Related papers: Two-state Markovian theory of input-output frequen…
Spontaneous synchronisation is a collective phenomenon that can occur in both dynamical classical and quantum systems. Here, we analyse the spontaneous synchronisation dynamics of vibrations assisting energy transfer in a bio-inspired…
A perturbation framework is developed to analyze metastable behavior in stochastic processes with random internal and external states. The process is assumed to be under weak noise conditions, and the case where the deterministic limit is…
Markovian memory embedded in a binary system is shaping its evolution on the basis of its current state and introduces either clustering or dispersion of binary states. The consequence is directly observed in the lengthening or shortening…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
We study a class of multi-stage stochastic programs, which incorporate modeling features from Markov decision processes (MDPs). This class includes structured MDPs with continuous action and state spaces. We extend policy graphs to include…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…
To probe the connection between the dynamic phase transition and stochastic resonance, we study the mean-field kinetic Ising model and the two-dimensional Josephson-junction array in the presence of appropriate oscillating magnetic fields.…
There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…
Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
This work explores a synchronization-like phenomenon induced by common noise for continuous-time Markov jump processes given by chemical reaction networks. A corresponding random dynamical system is formulated in a two-step procedure, at…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Numerical and experimental evidence is presented to show that many phase synchronized systems of non-identical chaotic oscillators, where the chaotic state is reached through a period-doubling cascade, show rapid convergence of the…
Laser frequency stabilization is conventionally analyzed using continuous-time control theory, which accurately models analog feedback but is insufficient for digital implementations where quantization, sampling, and stochastic noise shape…
In this paper, we study the regularity of the value function associated with a stochastic control problem where two controls act simultaneously on a modulated multidimensional diffusion process. The first is a switching control modelling a…
In this paper, we study phase-amplitude multivariable dynamics in converter-based power systems from a complex-frequency perspective. Complex frequency represents the rate of change of voltage amplitude and phase angle by its real and…
The influence of a time-periodic forcing on stochastic processes can essentially be emphasized in the large time behaviour of their paths. The statistics of transition in a simple Markov chain model permits to quantify this influence. In…