相关论文: A noisy system with a flattened Hamiltonian and mu…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…
This work focuses on the study of time-periodic solutions, including breathers, in a nonlinear lattice consisting of elements whose contacts alternate between strain-hardening and strain-softening. The existence, stability, and bifurcation…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…
For a periodically driven quantum system an effective time-independent Hamiltonian is derived with an eigen-energy spectrum, which in the regime of large driving frequencies approximates the quasi-energies of the corresponding Floquet…
We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
This is an expository review paper illustrating the ``martingale method'' for proving many-server heavy-traffic stochastic-process limits for queueing models, supporting diffusion-process approximations. Careful treatment is given to an…
We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
The generic behavior of purely dissipative open quantum many-body systems with local dissipation processes can be investigated using random matrix theory, revealing a hierarchy of decay timescales of observables organized by their…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
Understanding and predicting the dynamical properties of systems involving dry friction is a major concern in physics and engineering. It abounds in many mechanical processes, from the sound produced by a violin to the screeching of chalk…
Noise-induced transitions between metastable fixed points in systems evolving on multiple time scales are analyzed in situations where the time scale separation gives rise to a slow manifold with bifurcation. This analysis is performed…
We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…
A one dimensional system made up of a compressible fluid and several mechanical oscillators, coupled to the acoustic field in the fluid, is analyzed for different settings of the oscillators array. The dynamical models are formulated in…
We consider a dynamical system subjected to weak but adiabatically slow fluctuations of external origin. Based on the ``adiabatic following'' approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the strength of…
In this paper, we extend the results of Elliott and Yang \cite{elliott3} and discuss the control of a stochastic process for which the driving noise is provided by a martingale associated with a semi-Markov Chain. An existence and a…
Understanding the timescales associated with relaxation to equilibrium in closed quantum many-body systems is one of the central focuses in the study of their non-equilibrium dynamics. At late times, these relaxation processes exhibit…