Related papers: Trace formulas for stochastic evolution operators:…
In this paper we present a general framework in which to rigorously study the effect of spatio-temporal noise on traveling waves and stationary patterns. In particular the framework can incorporate versions of the stochastic neural field…
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…
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…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
A well-behaved adjoint sensitivity technique for chaotic dynamical systems is presented. The method arises from the specialisation of established variational techniques to the unstable periodic orbits of the system. On such trajectories,…
We develop a new formalism to study nonlinear evolution in the growth of large-scale structure, by following the dynamics of gravitational clustering as it builds up in time. This approach is conveniently represented by Feynman diagrams…
This paper proposes a framework to study the convergence of stochastic optimization and learning algorithms. The framework is modeled over the different challenges that these algorithms pose, such as (i) the presence of random additive…
We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…
Since its first appearance in 1971, Gutzwiller's trace formula has been extended to systems with continuous symmetries, in which not all periodic orbits are isolated. In order to avoid the divergences occurring in connection with symmetry…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
This paper proposes a novel model inference procedure to identify system matrix from a single noisy trajectory over a finite-time interval. The proposed inference procedure comprises an observation data processor, a redundant data processor…
We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…
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…
We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…
Periodic orbit quantization requires an analytic continuation of non-convergent semiclassical trace formulae. We propose two different methods for semiclassical quantization. The first method is based upon the harmonic inversion of…
For appropriately chosen weights, temporal averages in chaotic systems can be approximated as a weighted sum of averages over reference states, such as unstable periodic orbits. Under strict assumptions, such as completeness of the orbit…
Vector fields that are discontinuous on codimension-one surfaces are known as Filippov systems and can have attracting periodic orbits involving segments that are contained on a discontinuity surface of the vector field. In this paper we…
It is well acknowledged that the sequence of glacial-interglacial cycles is paced by the astronomical forcing. However, how much is the sequence robust against natural fluctuations associated, for example, with the chaotic motions of…
Doubly nonlinear stochastic evolution equations are considered. Upon assuming the additive noise to be rough enough, we prove the existence of probabilistically weak solutions of Friedrichs type and study their uniqueness in law. This…