Related papers: Optimum Paths for Systems Subject to Internal Nois…
Traffic flow oscillations, including traffic waves, are a common yet incompletely understood feature of congested traffic. Possible mechanisms include traffic flow instabilities, indifference regions or finite human perception thresholds…
We analyse the non-equilibrium distribution in dissipative dynamical systems at finite noise intensities. The effect of finite noise is described in terms of topological changes in the pattern of optimal paths. Theoretical predictions are…
Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…
Deterministic chaotic dynamics presumes that the state space can be partitioned arbitrarily finely. In a physical system, the inevitable presence of some noise sets a finite limit to the finest possible resolution that can be attained. Much…
We investigate the behavior of the residence times density function for different nonlinear dynamical systems with limit cycle behavior and perturbed parametrically with a colored noise. We present evidence that underlying the stochastic…
Inspired by the swarming or flocking of animal systems we study groups of agents moving in unbounded 2D space. Individual trajectories derive from a ``bottom-up'' principle: individuals reorient to maximise their future path entropy over…
Variability on external conditions has important consequences for the dynamics and the organization of biological systems. In many cases, the characteristic timescale of environmental changes as well as their correlations play a fundamental…
The least action principle is exploited as a simulation tool to find the optimal dynamic path for spatially extended systems driven by a small noise. Applications are presented for thermally activated switching of a spatially-extended…
We show that uncorrelated Gaussian noise, despite its paradigmatic association with thermal equilibrium, can drive a system out of equilibrium and can serve as a resource from which work can be extracted. We consider an overdamped particle…
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…
We use particle dynamics simulations to probe the correlations between noise and dynamics in a variety of disordered systems, including superconducting vortices, 2D electron liquid crystals, colloids, domain walls, and granular media. The…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…
Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…
In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex. Particular attention is paid to…
Many physical and biological systems exhibit intrinsic cyclic dynamics that are altered by random external perturbations. We examine continuous-time autonomous dynamical systems exhibiting a stable limit cycle, perturbed by additive…
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…