相关论文: Mean escape time over a fluctuating barrier
We introduce planar random walk conditioned to avoid its past convex hull, and we show that it escapes at a positive limsup speed. Experimental results show that fluctuations from a limiting direction are on the order of n^(3/4). This…
An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…
The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time-modulation is studied. We found non-monotonic dependence of the mean escape time from the barrier on a frequency of the…
This paper studies the problem of enforcing safety of a stochastic dynamical system over a finite-time horizon. We use stochastic control barrier functions as a means to quantify the probability that a system exits a given safe region of…
We identify the integrable stopping time $\tau_*$ with minimal $L^1$-distance to the last-passage time $\gamma_z$ to a given level $z>0$, for an arbitrary non-negative time-homogeneous transient diffusion $X$. We demonstrate that $\tau_*$…
We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Markov chains. As the main application we use it to derive a…
Semiclassical approximations for tunneling processes usually involve complex trajectories or complex times. In this paper we use a previously derived approximation involving only real trajectories propagating in real time to describe the…
We consider a particle dragged through a medium at constant temperature as described by a Langevin equation with a time-dependent potential. The time-dependence is specified by an external protocol. We give conditions on potential and…
We investigate the influence of the vacuum fluctuations of a background electric field over a charged test particle in the presence of a perfectly reflecting flat wall. A switching function connecting different stages of the system is…
Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…
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…
We study the dynamics of a nonlinear oscillator near the critical point where period-two vibrations are first excited with the increasing amplitude of parametric driving. Above the threshold, quantum fluctuations induce transitions between…
Kramers' rate theory forms a cornerstone for thermally activated barrier crossing. However, its reliance on equilibrium quantities excludes analysis of nonequilibrium dynamics at early times. Most works have thus focused on obtaining rates…
New classes of performance measures have been recently introduced to quantify the transient response to external disturbances of coupled dynamical systems on complex networks. These performance measures are time-integrated quadratic forms…
After a brief review of the derivation of the standard phase time formula, based on the use of the stationary phase method, we propose, in the opaque limit, an alternative method to calculate the phase time. The new formula for the phase…
This paper presents necessary and sufficient conditions for on- and off-diagonal transition probability estimates for random walks on weighted graphs. On the integer lattice and on may fractal type graphs both the volume of a ball and the…
We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates…
Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…
Force fluctuations in granular materials are investigated. A continuum equation is derived starting from a discrete model proposed in the literature. The influence of boundary conditions is investigated. For periodic boundary conditions the…
We introduce a new first passage percolation model in a Poissonian environment on $\mathbb{R}^{2}$. In this model, the action of a path depends on the geometry of the path and the travel time. We prove that the transversal fluctuation…