相关论文: The exit problem for diffusions with time-periodic…

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

The concept of stochastic resonance in nonlinear dynamics is applied to interpret the capacity of noisy quantum channels. The two-Pauli channel is used to illustrate the idea. The fidelity of the channel is also considered. Noise…

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Existing theory of momentum assumes that gradients arrive at every parameter at a roughly constant rate, an assumption violated in practice by heavy-tailed data distributions and modern architectures. We theoretically analyze the dynamics…

Biological neural networks are notoriously hard to model due to their stochastic behavior and high dimensionality. We tackle this problem by constructing a dynamical model of both the expectations and covariances of the fractions of active…

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

We generalize the concept of basin of attraction of a stable state in order to facilitate the analysis of dynamical systems with noise and to assess stability properties of metastable states and long transients. To this end we examine the…

Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…

In this paper, we study the regularity of the value function associated with a stochastic control problem where two controls act simultaneously on a modulated multidimensional diffusion process. The first is a switching control modelling a…

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

We model the dynamics of the leaky integrate-fire neuron under periodic stimulation as a Markov process with respect to the stimulus phase. This avoids the unrealistic assumption of a stimulus reset after each spike made in earlier work and…

In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…

We propose a method to obtain phase portraits for stochastic systems. Starting from the Fokker-Planck equation, we separate the dynamics into a convective and a diffusive part. We show that stable and unstable fixed points of the convective…

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…

We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…

We present rigorous results for the mean first passage time and first passage time statistics for two-channel Markov additive diffusion in a 3-dimensional spherical domain. Inspired by biophysical examples we assume that the particle can…

We consider a two-state model of non-Markovian stochastic resonance (SR) within the framework of the theory of renewal processes. Residence time intervals are assumed to be mutually independent and characterized by some arbitrary…

We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…