相关论文: Metastable Behaviour of Small Noise Levy-Driven Di…

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

Non-equilibrium noise is characterized as noise realizations where external agitations disrupt the harmonic equilibrium of Brownian motion. Excitations in a particle's random walk into a so-called L\'evy flight changes the distribution of…

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Analysis is presented of a system whose dynamics are dramatically simplified by tiny amounts of additive noise. The dynamics divide naturally into two phases. In the slower phase, trajectories are close to an invariant manifold; this allows…

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

Slow dynamics in glassy systems is often interpreted as due to thermally activated events between "metastable" states. This emphasizes the role of nonperturbative fluctuations, which is especially dramatic when these fluctuations destroy a…

The position of a reaction front, propagating into a metastable state, fluctuates because of the shot noise of reactions and diffusion. A recent theory [B. Meerson, P.V. Sasorov, and Y. Kaplan, Phys. Rev. E 84, 011147 (2011)] gave a closed…

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

Nonreciprocal coupling can alter the transport properties of material media, producing striking phenomena such as unidirectional amplification of waves, boundary modes, or self-assembled pattern formation. It is responsible for nonlinear…

We present an approach for the analytical treatment of excitable systems with noise-induced dynamics in the presence of time delay. An excitable system is modeled as a bistable system with a time delay, while another delay enters as a…

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Using computer simulations, we show that metastable states still occur in two-lane traffic models with slow to start rules. However, these metastable states no longer exist in systems where aggressive drivers (\textit{which do not look back…

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to -infinity and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we…

We study the dynamics of perturbations in time delayed dynamical systems. Using a suitable space-time coordinate transformation, we find that the time evolution of the linearized perturbations (Lyapunov vector) can be mapped to the linear…

A trajectorial large deviation principle is established in a mean field thermodynamic limit for a multiclass loss network with diminishing rates, which may have several stable equilibria. The large deviation limit is identified as a unique…

In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…

We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable…

The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…