相关论文: A noisy system with a flattened Hamiltonian and mu…
We study the problem of stabilization for the acoustic system with a spatially distributed damping. Without imposing any hypotheses on the structural properties of the damping term, we identify logarithmic decay of solutions with growing…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
There are many problems that lead to analysis of dynamical systems in which one can distinguish motions of two types: slow one and fast one. An averaging over fast motion is used for approximate description of the slow motion. First…
A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…
We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…
We simulate the $N$-spin critical Ising model on a square lattice using Glauber dynamics and consider the typical one-unit time equal to $N$ single-spin-flip attempts. The divergence of correlation time with the linear extent of the system…
In this manuscript we show that a noise-activated escape phenomenon occurs in closed Hamiltonian systems. Due to the energy fluctuations generated by the noise, the isopotential curves open up and the particles can eventually escape in…
The spectral properties of a disordered system with few interacting three-dimensional spinless fermions are investigated. We show the existence of a critical spacings distribution which is invariant upon increase of the system size, but…
We derive the linear acoustic and Stokes-Fourier equations as the limiting dynamics of a system of N hard spheres of diameter $\epsilon$ in two space dimensions, when N $\rightarrow$ $\infty$, $\epsilon$ $\rightarrow$ 0, N $\epsilon$ =…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
We study the dynamics of lattice models of quantum spins one-half, driven by a coherent drive and subject to dissipation. Generically the meanfield limit of these models manifests multistable parameter regions of coexisting steady states…
The dynamics of an ensemble of bistable elements with global time-delayed coupling under the influence of noise is studied analytically and numerically. Depending on the noise level the system undergoes ordering transitions and demonstrates…
Periodic recurrence is a prominent behavioural of many biological phenomena, including cell cycle and circadian rhythms. Although deterministic models are commonly used to represent the dynamics of periodic phenomena, it is known that they…
This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…
We introduce a robust framework for learning various generalized Hamiltonian dynamics from noisy, sparse phase-space data and in an unsupervised manner based on variational Bayesian inference. Although conservative, dissipative, and…
This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…
We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…
These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…