Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Mean first-passage times for systems driven by gamma and McFadden dichotomous noise

We consider mean first-passage times (MFPTs) for systems driven by non-Markov gamma and McFadden dichotomous noises. A simplified derivation is given of the underlying integral equations and the theory for ordinary renewal processes is extended to modified and equilibrium renewal processes. The exact results are compared with the MFPT for Markov dichotomous noise and with the results of Monte Carlo simulations.

Mean first-passage times for systems driven by equilibrium persistent-periodic dichotomous noise

In a recent paper, [J. M. Porrà, J. Masoliver, and K. Lindenberg, Phys. Rev. E 48, 951 (1993)], we derived the equations for the mean first-passage time for systems driven by the coin-toss square wave, a particular type of dichotomous noisy signal, to reach either one of two boundaries. The coin-toss square wave, which we here call periodic-persistent dichotomous noise, is a random signal that can only change its value at specified time points, where it changes its value with probability q or retains its previous value with probability p=1-q. These time points occur periodically at time intervals t. Here we consider the stationary version of this signal, that is, equilibrium periodic-persistent noise. We show that the mean first-passage time for systems driven by this stationary noise does not show either the discontinuities or the oscillations found in the case of nonstationary noise. We also discuss the existence of discontinuities in the mean first-passage time for random one-dimensional stochastic maps.

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

Bistability driven by dichotomous noise: A comment

Two recently reported treatments [J. M. Porrà et al., Phys. Rev. A 44, 4866 (1991) and I. L¿Heureux and R. Kapral, J. Chem. Phys. 88, 7468 (1988)] of the problem of bistability driven by dichotomous colored noise with a small correlation time are brought into agreement with each other and with the exact numerical results of L¿Heureux and Kapral [J. Chem. Phys. 90, 2453 (1989)].

Mean first-passage time for system driven by the coin-toss square wave

We study the mean-first-passage-time problem for systems driven by the coin-toss square-wave signal. Exact analytic solutions are obtained for the driftless case. We also obtain approximate solutions for the potential case. The mean-first-passage time exhibits discontinuities and a remarkable nonsmooth oscillatory behavior which, to our knowledge, has not been observed for other kinds of driving noise.

Dynamics of driven three-dimensional thin films: from hdrophilic to superhydrophobic substrates

We study the forced displacement of a thin film of fluid in contact with vertical and inclined substrates of different wetting properties, that range from hydrophilic to hydrophobic, using the lattice-Boltzmann method. We study the stability and pattern formation of the contact line in the hydrophilic and superhydrophobic regimes, which correspond to wedge-shaped and nose-shaped fronts, respectively. We find that contact lines are considerably more stable for hydrophilic substrates and small inclination angles. The qualitative behavior of the front in the linear regime remains independent of the wetting properties of the substrate as a single dispersion relation describes the stability of both wedges and noses. Nonlinear patterns show a clear dependence on wetting properties and substrate inclination angle. The effect is quantified in terms of the pattern growth rate, which vanishes for the sawtooth pattern and is finite for the finger pattern. Sawtooth shaped patterns are observed for hydrophilic substrates and low inclination angles, while finger-shaped patterns arise for hydrophobic substrates and large inclination angles. Finger dynamics show a transient in which neighboring fingers interact, followed by a steady state where each finger grows independently.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Dynamics of a paramagnetic colloidal particle driven on a magnetic-bubble lattice

We present a theoretical study of the recently observed dynamical regimes of paramagnetic colloidal particles externally driven above a regular lattice of magnetic bubbles [P. Tierno, T. H. Johansen, and T. M. Fischer, Phys. Rev. Lett. 99, 038303 (2007)]. An external precessing magnetic field alters the potential generated by the surface of the film in such a way to either drive the particle circularly around one bubble, ballistically through the array, or in triangular orbits on the interstitial regions between the bubbles. In the ballistic regime, we observe different trajectories performed by the particles phase locked with the external driving. Superdiffusive motion, which was experimentally found bridging the localized and delocalized dynamics, emerge only by introducing a certain degree of randomness into the bubbles size distribution.

Detection of millimetric deformation using a terrestrial laser scanner: experiment and application to a rockfall event

Terrestrial laser scanning (TLS) is one of the most promising surveying techniques for rockslope characterization and monitoring. Landslide and rockfall movements can be detected by means of comparison of sequential scans. One of the most pressing challenges of natural hazards is combined temporal and spatial prediction of rockfall. An outdoor experiment was performed to ascertain whether the TLS instrumental error is small enough to enable detection of precursory displacements of millimetric magnitude. This consists of a known displacement of three objects relative to a stable surface. Results show that millimetric changes cannot be detected by the analysis of the unprocessed datasets. Displacement measurement are improved considerably by applying Nearest Neighbour (NN) averaging, which reduces the error (1¿) up to a factor of 6. This technique was applied to displacements prior to the April 2007 rockfall event at Castellfollit de la Roca, Spain. The maximum precursory displacement measured was 45 mm, approximately 2.5 times the standard deviation of the model comparison, hampering the distinction between actual displacement and instrumental error using conventional methodologies. Encouragingly, the precursory displacement was clearly detected by applying the NN averaging method. These results show that millimetric displacements prior to failure can be detected using TLS.

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Local model predictive control experiences with differential driven wheeled mobile robots

This work extends a previously developed research concerning about the use of local model predictive control in differential driven mobile robots. Hence, experimental results are presented as a way to improve the methodology by considering aspects as trajectory accuracy and time performance. In this sense, the cost function and the prediction horizon are important aspects to be considered. The aim of the present work is to test the control method by measuring trajectory tracking accuracy and time performance. Moreover, strategies for the integration with perception system and path planning are briefly introduced. In this sense, monocular image data can be used to plan safety trajectories by using goal attraction potential fields