相关论文: Two-state Markovian theory of input-output frequen…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
The Buridan's ass paradox is characterized by perpetual indecision between two states, which are never attained. When this problem is formulated as a dynamical system, indecision is modeled by a discrete-state Markov process determined by…
In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…
Metastability in open system dynamics describes the phenomena of initial relaxation to longlived metastable states before decaying to the asymptotic stable states. It has been predicted in continuous-time stochastic dynamics of both…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…
We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…
We develop a comprehensive framework for characterizing fluctuations in quantum transport and nonequilibrium thermodynamics using two complementary approaches: full counting statistics and first-passage times. Focusing on open quantum…
Stochastic systems feature, in general, both coherent dynamics and incoherent transitions between different states. We propose a method to identify the coherent part in the full counting statistics for the transitions. The proposal is…
We present a theory of frequency-dependent counting statistics of electron transport through nanostructures within the framework of Markovian quantum master equations. Our method allows the calculation of finite-frequency current cumulants…
Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
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…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
We investigate a transition from chaotic to nonchaotic behavior and synchronization in an ensemble of systems driven by identical random forces. We analyze the synchronization phenomenon in the ensemble of particles moving with friction in…
A large variety of rhythms are observed in nature. Rhythms such as electroencephalogram signals in the brain can often be regarded as interacting. In this study, we investigate the dynamical properties of rhythmic systems in two populations…
Markov State Modeling has recently emerged as a key technique for analyzing rare events in thermal equilibrium molecular simulations and finding metastable states. Here we export this technique to the study of friction, where strongly…
We develop a generalized stability framework for stochastic discrete-time systems, where the generality pertains to the ways in which the distribution of the state energy can be characterized. We use tools from finance and operations…
We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…
We consider the discrete time unitary dynamics given by a quantum walk on $\Z^d$ performed by a particle with internal degree of freedom, called coin state, according to the following iterated rule: a unitary update of the coin state takes…