Related papers: The Escape Problem for Irreversible Systems
We consider n-dimensional deterministic flows obtained by perturbing a gradient flow. We assume that the gradient flow admits a stable curve of stationary points, and thus if the perturbation is not too large the perturbed flow also admits…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…
Based on a simple microscopic model where the bath is in a non-equilibrium state we study the escape from a metastable state in the over-damped limit. Making use of Fokker-Planck-Smoluchowski description we derive the time dependent escape…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…
The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…
We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…
Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…
A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…
Noise-induced escape from a metastable state of a dynamical system is studied close to a saddle-node bifurcation point, but in the region where the system remains underdamped. The activation energy of escape scales as a power of the…
Diverse complex systems often undergo sudden changes in their states, such as epileptic seizures, climate changes, and social uprisings. Such behavior has been modeled by noise-induced escape of bistable elements, which is the escape from…
The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…
Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…
We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…
We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…
Path integral techniques are used to understand the behaviour of a particle moving in a bistable potential well and acted upon by quasi-monochromatic external noise. In the limit of small diffusion coefficient, a steepest descent evaluation…