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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 present a general geometrical approach to the problem of escape from a metastable state in the presence of noise. The accompanying analysis leads to a simple condition, based on the norm of the drift field, for determining whether…

数学物理 · 物理学 2016-01-20 Daniele Pinna , Andrew D. Kent , Daniel L. Stein

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

统计力学 · 物理学 2016-07-06 Tomasz Srokowski

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

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

介观与纳米尺度物理 · 物理学 2014-02-26 I. A. Khovanov , N. A. Khovanova

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

Complex physical systems are unavoidably subjected to external environments not accounted for in the set of differential equations that models them. The resulting perturbations are standardly represented by noise terms. We derive conditions…

适应与自组织系统 · 物理学 2019-06-26 Melvyn Tyloo , Robin Delabays , Philippe Jacquod

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 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

In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…

概率论 · 数学 2020-12-16 Michael Salins , Konstantinos Spiliopoulos

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

统计力学 · 物理学 2017-10-03 Corentin Herbert , Freddy Bouchet

We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…

概率论 · 数学 2015-09-30 Giambattista Giacomin , Mathieu Merle

Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…

统计力学 · 物理学 2020-01-08 Alastair Jamieson-Lane , Eric N. Cytrynbaum

In the framework of chaotic scattering we analyze passive tracer transport in finite systems. In particular, we study models with open streamlines and a finite number of recirculation zones. In the non trivial case with a small number of…

chao-dyn · 物理学 2009-10-31 P. Castiglione , M. Cencini , A. Vulpiani , E. Zambianchi

A new approach for the weak noise analysis of exit problems removes an intrinsic contradiction of an existing method. It applies for both the mean time and the location of the exits; novel outcomes mainly concern the exits from entire…

概率论 · 数学 2012-04-23 Dietrich Ryter

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

adap-org · 物理学 2008-02-03 G. D. Lythe

The unpredictability in chaotic scattering problems is a fundamental topic in physics that has been studied either in purely conservative systems or in the presence of weak perturbations. In many systems noise plays an important role in the…

混沌动力学 · 物理学 2021-07-14 Alexandre R. Nieto , Jesús M. Seoane , Miguel A. F. Sanjuán

We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…

统计力学 · 物理学 2017-07-31 Archishman Raju , Sayan Choudhury , David L. Rubin , Amie Wilkinson , James P. Sethna

We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…

统计力学 · 物理学 2020-10-07 L. Lugosi , T. Kovács

We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…

概率论 · 数学 2015-09-10 Paul Dupuis , Konstantinos Spiliopoulos , Xiang Zhou
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