12 citations · 16 across the 11 of their papers we have counts for
11 papers
Metastable Transitions in Dynamical Systems with both Time-varying Perturbations and Degenerate Noise
Hanru Zou, Hongjun Gao, Pingyuan Wei +1
This paper investigates the persistence of maximum likelihood paths in degenerate stochastic differential systems and quantifies how small periodic perturbations modulate the metas…
Onsager--Machlup functionals for McKean--Vlasov SDEs via Euler-type approximation
Ying Chao, Pingyuan Wei
The Onsager--Machlup action functional provides a variational framework for characterizing the most probable transition paths of stochastic systems and plays an important role in t…
The stochastic Hamilton-Jacobi-Bellman equation on Jacobi structures
Pingyuan Wei, Qiao Huang, Jinqiao Duan
Jacobi structures are known to generalize Poisson structures, encompassing symplectic, cosymplectic, and Lie-Poisson manifolds. Notably, other intriguing geometric structures -- su…
Transition pathways for a class of degenerate stochastic dynamical systems with Lévy noise
Ying Chao, Pingyuan Wei
This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) Lévy noise as well as Brownian noise. This…
Well-posedness and averaging principle for Lévy-type McKean-Vlasov stochastic differential equations under local Lipschitz conditions
Ying Chao, Jinqiao Duan, Ting Gao +1
In this paper, we investigate a class of McKean-Vlasov stochastic differential equations under Lévy-type perturbations. We first establish the existence and uniqueness theorem for…
Formulation of Stochastic Contact Hamiltonian Systems
Pingyuan Wei, Zibo Wang
In this work we devise a stochastic version of contact Hamiltonian systems, and show that the phase flows of these systems preserve contact structures. Moreover, we provide a suffi…
Lyapunov Exponents for Hamiltonian Systems under Small Lévy Perturbations
Ying Chao, Pingyuan Wei, Jinqiao Duan
This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian Lévy noise. In a suitable moving frame, the linearisation of suc…
The role of slow manifolds in parameter estimation for a multiscale stochastic system with -stable Lévy noise
Ying Chao, Pingyuan Wei, Jinqiao Duan
This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian -stable Lévy noise. When the observations are only available for slow components, a s…
Maximal Likely Phase Lines for a Reduced Ice Growth Model
Athanasios Tsiairis, Pingyuan Wei, Ying Chao +1
We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are emplo…
Transitions between Metastable States in a Simplified Model for the Thermohaline Circulation under Random Fluctuations
Daniel Tesfay, Pingyuan Wei, Yayun Zheng +2
In this work, we study the impact of non-Gaussian alpha-stable Levy motion on transitions between metastable equilibrium states (or attractors) in a stochastic Stommel two-box mode…
Hamiltonian Systems with Lévy Noise: Symplecticity, Hamilton's Principle and Averaging Principle
Pingyuan Wei, Ying Chao, Jinqiao Duan
This work focuses on topics related to Hamiltonian stochastic differential equations with Lévy noise. We first show that the phase flow of the stochastic system preserves symplecti…