Related papers: Drift by Dichotomous Markov Noise
We prove that there exist infinitely many asymptotics of drift for random walks on finitely generated groups.
Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…
In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
We consider moving particles in media with nonlinear friction and drive them by an asymmetric dichotomic Markov process. Due to different energy dissipations, during the forward and backward stroke, we obtain a mean non-vanishing directed…
We investigate the properties of the nonequilibrium steady state for the stochastic system driven by a nonlinear drift force and influenced by noises which are not identically and independently distributed. The nonequilibrium steady state…
In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…
In the theory of random dynamical systems (RDS), individuals with different initial states follow a same law of motion that is stochastically changing with time | called extrinsic noise. In the present work, intrin- sic noises for each…
A rigorous asymptotic procedure with the Mach number as a small parameter is used to derive the equations of mean flows which coexist and are affected by the background acoustic waves in the limit of very high Reynolds number.
The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…
We theoretically derive the amplitude equations for a self-propelled droplet driven by Marangoni flow. As advective flow driven by surface tension gradient is enhanced, the stationary state becomes unstable and the droplet starts to move.…
We consider the asymptotic consistency of maximum likelihood parameter estimation for dynamical systems observed with noise. Under suitable conditions on the dynamical systems and the observations, we show that maximum likelihood parameter…
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…
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 study an example of instability in presence of a multiplicative noise, namely the spontaneous generation of a magnetic field in a turbulent medium. This so-called turbulent dynamo problem remains challenging, experimentally and…
Dynamical systems driven by Gaussian noises have been considered extensively in modeling, simulation and theory. However, complex systems in engineering and science are often subject to non-Gaussian fluctuations or uncertainties. A coupled…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…