scholarly journals Tails of exit times from unstable equilibria on the line

2020 ◽  
Vol 57 (2) ◽  
pp. 477-496
Author(s):  
Yuri Bakhtin ◽  
Zsolt Pajor-Gyulai
Keyword(s):  
Vector Field ◽  
Malliavin Calculus ◽  
Elementary Proof ◽  
Exit Time ◽  
Exit Times ◽  
Smooth Vector ◽  
Small Noise ◽  
One Dimensional ◽  
Smooth Vector Field ◽  
Exit Distribution

AbstractFor a one-dimensional smooth vector field in a neighborhood of an unstable equilibrium, we consider the associated dynamics perturbed by small noise. We give a revealing elementary proof of a result proved earlier using heavy machinery from Malliavin calculus. In particular, we obtain precise vanishing noise asymptotics for the tail of the exit time and for the exit distribution conditioned on atypically long exits. We also discuss our program on rare transitions in noisy heteroclinic networks.

scholarly journals Exact simulation of first exit times for one-dimensional diffusion processes

2020 ◽  
Vol 54 (3) ◽  
pp. 811-844
Author(s):  
Samuel Herrmann ◽  
Cristina Zucca
Keyword(s):  
Diffusion Processes ◽  
Exit Time ◽  
Convergent Series ◽  
Mathematical Finance ◽  
Exit Times ◽  
Rejection Sampling ◽  
Girsanov Transformation ◽  
One Dimensional ◽  
Usual Procedure ◽  
First Exit Times

The simulation of exit times for diffusion processes is a challenging task since it concerns many applications in different fields like mathematical finance, neuroscience, reliability… The usual procedure is to use discretization schemes which unfortunately introduce some error in the target distribution. Our aim is to present a new algorithm which simulates exactly the exit time for one-dimensional diffusions. This acceptance-rejection algorithm requires to simulate exactly the exit time of the Brownian motion on one side and the Brownian position at a given time, constrained not to have exit before, on the other side. Crucial tools in this study are the Girsanov transformation, the convergent series method for the simulation of random variables and the classical rejection sampling. The efficiency of the method is described through theoretical results and numerical examples.

scholarly journals On Singular "Semifocus" Type Point Bifurcations of Piecewise Smooth Dynamical System

2018 ◽  
pp. 57-70
Author(s):  
V. Sh. Roitenberg
Keyword(s):  
Vector Field ◽  
Dynamical Systems ◽  
Piecewise Smooth ◽  
Dimensional Manifold ◽  
Smooth Vector ◽  
Weak Focus ◽  
Smooth Vector Field ◽  
Small Parameters ◽  
Line Of Discontinuity ◽  
Piecewise Smooth Vector Field

For the processes described by dynamical systems, closed trajectories of dynamical systems are in line with periodic oscillations. Therefore, there is a considerable interest in describing the bifurcations of the generation of closed trajectories from equilibrium when the parameters change. In typical one-parameter and two-parameter families of smooth dynamical systems on a plane, closed trajectories can be generated only from equilibrium – weak focus. In mathematical modeling in the theory of automatic control, in mechanics and in other applications, piecewise smooth dynamical systems are often used. For them, there are other bifurcations of the generation of closed trajectories from equilibrium. The paper describes one of them, which is a typical family of dynamical systems specified by a piecewise smooth vector field on a two-dimensional manifold depending on two small parameters. It is assumed that for zero values of the parameters the vector field has a singular point O on the line of discontinuity of the field, and the point O is stable; in one half-neighborhood of the point O the field coincides with a smooth vector field for which the point O is a weak focus with positive (negative) first Lyapunov value, and in the other half-neighborhood it coincides with a smooth vector field directed at the points of the line of discontinuity inside the first of the semi-neighborhoods. The paper describes bifurcations in the neighborhood of the point O as the parameters change, in particular, indicating the regions of the parameters for which the vector field has a stable closed trajectory.

scholarly journals Geodesic Vector Fields on a Riemannian Manifold

Mathematics ◽  
2020 ◽  
Vol 8 (1) ◽  
pp. 137 ◽  
Author(s):  
Sharief Deshmukh ◽  
Patrik Peska ◽  
Nasser Bin Turki
Keyword(s):  
Riemannian Manifold ◽  
Vector Field ◽  
Vector Fields ◽  
Euclidean Spaces ◽  
Smooth Vector ◽  
Smooth Vector Field ◽  
Geodesic Vector ◽  
Integral Curves

A unit geodesic vector field on a Riemannian manifold is a vector field whose integral curves are geodesics, or in other worlds have zero acceleration. A geodesic vector field on a Riemannian manifold is a smooth vector field with acceleration of each of its integral curves is proportional to velocity. In this paper, we show that the presence of a geodesic vector field on a Riemannian manifold influences its geometry. We find characterizations of n-spheres as well as Euclidean spaces using geodesic vector fields.

scholarly journals Birth of limit cycles from a 3D triangular center of a piecewise smooth vector field

2017 ◽  
Vol 82 (3) ◽  
pp. 561-578
Author(s):  
Tiago Carvalho ◽  
Rodrigo D. Euzébio ◽  
Marco Antonto Teixeira ◽  
Durval José Tonon
Keyword(s):  
Vector Field ◽  
Limit Cycles ◽  
Piecewise Smooth ◽  
Smooth Vector ◽  
Smooth Vector Field ◽  
Piecewise Smooth Vector Field

scholarly journals Tri-partitions and Bases of an Ordered Complex

2020 ◽  
Vol 64 (3) ◽  
pp. 759-775
Author(s):  
Herbert Edelsbrunner ◽  
Katharina Ölsböck
Keyword(s):  
Vector Field ◽  
Planar Graph ◽  
Betti Number ◽  
Hodge Decomposition ◽  
Reduction Algorithm ◽  
Smooth Vector ◽  
Polyhedral Complex ◽  
Canonical Bases ◽  
Smooth Vector Field ◽  
Connected Planar Graph

Abstract Generalizing the decomposition of a connected planar graph into a tree and a dual tree, we prove a combinatorial analog of the classic Helmholtz–Hodge decomposition of a smooth vector field. Specifically, we show that for every polyhedral complex, K, and every dimension, p, there is a partition of the set of p-cells into a maximal p-tree, a maximal p-cotree, and a collection of p-cells whose cardinality is the p-th reduced Betti number of K. Given an ordering of the p-cells, this tri-partition is unique, and it can be computed by a matrix reduction algorithm that also constructs canonical bases of cycle and boundary groups.

scholarly journals Fast phase randomization via two-folds

2016 ◽  
Vol 472 (2186) ◽  
pp. 20150782 ◽  
Author(s):  
D. J. W. Simpson ◽  
M. R. Jeffrey
Keyword(s):  
Vector Field ◽  
Initial Conditions ◽  
Discontinuity Surface ◽  
Control Law ◽  
Smooth Vector ◽  
Small Noise ◽  
Phase Singularities ◽  
Piecewise Smooth Vector Field ◽  
Asymptotic Phase ◽  
Phase Randomization

A two-fold is a singular point on the discontinuity surface of a piecewise-smooth vector field, at which the vector field is tangent to the discontinuity surface on both sides. If an orbit passes through an invisible two-fold (also known as a Teixeira singularity) before settling to regular periodic motion, then the phase of that motion cannot be determined from initial conditions, and, in the presence of small noise, the asymptotic phase of a large number of sample solutions is highly random. In this paper, we show how the probability distribution of the asymptotic phase depends on the global nonlinear dynamics. We also show how the phase of a smooth oscillator can be randomized by applying a simple discontinuous control law that generates an invisible two-fold. We propose that such a control law can be used to desynchronize a collection of oscillators, and that this manner of phase randomization is fast compared with existing methods (which use fixed points as phase singularities), because there is no slowing of the dynamics near a two-fold.

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