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This paper investigates bifurcation phenomena and stability of most probable transition paths (MPTPs) in stochastic dynamical systems through a combined variational and spectral flow approach. Within the Onsager-Machlup framework, MPTPs are…

Dynamical Systems · Mathematics 2025-08-13 Jinqiao Duan , Zhihao Zhao

The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probable paths is a key issue to understand the mechanism of…

Dynamical Systems · Mathematics 2021-01-27 Yang Li , Jinqiao Duan , Xianbin Liu

The most probable transition paths of a stochastic dynamical system are the global minimizers of the Onsager-Machlup action functional and can be described by a necessary but not sufficient condition, the Euler-Lagrange equation (a…

Mathematical Physics · Physics 2023-12-07 Yuanfei Huang , Qiao Huang , Jinqiao Duan

Many natural systems exhibit phase transition where external environmental conditions spark a shift to a new and sometimes quite different state. Therefore, detecting the behavior of a stochastic dynamic system such as the most probable…

Optimization and Control · Mathematics 2023-03-02 Jianyu Chen , Ting Gao , Yang Li , Jinqiao Duan

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…

Probability · Mathematics 2025-03-04 Paolo Bernuzzi , Christian Kuehn

This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…

Mathematical Physics · Physics 2021-08-11 Yuanfei Huang , Ying Chao , Wei Wei , Jinqiao Duan

There is a reasonable possibility that the present-day Atlantic Meridional Overturning Circulation is in a bi-stable regime and hence it is relevant to compute probabilities and pathways of noise-induced transitions between the stable…

Atmospheric and Oceanic Physics · Physics 2024-08-27 Jelle Soons , Tobias Grafke , Henk A. Dijkstra

We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…

Chaotic Dynamics · Physics 2016-04-20 Yu Cao , Ling Lin , Xiang Zhou

Analyzing when noisy trajectories, in the two dimensional plane, of a stochastic dynamical system exit the basin of attraction of a fixed point is specifically challenging when a periodic orbit forms the boundary of the basin of attraction.…

Dynamical Systems · Mathematics 2023-08-16 Emmanuel Fleurantin , Katherine Slyman , Blake Barker , Christopher K. R. T. Jones

There is strong evidence that the present-day Atlantic Meridional Overturning Circulation (AMOC) is in a bi-stable regime and hence it is important to determine probabilities and pathways for noise-induced transitions between its…

Atmospheric and Oceanic Physics · Physics 2024-08-27 Jelle Soons , Tobias Grafke , Henk A. Dijkstra

This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…

Dynamical Systems · Mathematics 2025-01-10 Ying Chao , Pingyuan Wei

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

This paper presents a heuristic derivation of a geometric minimum action method that can be used to determine most-probable transition paths in noise-driven dynamical systems. Particular attention is focused on systems that violate detailed…

Statistical Mechanics · Physics 2018-03-06 John C. Neu , Akhil Ghanta , Stephen Teitsworth

Small noise can induce rare transitions between metastable states, which can be characterized by Maximum Likelihood Paths (MLPs). Nongradient systems contrast gradient systems in that MLP does not have to cross the separatrix at a saddle…

Dynamical Systems · Mathematics 2017-03-17 Molei Tao

This work is devoted to deriving the Onsager-Machlup function for a class of stochastic dynamical systems under (non-Gaussian) Levy noise as well as (Gaussian) Brownian noise, and examining the corresponding most probable paths. This…

Mathematical Physics · Physics 2020-01-08 Ying Chao , Jinqiao Duan

We develop a path integral framework for determining most probable paths in a class of systems of stochastic differential equations with piecewise-smooth drift and additive noise. This approach extends the Freidlin-Wentzell theory of large…

Dynamical Systems · Mathematics 2022-11-08 Kaitlin Hill , Jessica Zanetell , John A Gemmer

We investigate the most probable phase portrait (MPPP) of a stochastic single-species model with the Allee effect using the non-local Fokker-Planck equation. This stochastic model is driven by non-Gaussian as well as Gaussian noise, and it…

Dynamical Systems · Mathematics 2023-02-03 Almaz Tesfay , Shenglan Yuan , Daniel Tesfay , James Brannan

We investigate a quantitative network of gene expression dynamics describing the competence development in Bacillus subtilis. First, we introduce an Onsager-Machlup approach to quantify the most probable transition pathway for both…

Molecular Networks · Quantitative Biology 2022-04-27 Jianyu Hu , Xiaoli Chen , Jinqiao Duan

Laminar-to-turbulence transition in zero-pressure-gradient boundary layer at Mach 4.5 is studied using direct numerical simulations. For a given level of total disturbance energy, the inflow spectra was designed to correspond to the…

Fluid Dynamics · Physics 2018-12-03 Reza Jahanbakhshi , Tamer A. Zaki

The transition to turbulence in flows where the laminar profile is linearly stable requires perturbations of finite amplitude. "Optimal" perturbations are distinguished as extrema of certain functionals, and different functionals give…

Fluid Dynamics · Physics 2015-02-09 Marina Pausch , Bruno Eckhardt
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