相关论文: The exit problem for diffusions with time-periodic…
We study viscoelastic subdiffusion in bistable and periodic potentials within the Generalized Langevin Equation approach. Our results justify the (ultra)slow fluctuating rate view of the corresponding bistable non-Markovian dynamics which…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
The time-dependent barrier passage of a particle driven by the structured noise is studied in the field of a metastable potential. Quantities such as the probability of passing over the saddle point and transmission coefficient of the…
In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…
Neuronal networks can generate burst events. It remains unclear how to analyse interburst periods and their statistics. We study here the phase-space of a mean-field model, based on synaptic short-term changes, that exhibit burst and…
In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…
We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…
We study stochastic acceleration models for the Fermi bubbles. Turbulence is excited just behind the shock front via Kelvin--Helmholtz, Rayleigh--Taylor, or Richtmyer--Meshkov instabilities, and plasma particles are continuously accelerated…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
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,…
Brownian diffusion subject to stochastic resetting to a fixed position has been widely studied for applications to random search processes. In an unbounded domain, the mean first-passage time at a target site can be minimized for a…
Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We numerically study stochastic resonance in the unzipping of a model double-stranded DNA by a periodic force. We observe multiple peaks in stochastic resonance in the output signal as the driving force frequency is varied for different…
The paper studies a class of multidimensional optimal stopping problems with infinite horizon for linear switching diffusions. There are two main novelties in the optimal problems considered: the underlying stochastic process has…
Stochastic resonance is a phenomenon in which fluctuations enhance an otherwise weak signal. It has been found in many different systems in paleoclimatology, biology, medicine, and physics. The classical stochastic resonance due to thermal…
High-dimensional dynamical systems projected onto a reduced-order model cease to be deterministic and are best described by probability distributions in state space. Their equations of motion map onto an evolution operator with a…
This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…