Universality of residence-time distributions in non-adiabatic stochastic resonance

We present mathematically rigorous expressions for the residence-time and first-passage-time distributions of a periodically forced Brownian particle in a bistable potential. For a broad range of forcing frequencies and amplitudes, the distributions are close to periodically modulated exponential ones. Remarkably, the periodic modulations are governed by universal functions, depending on a single parameter related to the forcing period. The behaviour of the distributions and their moments is analysed, in particular in the low- and high-frequency limits.Comment: 8 pages, 1 figure New version includes distinction between first-passage-time and residence-time distribution

Fast Monte Carlo simulations and singularities in the probability distributions of non-equilibrium systems

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the non-equilibrium distributions are revealed by the simulations.Comment: 4 pages, 4 figure

Large rare fluctuations in systems with delayed dissipation

We study the probability distribution and the escape rate in systems with delayed dissipation that comes from the coupling to a thermal bath. To logarithmic accuracy in the fluctuation intensity, the problem is reduced to a variational problem. It describes the most probable fluctuational paths, which are given by acausal equations due to the delay. In thermal equilibrium, the most probable path passing through a remote state has time reversal symmetry, even though one cannot uniquely define a path that starts from a state with given system coordinate and momentum. The corrections to the distribution and the escape activation energy for small delay and small noise correlation time are obtained in the explicit form.Comment: 9 page

Scaling and crossovers in activated escape near a bifurcation point

Near a bifurcation point a system experiences critical slowing down. This leads to scaling behavior of fluctuations. We find that a periodically driven system may display three scaling regimes and scaling crossovers near a saddle-node bifurcation where a metastable state disappears. The rate of activated escape $W$ scales with the driving field amplitude $A$ as $\ln W \propto (A_c-A)^{\xi}$, where $A_c$ is the bifurcational value of $A$. With increasing field frequency the critical exponent $\xi$ changes from $\xi = 3/2$ for stationary systems to a dynamical value $\xi=2$ and then again to $\xi=3/2$. The analytical results are in agreement with the results of asymptotic calculations in the scaling region. Numerical calculations and simulations for a model system support the theory.Comment: 18 page

Steady states in a structured epidemic model with Wentzell boundary condition

We introduce a nonlinear structured population model with diffusion in the state space. Individuals are structured with respect to a continuous variable which represents a pathogen load. The class of uninfected individuals constitutes a special compartment that carries mass, hence the model is equipped with generalized Wentzell (or dynamic) boundary conditions. Our model is intended to describe the spread of infection of a vertically transmitted disease, for example Wolbachia in a mosquito population. Therefore the (infinite dimensional) nonlinearity arises in the recruitment term. First we establish global existence of solutions and the Principle of Linearised Stability for our model. Then, in our main result, we formulate simple conditions, which guarantee the existence of non-trivial steady states of the model. Our method utilizes an operator theoretic framework combined with a fixed point approach. Finally, in the last section we establish a sufficient condition for the local asymptotic stability of the positive steady state

Disease extinction in the presence of non-Gaussian noise

We investigate stochastic extinction in an epidemic model and the impact of random vaccinations in large populations. We show that, in the absence of vaccinations, the effective entropic barrier for extinction displays scaling with the distance to the bifurcation point, with an unusual critical exponent. Even a comparatively weak Poisson-distributed vaccination leads to an exponential increase in the extinction rate, with the exponent that strongly depends on the vaccination parameters.Comment: Accepted for publication to PR