中文
相关论文

相关论文: Dynamical Inference for Transitions in Stochastic …

200 篇论文

Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…

动力系统 · 数学 2025-03-17 Theo Diamantakis , James Woodfield

This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking property for a nonlocal fast-slow stochastic evolutionary system…

偏微分方程分析 · 数学 2019-10-02 Hina Zulfiqar , Shenglan Yuan , Ziying He , Jinqiao Duan

We present a noise guided trajectory based system identification method for inferring the dynamical structure from observation generated by stochastic differential equations. Our method can handle various kinds of noise, including the case…

数值分析 · 数学 2024-03-06 Ziheng Guo , Igor Cialenco , Ming Zhong

The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…

统计力学 · 物理学 2014-01-10 Krzysztof Szczepaniec , Bartlomiej Dybiec

Metastability in open system dynamics describes the phenomena of initial relaxation to longlived metastable states before decaying to the asymptotic stable states. It has been predicted in continuous-time stochastic dynamics of both…

量子物理 · 物理学 2024-04-10 Yuan-De Jin , Chu-Dan Qiu , Wen-Long Ma

We study data-driven stabilization of continuous-time systems in autoregressive form when only noisy input-output data are available. First, we provide an operator-based characterization of the set of systems consistent with the data. Next,…

最优化与控制 · 数学 2026-02-04 Masashi Wakaiki

A deterministic multiscale toy model is studied in which a chaotic fast subsystem triggers rare transitions between slow regimes, akin to weather or climate regimes. Using homogenization techniques, a reduced stochastic parametrization…

数据分析、统计与概率 · 物理学 2012-04-11 Lewis Mitchell , Georg A. Gottwald

An analysis of transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces is presented. The synchronization phenomenon is investigated in the ensemble of particles moving…

chao-dyn · 物理学 2015-06-24 B. Kaulakys , F. Ivanauskas , T. Meskauskas

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

动力系统 · 数学 2016-07-12 Zhou Fang , Chuanhou Gao

We consider the rates of noise-induced switching between the stable states of dissipative dynamical systems with delay and also the rates of noise-induced extinction, where such systems model population dynamics. We study a class of systems…

统计力学 · 物理学 2015-01-27 Ira B. Schwartz , Lora Billings , Thomas W. Carr , Mark Dykman

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

动力系统 · 数学 2008-08-08 Zhihui Yang , Jinqiao Duan

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

适应与自组织系统 · 物理学 2020-08-26 Igor Franović , Serhiy Yanchuk , Sebastian Eydam , Iva Bačić , Matthias Wolfrum

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

数据分析、统计与概率 · 物理学 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

This paper is a preliminary work to address the problem of dynamical systems with parameters varying in time. An idea to predict their behaviour is proposed. These systems are called \emph{transient systems}, and are distinguished from…

动力系统 · 数学 2014-11-04 Ugo Galvanetto , Luca Magri

Stochastic resonance phenomenon induced by non-Gaussian L\'evy noise in a second-order bistable system is investigated. The signal-noise-ratio for different parameters is computed by an efficient numerical scheme. The influences of the…

统计力学 · 物理学 2013-09-06 Yong Xu , Juanjuan Li , Jing Feng , Huiqing Zhang , Wei Xu , Jinqiao Duan

We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…

统计力学 · 物理学 2021-12-23 Frederic Folz , Kurt Mehlhorn , Giovanna Morigi

Classical metastability manifests as noise-driven switching between disjoint basins of attraction and slowing down of relaxation, quantum systems like qubits and Rydberg atoms exhibit analogous behavior through collective quantum jumps and…

量子物理 · 物理学 2026-04-28 Ya-Xin Xiang , Weibin Li , Zhengyang Bai , Yu-Qiang Ma

Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…

统计力学 · 物理学 2017-10-05 Tobias Grafke , Eric Vanden-Eijnden

The main objective of this paper is to show that two asymptotically stable steady states which belong to an analytic path of asymptotically stable steady states can be gradually transferred one to the other by successive changes of the…

动力系统 · 数学 2007-05-23 E. Kaslik , A. M. Balint , A. Grigis , St. Balint