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A new type of noised induced phase transitions is proposed. It occurs in noisy systems with dynamical traps. Dynamical traps are regions in the phase space where the regular forces are depressed substantially. By way of an example, a simple…
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…
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…
Using recent mathematical advances, a geometric approach to rare noise-driven transition events in nonequilibrium systems is given, and an algorithm for computing the maximum likelihood transition curve is generalized to the case of…
With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…
Particles undergoing Fickian diffusion within smooth energy landscapes exhibit Gaussian statistics. However, this Gaussian behavior is often elusive in complex liquids, where particle dynamics within spontaneously fluctuating or…
We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…
We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…
We study a one dimensional metastable dynamics of internal interfaces for the initial boundary value problem for the following convection-reaction-diffusion equation \begin{equation*} \partial_t u = \varepsilon \partial_x^2 u -\partial_x…
In the theory of random dynamical systems (RDS), individuals with different initial states follow a same law of motion that is stochastically changing with time | called extrinsic noise. In the present work, intrin- sic noises for each…
Physically motivated stochastic dynamics are often used to sample from high-dimensional distributions. However such dynamics often get stuck in specific regions of their state space and mix very slowly to the desired stationary state. This…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
The time-dependent barrier passage of a particle driven by the structured noise is studied in the field of a metastable potential. Quantities such as the probability of passing over the saddle point and transmission coefficient of the…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
Stochastic evolution of various dynamic systems and reaction networks is commonly described in terms of noise assisted escape of an overdamped particle from a potential well, as devised by the paradigmatic Langevin equation in which…
Additive symmetric L\'evy noise can induce directed transport of overdamped particles in a static asymmetric potential. We study, numerically and analytically, the effect of an additional dichotomous random flashing in such L\'evy ratchet…
We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…