Related papers: Drift by Dichotomous Markov Noise
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…
We present a novel approach of coupling two multidimensional and non-degenerate It\^o processes $(X_t)$ and $(Y_t)$ which follow dynamics with different drifts. Our coupling is sticky in the sense that there is a stochastic process $(r_t)$,…
We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
Ratchets are dynamic systems where particle transport is induced by zero-average forces due to the interplay between nonlinearity and asymmetry. Generally, they rely on the effect of a strong external driving. We show that stationary…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
We study a stochastic optimization problem in which the sampling distribution depends on the decision variable, and the available samples are generated through an iterate-dependent Markov chain. Such settings arise naturally in problems…
We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show…
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…
We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a $d$-dimensional cubic lattice in the presence…
We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors $K^i$ each of which supports a unique ergodic probability measure $P^i$, which includes in particular the class of…
This paper aims to theoretically prove by applying Marotto's Theorem that both transiently chaotic neural networks (TCNN) and discrete-time recurrent neural networks (DRNN) have chaotic structure. A significant property of TCNN and DRNN is…
In this paper, the leading term of the asymptotics of the number of possible final positions of a random walk on a directed Hamiltonian metric graph is found. Consideration of such dynamical systems could be motivated by problems of…
We study analytically and numerically the ratchet transport of interacting particles induced by a monochromatic driving in asymmetric two-dimensional structures. The ratchet flow is preserved in the limit of strong interactions and can…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
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…
Using simulations, we examine the average velocity as a function of applied drift force for active matter particles moving through a random obstacle array. We find that for low drift force, there is an initial flow regime where the mobility…