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Additive noise is known to produce counter-intuitive behaviors in nonlinear dynamical systems. Previously, it was shown that systems with a deterministic limit cycle can display bistable switching between metastable states in the presence…
We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have…
Many applications in mechanical, acoustic, and electronic engineering require estimating complex dynamical models, often represented as additive multi-input multi-output (MIMO) transfer functions with structural constraints. This paper…
Nonlinear dynamic models are widely used for characterizing functional forms of processes that govern complex biological pathway systems. Over the past decade, validation and further development of these models became possible due to data…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
The time-dependent barrier passage of a particle driven by the structured noise is studied in the field of a metastable potential. Quantities such as the probability of passing over the saddle point and transmission coefficient of the…
We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are employed. The maximal likely trajectory by maximizing the…
We study the effect of noise-enhanced stability of periodically driven metastable states in a system described by piecewise linear potential. We find that the growing of the average escape time with the intensity of the noise is depending…
We analyze transport on a graph with multiple constraints and where the weight of the edges connecting the nodes is a dynamical variable. The network dynamics results from the interplay between a nonlinear function of the flow, dissipation,…
We investigate the boundary between chemotaxis driven by spatial estimation of gradients and chemotaxis driven by temporal estimation. While it is well known that spatial chemotaxis becomes disadvantageous for small organisms at high noise…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
Ising machines are novel computing devices for the energy minimization of Ising models. These combinatorial optimization problems are of paramount importance for science and technology, but remain difficult to tackle on large scale by…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
Many natural systems exhibit phase transition where external environmental conditions spark a shift to a new and sometimes quite different state. Therefore, detecting the behavior of a stochastic dynamic system such as the most probable…
In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic…
The noise-flatness-induced hypersensitive transport of overdamped Brownian particles in a tilted ratchet system driven by multiplicative nonequilibrium three-level Markovian noise and additive white noise is considered. At low temperatures…
We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…
We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…
This paper deals with temporal enzyme distribution in the activation of biochemical pathways. Pathway activation arises when production of a certain biomolecule is required due to changing environmental conditions. Under the premise that…