相关论文: Randomly perturbed switching dynamics of a DC/DC c…

We consider a two-dimensional fully frustrated Josephson-junction array, which is driven uniformly by oscillating currents. As the temperature is lowered, there emerges a dynamic phase transition to an ordered state with nonzero dynamic…

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependance on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error)…

Noise-induced switching between coexisting metastable states occurs in a wide range of far-from-equilibrium systems including micro-mechanical oscillators, epidemiological and climate change models, and nonlinear electronic transport in…

This paper studies a power transmission system with both conventional generators (CGs) and distributed energy assets (DEAs) providing frequency control. We consider an operating condition with demand aggregating two dynamic components: one…

How to determine the vector of power supplies of a stochastic power system for the next short horizon, such that the probability is less than a prespecified value that any phase-angle difference of a power line of the power network exits…

We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…

We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white…

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

The fluctuating dynamics of a network about its stable, noise-free steady state are theoretically investigated. Various causes of non-equilibrium dynamics are identified in terms of the properties and symmetry of the network connections and…

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…