A primer on noise-induced transitions in applied dynamical systems

Eric Forgoston, Richard O. Moore

    Research output: Contribution to journalArticlepeer-review

    48 Scopus citations

    Abstract

    Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in large behavioral changes such as transitions between or escapes from quasi-stable states. These transitions can correspond to critical events such as failures or extinctions that make them essential phenomena to understand and quantify, despite the fact that their occurrence is rare. This article will provide an overview of the theory underlying the dynamics of rare events for stochastic models along with some example applications.

    Original languageEnglish
    Pages (from-to)969-1009
    Number of pages41
    JournalSIAM Review
    Volume60
    Issue number4
    DOIs
    StatePublished - 2018

    Keywords

    • Bit error ratios
    • Dynamical systems
    • Epidemiology
    • Escape
    • Extinction
    • Large deviation theory
    • Mean exit time
    • Mode-locked lasers
    • Noise-induced transitions
    • Optimal path
    • Rare events
    • Stochasticity

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