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Dynamical systems with $epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a time-inhomogeneous Gaussian process, near a deterministic limit cycle in $mathbb{R}^n$. Based on the theory of random perturbations of dynamical systems and the WKB approximation respectively, results are developed in parallel from both standpoints of stochastic trajectories and transition probability density and their relations are elucidated. We show rigorously the correspondence between the local Gaussian fluctuations and the curvature of the large deviation rate function near its infimum, connecting the CLT and the large deviation principle of diffusion processes. We study uniform asymptotic behavior of stochastic limit cycles through the interchange of limits of time $ttoinfty$ and $epsilonto 0$. Three further characterizations of stochastic limit cycle oscillators are obtained: (i) An approximation of the probability flux near the cycle; (ii) Two special features of the vector field for the cyclic motion; (iii) A local entropy balance equation along the cycle with clear physical meanings. Lastly and different from the standard treatment, the origin of the $epsilon$ in the theory is justified by a novel scaling hypothesis via constructing a sequence of stochastic differential equations.
We consider the dynamics of a rigid filament in a motor protein assay under external loading. The motor proteins are modeled as active harmonic linkers with tail ends immobilized on a substrate. Their heads attach to the filament stochastically to ex
We analyze the behavior of quantum dynamical entropies production from sequences of quantum approximants approaching their (chaotic) classical limit. The model of the quantized hyperbolic automorphisms of the 2-torus is examined in detail and a semi-
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely,
We investigate a dynamical system consisting of $N$ particles moving on a $d$-dimensional torus under the action of an electric field $E$ with a Gaussian thermostat to keep the total energy constant. The particles are also subject to stochastic colli
In the pattern matching approach to imaging science, the process of emph{metamorphosis} in template matching with dynamical templates was introduced in cite{ty05b}. In cite{HoTrYo2009} the metamorphosis equations of cite{ty05b} were recast into the E