Related papers: Transitions from deterministic to stochastic diffu…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…
This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…
We consider a class of piecewise-deterministic Markov processes where the state evolves according to a linear dynamical system. This continuous time evolution is interspersed by discrete events that occur at random times and change (reset)…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
Coupled dynamical systems with one slow element and many fast elements are analyzed. By averaging over the dynamics of the fast variables, the adiabatic kinetic branch is introduced for the dynamics of the slow variable in the adiabatic…
We investigate statistical properties of several classes of periodic billiard models which are diffusive. An introductory chapter gives motivation, and then a review of statistical properties of dynamical systems is given in chapter 2. In…
Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a…
Slow-fast dynamics and resonant phenomena can be found in a wide range of physical systems, including problems of celestial mechanics, fluid mechanics, and charged particle dynamics. Important resonant effects that control transport in the…
The dynamics in weakly chaotic Hamiltonian systems strongly depends on initial conditions and little can be affirmed about generic behaviors. Using two distinct Hamiltonian systems, namely one particle in an open rectangular billiard and…
Quantum scattering is studied in a system consisting of randomly distributed point scatterers in the strip. The model is continuous yet exactly solvable. Varying the number of scatterers (the sample length) we investigate a transition…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
A natural phenomenon occurring in a living system is an outcome of the dynamics of the specific biological network underlying the phenomenon. The collective dynamics have both deterministic and stochastic components. The stochastic nature…
Stochastic resetting is prevalent in natural and man-made systems giving rise to a long series of non-equilibrium phenomena. Diffusion with stochastic resetting serves as a paradigmatic model to study these phenomena, but the lack of a…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…
In a recent letter [Phys.Rev.Lett. {\bf 30}, 3269 (1995), chao-dyn/9510011], we reported that a macroscopic chaotic determinism emerges in a multistable system: the unidirectional motion of a dissipative particle subject to an apparently…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We study the diffusion of monochromatic classical waves in a disordered acoustic medium by scattering theory. In order to avoid artifacts associated with mathematical point scatterers, we model the randomness by small but finite insertions.…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…
High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…