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The relevant quasipotential near an equilibrium point is determined by a new linear matrix equation, with less unknowns than an existing (possibly nonlinear) one. This also assures the asymptotic fulfillment of the Fokker-Planck equation,…

概率论 · 数学 2021-09-29 Dietrich Ryter

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · 物理学 2008-02-03 Robert S. Maier , D. L. Stein

We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…

数据分析、统计与概率 · 物理学 2008-02-03 D. G. Luchinsky , R. S. Maier , R. Mannella , P. V. E. McClintock , D. L. Stein

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…

混沌动力学 · 物理学 2009-11-10 Suso Kraut , Celso Grebogi

We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…

chao-dyn · 物理学 2008-02-03 Robert S. Maier , Daniel L. Stein

We consider weakly damped nonlinear Schr\"odinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero…

数值分析 · 数学 2009-07-19 Eric Gautier

The effect of noise is studied in one-dimensional maps undergoing transcritical, tangent, and pitchfork bifurcations. The attractors of the noiseless map become metastable states in the presence of noise. In the weak-noise limit, a…

统计力学 · 物理学 2009-10-06 Jonathan Demaeyer , Pierre Gaspard

The mean exit time escaping basin of attraction in the presence of white noise is of practical importance in various scientific fields. In this work, we propose a strategy to control mean exit time of general stochastic dynamical systems to…

机器学习 · 统计学 2023-08-09 Yang Li , Shenglan Yuan , Shengyuan Xu

The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…

统计理论 · 数学 2020-07-15 Yang Li , Jinqiao Duan , Xianbin Liu , Yanxia Zhang

We study the noise-induced escape from a stable limit cycle of a non-gradient dynamical system driven by a small additive noise. The fact that the optimal transition path in this case is infinitely long imposes a severe numerical challenge…

最优化与控制 · 数学 2018-06-12 Xiang Zhou , Haijun Yu , Ling Lin

The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…

混沌动力学 · 物理学 2010-10-27 Christian S. Rodrigues , Celso Grebogi , Alessandro P. S. de Moura

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…

概率论 · 数学 2013-07-05 Christophe Poquet

Asymptotic random dynamics of weak solutions for a damped stochastic wave equation with the nonlinearity of arbitrarily large exponent and the additive noise on $\mathbb{R}^n$ is investigated. The existence of a pullback random attractor is…

偏微分方程分析 · 数学 2014-11-25 Hongyan Li , Yuncheng You

The quasipotential function allows for comprehension and prediction of the escape mechanisms from metastable states in nonlinear dynamical systems. This function acts as a natural extension of the potential function for non-gradient systems…

动力系统 · 数学 2026-01-26 Bo Lin , Pierpaolo Belardinelli

For a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. Using Malliavin calculus tools, we obtain precise vanishing noise asymptotics for the tail…

概率论 · 数学 2019-07-03 Yuri Bakhtin , Zsolt Pajor-Gyulai

A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).

概率论 · 数学 2007-07-04 Yuri Bakhtin

We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…

统计力学 · 物理学 2009-10-31 Jörg Lehmann , Peter Reimann , Peter Hänggi

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

动力系统 · 数学 2013-06-04 Ting Gao , Jinqiao Duan

The zero-noise limit of differential equations with singular coefficients is investigated for the first time in the case when the noise is an $\alpha $-stable process. It is proved that extremal solutions are selected and the respective…

概率论 · 数学 2014-09-16 Franco Flandoli , Michael Högele

We provide a complete solution of the problems of the probability distribution and the escape rate in Poisson-noise driven systems. It includes both the exponents and the prefactors. The analysis refers to an overdamped particle in a…

统计力学 · 物理学 2015-05-18 M. I. Dykman
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