Related papers: When Stochasticity Resolves into Certainty: Hidden…
We study overdamped stochastic dynamics confined by hard reflecting boundaries and show that the combination of boundary geometry and an anisotropic diffusion tensor generically generates directed motion. At the level of individual…
We classify and predict the asymptotic dynamics of a class of swarming models. The model consists of a conservation equation in one dimension describing the movement of a population density field. The velocity is found by convolving the…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order linear stochastic difference equation. It is a…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
We introduce a novel type of self-bound droplet which carries an emergent color charge. We consider a system of particles hopping on a lattice and interacting via a commensurately sign-changing potential which is attractive at a short…
A class of dissipative dynamical systems evolving on smooth constraint hypersurfaces endowed with degenerate induced bilinear forms is studied. The intrinsic evolution is generated by constraint--preserving vector fields on manifolds whose…
In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…
Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…
By conditioning a stochastic process on the value of an observable, one obtains a new stochastic process with different properties. We apply this idea in the context of active matter, and condition interacting self-propelled particles on…
This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…
In this paper we prove the convergence to the stochastic Burgers equation from one-dimensional interacting particle systems, whose dynamics allow the degeneracy of the jump rates. To this aim, we provide a new proof of the second order…
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
This paper advances an analytical incremental contact model for the purely elastic or elastic-perfectly plastic Gaussian rough surfaces. The contact is modelled by the accumulation of identical circular contacts with radius given by the…
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…
This paper introduces a simple formalism for dealing with deterministic, non- deterministic and stochastic cellular automata in an unified and composable manner. This formalism allows for local probabilistic correlations, a feature which is…
We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…