相关论文: The Most Probable Transition Paths of Stochastic D…
We consider the problem of numerically estimating expectations of solutions to stochastic differential equations driven by Brownian motions in the commonly occurring small noise regime. We consider (i) standard Monte Carlo methods combined…
We consider a leaky integrate-and-fire neuron with deterministic subthreshold dynamics and a firing threshold that evolves as an Ornstein-Uhlenbeck process. The formulation of this minimal model is motivated by the experimentally observed…
This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…
The Onsager--Machlup action functional is an important concept in statistical mechanics and thermodynamics to describe the probability of fluctuations in nonequilibrium systems. It provides a powerful tool for analyzing and predicting the…
ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
This paper is concerned with a dissipativity theory for dynamical systems governed by linear Ito stochastic differential equations driven by random noise with an uncertain drift. The deviation of the noise from a standard Wiener process in…
Recent experiments have probed the relative likelihoods of trajectories in stochastic systems by observing survival probabilities within a tube of radius $R$ in spacetime. We measure such probabilities here for a colloidal particle in a…
We consider a periodically-forced 1-D Langevin equation that possesses two stable periodic solutions in the absence of noise. We ask the question: is there a most likely noise-induced transition path between these periodic solutions that…
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven by Brownian motion, it has been shown that in order for the…
Onsager-Machlup functionals are used to describe the dynamics of a continuous stochastic process. For a stochastic process taking values in a Riemannian manifold, they have been studied extensively. We describe the Onsager-Machlup…
Noise-induced transitions between multistable states happen in a multitude of systems, such as species extinction in biology, protein folding, or tipping points in climate science. Large deviation theory is the rigorous language to describe…
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…
We are concerned with the (stochastic) Lagrangian trajectories associated with Euler or Navier-Stokes equations. First, in the vanishing viscosity limit, we establish sharp non-uniqueness results for positive solutions to transport…
The Onsager-Machlup (OM) functional is well-known for characterizing the most probable transition path of a diffusion process with non-vanishing noise. However, it suffers from a notorious issue that the functional is unbounded below when…
A dynamical system is considered such that, in this system, particles move on a toroidal lattice of the dimension $N_1\times N_2$ according to a version of the rule of particle movement in Biham--Middleton--Levine traffic model. Particles…
Critical transitions and tipping phenomena between two meta-stable states in stochastic dynamical systems are a significant scientific issue. In this work, we expand the methodology of identifying the most probable transition pathway…
Dynamical system properties give rise to effects in Statistical Mechanics. Topological index changes can be the basis for phase transitions. The Euler characteristic is a versatile topological invariant that can be evaluated for model…
This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…