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The principal aim of the present work is to explore limit theorems for small random perturbations of a planar impulsive dynamical system, where impulses occur at hitting times of a suitable switching surface, and are thus state-dependent.…

Probability · Mathematics 2026-05-13 Ashif Khan , Chetan D. Pahlajani

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

The effect of small-amplitude noise on excitable systems with large time-scale separation is analyzed. It is found that small random perturbations of the fast excitatory variable result in the onset of a quasi-deterministic limit cycle…

Quantitative Methods · Quantitative Biology 2007-05-23 Cyrill B. Muratov , Eric Vanden-Eijnden , Weinan E

In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…

Probability · Mathematics 2021-10-15 Shivam Dhama , Chetan D. Pahlajani

An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…

Probability · Mathematics 2015-08-24 Zsolt Pajor-Gyulai , Michael Salins

The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…

Mathematical Physics · Physics 2016-02-18 Oskar Sultanov

Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Richard P. Boland , Tobias Galla , Alan J. McKane

The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…

Statistical Mechanics · Physics 2021-09-15 Jakub Spiechowicz , Jerzy Łuczka

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…

Probability · Mathematics 2026-01-14 J. Baker , P. Chigansky , K. Hamza , F. C. Klebaner

We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…

Probability · Mathematics 2022-05-20 Shivam Dhama , Chetan D. Pahlajani

A dynamical system may be defined by a simple transition law - such as a map or a vector field. The objective of most learning techniques is to reconstruct this dynamic transition law. This is a major shortcoming, as most dynamic properties…

Dynamical Systems · Mathematics 2024-09-10 Suddhasattwa Das

In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…

Probability · Mathematics 2026-03-18 Sarvesh Ravichandran Iyer , Vivek Kumar

We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…

Statistical Mechanics · Physics 2017-06-14 Paul M. Geffert , Wolfram Just

Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…

Statistical Mechanics · Physics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise - that is, we modulate…

Probability · Mathematics 2016-01-19 Giambattista Giacomin , Christophe Poquet , Assaf Shapira

Combined action of noise and deterministic force in dynamical systems can induce resonant effects. Here, we demonstrate a minimal, deterministic-force-free, setup allowing for occurrence of resonant, noise induced effects. We show that in…

Statistical Mechanics · Physics 2021-07-20 Karol Capała , Bartłomiej Dybiec

We herein report a new class of impulsive fractional stochastic differential systems driven by mixed fractional Brownian motions with infinite delay and Hurst parameter $\hat{\cal H} \in ( 1/2, 1)$. Using fixed point techniques, a…

Optimization and Control · Mathematics 2023-01-24 Naima Hakkar , Rajesh Dhayal , Amar Debbouche , Delfim F. M. Torres
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