Related papers: The Escape Problem for Irreversible Systems
We present a method to learn mean residence time and escape probability from data modeled by stochastic differential equations. This method is a combination of machine learning from data (to extract stochastic differential equations as…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…
Finding the mean time it takes for a particle to escape from a meta-stable state due to thermal fluctuations is a fundamental problem in physics, chemistry and biology. For weak thermal noise, the mean escape time is captured by the…
We consider exit problems for small white noise perturbations of a dynamical system generated by a vector field, and a domain containing a critical point with all positive eigenvalues of linearization. We prove that, in the vanishing noise…
The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive region on the boundary of a confining domain. In the case of a…
We present a general theory of classical metastability in open quantum systems. Metastability is a consequence of a large separation in timescales in the dynamics, leading to the existence of a regime when states of the system appear…
We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational…
The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider the narrow escape problem in a cellular flow when the two…
Stationary solutions to the equations of non-linear diffusive shock acceleration play a fundamental role in the theory of cosmic-ray acceleration. Their existence usually requires that a fraction of the accelerated particles be allowed to…
We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we show that the asymptotic behavior of the exit time depends…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
Thermal escape out of a metastable well is considered in the weak friction regime, where the bottleneck for decay is energy diffusion, and at lower temperatures, where quantum tunneling becomes relevant. Within a systematic semiclassical…
We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…
We consider transitions to chaos in random dynamical systems induced by an increase of noise amplitude. We show how the emergence of chaos (indicated by a positive Lyapunov exponent) in a logistic map with bounded additive noise can be…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We study the noise-induced escape from a stable limit cycle of a non-gradient dynamical system driven by a small additive noise. The fact that the optimal transition path in this case is infinitely long imposes a severe numerical challenge…
This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…