42 citations · 63 across the 14 of their papers we have counts for
10 papers · 1 filter
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…
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…
Parametric resonance for enhancing the rate of metastable transition
Ying Chao, Molei Tao
This work is devoted to quantifying how periodic perturbation can change the rate of metastable transition in stochastic mechanical systems with weak noises. A closed-form explicit…
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…
Characterization of the Most Probable Transition Paths of Stochastic Dynamical Systems with Stable Lévy Noise
Yuanfei Huang, Ying Chao, Shenglan Yuan +1
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric -stable Lévy motion () or Brown…
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…
Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise
Ying Chao, Pingyuan Wei, Shenglan Yuan
This work deals with the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable…