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We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 SooJean Han , Soon-Jo Chung

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

We analyze dynamical properties of the Shannon information entropy of a continuous probability distribution, which is driven by a standard diffusion process. This entropy choice is confronted with another option, employing the conditional…

Statistical Mechanics · Physics 2016-08-31 Piotr Garbaczewski

This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…

Optimization and Control · Mathematics 2012-08-21 Igor G. Vladimirov , Ian R. Petersen

We study metastability for symbolic dynamic. We prove that for a global system given by two independent sub-systems linked by a hole, and for a Lipschitz continuous potential, the global equilibrium state converges, as the hole shrinks, to…

Dynamical Systems · Mathematics 2025-10-10 Renaud Leplaideur

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

We argue, using methods taken from the theory of noiseless subsystems in quantum information theory, that the quantum states associated with a Schwarzchild black hole live in the restricted subspace of the Hilbert space of horizon boundary…

High Energy Physics - Theory · Physics 2010-04-05 Olaf Dreyer , Fotini Markopoulou , Lee Smolin

We investigate the time evolution of the entropy for a paradigmatic conservative dynamical system, the standard map, for different values of its controlling parameter $a$. When the phase space is sufficiently ``chaotic'' (i.e., for large…

Statistical Mechanics · Physics 2009-11-07 F. Baldovin , C. Tsallis , B. Schulze

When subjected to a classical fluctuating field characterized by a Gaussian process, we examine the {purity} and coherence protection in a three-level quantum system. This symmetry of the three-level system is examined when the local random…

Quantum Physics · Physics 2022-11-30 Sultan Mahmood Zangi , Atta ur Rahman , ZhaoXu Ji , Hazrat Ai , HuanGuo Zhang

We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…

Numerical Analysis · Mathematics 2017-11-03 Yingjun Jiang , Xuejun Xu

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

Analysis of PDEs · Mathematics 2011-04-27 E. Priola , A. Shirikyan , L. Xu , J. Zabczyk

A stochastic version of 2D Euler equations with transport type noise in the vorticity is considered, in the framework of Albeverio--Cruzeiro theory [1] where the equation is considered with random initial conditions related to the so called…

Probability · Mathematics 2019-12-24 Franco Flandoli , Dejun Luo

We find the necessary and sufficient conditions for the entropy rate of the system to be zero under any system-environment Hamiltonian interaction. We call the class of system-environment states that satisfy this condition lazy states. They…

Quantum Physics · Physics 2011-02-09 Cesar A. Rodriguez-Rosario , Gen Kimura , Hideki Imai , Alan Aspuru-Guzik

In this note, we show how certain properties of Goldbeter's 1995 model for circadian oscillations can be proved mathematically, using techniques from the recently developed theory of monotone systems with inputs and outputs. The theory…

Optimization and Control · Mathematics 2007-05-23 David Angeli , Eduardo D. Sontag

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We explore the relationship between Turing completeness and topological entropy of dynamical systems. We first prove that a natural class of Turing machines that we call "branching Turing machines" (which includes most of the known examples…

Dynamical Systems · Mathematics 2026-04-10 Renzo Bruera , Robert Cardona , Eva Miranda , Daniel Peralta-Salas , Ville Salo

In this paper, we study the contractivity of nonlinear stochastic differential equations (SDEs) driven by deterministic inputs and Brownian motions. Given a weighted $\ell_2$-norm for the state space, we show that an SDE is incrementally…

Systems and Control · Electrical Eng. & Systems 2026-02-23 Yu Kawano , Simone Betteti , Alexander Davydov , Francesco Bullo

In a wide class of physical systems, diffeomorphisms in the state space leave the amount of entropy produced per unit time inside the bulk of the system unaffected [M. Polettini et al., 12th Joint European Thermodynamics Conference,…

Plasma Physics · Physics 2017-01-20 Andrea Di Vita

We prove an asymptotic stability result for a linear coupled hyperbolic-elliptic system on a large class of singular background spacetimes in CMC gauge on the n-torus. At each spatial point these background spacetimes are perturbations of…

General Relativity and Quantum Cosmology · Physics 2019-10-21 Ellery Ames , Florian Beyer , James Isenberg

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

Dynamical Systems · Mathematics 2025-12-18 Bernat Bassols Cornudella , Matheus Manzatto de Castro , Jeroen S. W. Lamb
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