相关论文: A noisy system with a flattened Hamiltonian and mu…
Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…
A driven system of three species of particle diffusing on a ring is studied in detail. The dynamics is local and conserves the three densities. A simple argument suggesting that the model should phase separate and break the translational…
We study the asymptotics of a two-dimensional stochastic differential system with a degenerate diffusion matrix. This system describes the dynamics of a population where individuals contribute to the degradation of their environment through…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
This paper presents description of time evolution of averages of Markov process in wide range of noise intensity. Exact expression of time scale of average evolution has been obtained. It has been demonstrated numerically that for purely…
Exact results are derived on the averaged dynamics of a class of random quantum-dynamical systems in continuous space. Each member of the class is characterized by a Hamiltonian which is the sum of two parts. While one part is…
This paper summarises an investigation of the effects of low amplitude noise and periodic driving on phase space transport in 3-D Hamiltonian systems, a problem directly applicable to systems like galaxies, where such perturbations reflect…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
We study the effect of local unitary noise on the entanglement evolution of a two-qubit system subject to local monitoring and inter-qubit coupling. We construct a stochastic Hamiltonian by incorporating the noise into the…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
In the first part of this paper, we consider a family of continuous-time dynamical systems coupled with diffusion-transmutation processes. Under certain conditions, such randomly perturbed dynamical systems can be interpreted as an averaged…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
The motion of oscillatory-like nonlinear Hamiltonian systems, driven by a weak noise, is considered. A general method to find regions of stability in the phase space of a randomly-driven system, based on a specific Poincar\'e map, is…
By the example of a kicked quartic oscillator we investigate the dynamics of classically chaotic quantum systems with few degrees of freedom affected by persistent external noise. Stability and reversibility of the motion are analyzed in…
The purpose of this paper is to examine stochastic Markovian models for circuits in phase space for which the drift term is equivalent to the standard circuit equations. In particular we include dissipative components corresponding to both…
We consider a multidimensional time-homogeneous dynamical system and add a randomly perturbed time-dependent deterministic signal to some of its components, giving rise to a high-dimensional system of stochastic differential equations,…