Related papers: Exit asymptotics for small diffusion about an unst…
We study the asymptotic behaviour of a class of small-noise diffusions driven by fractional Brownian motion, with random starting points. Different scalings allow for different asymptotic properties of the process (small-time and tail…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
We consider the effect of Gaussian white noise on fast-slow dynamical systems with one fast and two slow variables, containing a folded-node singularity. In the absence of noise, these systems are known to display mixed-mode oscillations,…
Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…
We consider the asymmetric simple exclusion process with Langmuir kinetics in the closed boundary condition. We analytically obtain the exact stationary state and a series of excited states of the system in the limit where Langmuir kinetics…
We suggest an explanation of typical incubation times statistical features based on the universal behavior of exit times for diffusion models. We give a mathematically rigorous proof of the characteristic right skewness of the incubation…
Dichotomous noise appears in a wide variety of physical and mathematical models. It has escaped attention that the standard results for the long time properties cannot be applied when unstable fixed points are crossed in the asymptotic…
In this paper we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions for the involved coefficients as well as accurate estimates on the remainders.…
We study the link between relaxation to the equilibrium and anomalous superdiffusive motion in a classical N-body hamiltonian system with long-range interaction showing a second-order phase-transition in the canonical ensemble. Anomalous…
In this note, we consider the dynamics associated to an epsilon-perturbation of an integrable Hamiltonian system in action-angle coordinates in any number of degrees of freedom and we prove the following result of "micro-diffusion": under…
We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…
The aim of this paper is to study the stochastic SIR equation with general incidence functional responses and in which both natural death rates and the incidence rate are perturbed by white noises. We derive a sufficient and almost…
We study the noise-induced escape process from chaotic attractors in nonhyperbolic systems. We provide a general mechanism of escape in the low noise limit, employing the theory of large fluctuations. Specifically, this is achieved by…
In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can…
We return to the subject of stability of infinite time asymptotics of kinetic equations. We found a model which is simpler than those studied previously and which shows unstable behavior corresponding to our arguments to appear elsewhere,…
We consider n-dimensional deterministic flows obtained by perturbing a gradient flow. We assume that the gradient flow admits a stable curve of stationary points, and thus if the perturbation is not too large the perturbed flow also admits…
Positive definiteness of a Hamiltonian expanded about an equilibrium point provides only a necessary condition for stability, a criterion known as Dirichlet's theorem. The reason that this criterion is not necessary for stability is because…
In this paper, we are interested in the relation between the solutions of the control system $\dot x=f(x,u)$ and the solutions of its (potentially unknown) perturbation $\dot x=f(x,u)+w(x,t).$ Under the assumption that the linear part of…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…
Local expansion exponents for nonequilibrium dynamical systems, described by partial differential equations, are introduced. These exponents show whether the system phase volume expands, contracts, or is conserved in time. The ways of…