a double-…
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…
We present a theoretical approach to solve Markovian master equation for quantum transport with stochastic telegraph noise. Considering probabilities as functionals of a random telegraph process we use the Novikov's functional method to…
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…
We investigate the instabilities and bifurcations of traveling pulses in a model excitable medium; in particular we discuss three different scenarios for the loss of stability resp. the disappearance of stable pulses. In numerical…
Newtonian, undamped motion in single-well potentials belong to a class of well-studied conservative systems. Here, we investigate and compare long-time properties of fully deterministic motions in single-well potentials with analogous…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We study the effect of metastable states on the relaxation process (and hence information propagation) in locally coupled and boundary-driven structures. We first give a general argument to show that metastable states are inevitable even in…
It is shown that step moving to meet solution flow can be unstable against lateral perturbations. The instability of long-wavelength perturbations occurs at values of the solution flow intensity less than some critical value depending on…
Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…
We discuss some results related to a phase transition model in which the potential energy induced by a double-well function is balanced by a fractional elastic energy. In particular, we present asymptotic results (such as…
We study an extended system that without noise shows a monostable dynamics, but when submitted to an adequate multiplicative noise, an effective bistable dynamics arise. The stochastic resonance between the attractors of the…
We study theoretically a bistable systems with time-delayed feedback driven by weak periodic force. The effective potential function and the steady-state probability density are derived. The delay time and the strength of its feedback can…
We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
We introduce a class of one-dimensional complex optical potentials that feature a nonlinearity-induced stability restoration, i.e., the existence of stable nonlinear modes propagating in a waveguide whose linear eigenmodes are unstable. The…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…
In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…
We study the dynamics of a two-site model in which the tunneling amplitude between the sites is not constant but rather a high-frequency noise. Obviously, the population imbalance in this model decays exponentially with time. Remarkably,…
The analysis on stability and bifurcations in the macroscopic dynamics exhibited by the system of two coupled large populations comprised of $N$ stochastic excitable units each is performed by studying an approximate system, obtained by…
This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture,…