相关论文: Randomly perturbed switching dynamics of a DC/DC c…
The oscillatory response of nonlinear systems exhibits characteristic phenomena such as multistability, discontinuous jumps and hysteresis. These can be utilized in applications leading, e.g., to precise frequency measurement, mixing,…
We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…
Previously, we developed a population model incorporating the Allee effect and periodic environmental fluctuations, in which organisms alternate between nomadic and colonial behaviours. This switching strategy is regulated by biological…
We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…
In this paper we construct a framework for doing statistical inference for discretely observed stochastic differential equations (SDEs) where the driving noise has 'memory'. Classical SDE models for inference assume the driving noise to be…
In this paper, we study stochastic stability of a dynamical system with shadowing property, which evolves under small random perturbation. We prove that time averages along the pseudo-trajectory converge with respect to stationary measure…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…
We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…
We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimators for both the Hurst index as well as a vector of unknown…
A bifurcating system subject to multiplicative noise can display on-off intermittency. Using a canonical example, we investigate the extreme sensitivity of the intermittent behavior to the nature of the noise. Through a perturbative…
The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…
We demonstrate that a quiet state and large-amplitude self-sustained oscillations can co-exist in a carbon nanotube subject to time-independent drive. A feature of the bistability is that it would be hysteresis-free in the absence of noise…
Noise play a creative role in the evolution of periodic and complex systems which are essential for continuous performance of the system. The interaction of noise generated within one component of a chaotic system with other component in a…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…