Related papers: Transition times and stochastic resonance for mult…
The aim of this paper is to develop tractable large deviation approximations for the empirical measure of a small noise diffusion. The starting point is the Freidlin-Wentzell theory, which shows how to approximate via a large deviation…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
We consider stochastic resonance for a diffusion with drift given by a potential, which has two metastable states and two pathways between them. Depending on the direction of the forcing, the height of the two barriers, one for each path,…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
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.…
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…
We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…
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…
Stochastic resonance is a well established phenomenon, which proves relevant for a wide range of applications, of broad trans-disciplinary breath. Consider a one dimensional bistable stochastic system, characterized by a deterministic…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We consider long-time behavior of dynamical systems perturbed by a small noise. Under certain conditions, a slow component of such a motion, which is most important for long- time evolution, can be described as a motion on the cone of…
Stochastic resonance is a phenomenon where a noise of appropriate intensity enhances the input signal strength. In this work, by employing the recently developed convex optimization methods in the context of dynamical systems and stochastic…
We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…
We show that a dispersion of monodomain ferromagnetic particles in a solid phase exhibits stochastic resonance when a driven linearly polarized magnetic field is applied. By using an adiabatic approach, we calculate the power spectrum, the…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…
We numerically study stochastic resonance in the unzipping of a model double-stranded DNA by a periodic force. We observe multiple peaks in stochastic resonance in the output signal as the driving force frequency is varied for different…
In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…