Related papers: Optimal Paths for Spatially Extended Metastable Sy…
We consider the transport statistics of classical bistable systems driven by noise. The stochastic path integral formalism is used to investigate the dynamics and distribution of transmitted charge. Switching rates between the two stable…
In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
We use particle dynamics simulations to probe the correlations between noise and dynamics in a variety of disordered systems, including superconducting vortices, 2D electron liquid crystals, colloids, domain walls, and granular media. The…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
Noise-induced transitions between multistable states happen in a multitude of systems, such as species extinction in biology, protein folding, or tipping points in climate science. Large deviation theory is the rigorous language to describe…
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems…
We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…
The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this…
Optimal growth of structures governed by spatially stochastic dynamics arises in many scientific settings, for example in processes such as solution-based crystallization and the formation of microbial biofilms on patterned substrates or…
Non-Gaussian noise influences many complex out-of-equilibrium systems on a wide range of scales such as quantum devices, active and living matter, and financial markets. Despite the ubiquitous nature of non-Gaussian noise, its effect on…
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…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
A microscopic, driven lattice gas model is proposed for the dynamics and spatio-temporal fluctuations of the precursor film observed in spreading experiments. Matter is transported both by holes and particles, and the distribution of each…
Recent works on deep non-linear spatially selective filters demonstrate exceptional enhancement performance with computationally lightweight architectures for stationary speakers of known directions. However, to maintain this performance in…