Related papers: State selection in the noisy stabilized Kuramoto-S…
We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…
This paper investigates steady state solutions of a vasculogenesis model governed by coupled partial differential equations in a bounded two dimensional domain. Explicit steady state solutions are analytically constructed, and their…
It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…
We study stochastic evolution equations driven by Gaussian noise. The key features of the model are that the operators in the deterministic and stochastic parts can have the same order and the noise can be time-only, space-only, or…
In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…
In this letter, we fill a hole in the existing literature about disordered quantum spin systems generated by a random local interaction $\{\mathfrak{h}(Z)\}_{Z\Subset \mathbb{Z}^\nu}$ satisfying a statistical version of translation…
We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
Firstly, we investigate Euler-Maruyama approximation for solutions of stochastic differential equations (SDEs) driven by a symmetric \alpha\ stable process under Komatsu condition for coefficients. The approximation implies naturally the…
The long-wavelength properties of a noisy Kuramoto-Sivashinsky (KS) equation in 1+1 dimensions are investigated by use of the dynamic renormalization group (RG) and direct numerical simulations. It is shown that the noisy KS equation is in…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
On the basis of a proposed model of wave function collapse, we investigate spontaneous localization of a quantum state. The model is similar to the Ghirardi-Rimini-Weber model, while we postulate the localization functions to depend on the…
In this paper, we extend the notion of stochastic kinetic solutions introduced in arXiv:2108.08858 to establish the well-posedness of stochastic kinetic solutions of generalized Dean-Kawasaki equations with correlated noise on bounded,…
In this paper, we study the stabilization problem of quantum spin-1/2 systems under continuous-time measurements. In the case without feedback, we show exponential stabilization around the excited and ground state by providing a lower bound…
This paper is concerned with the local output feedback stabilization of a nonlinear Kuramoto-Sivashinsky equation. The control is located at the boundary of the domain while the measurement is selected as a Neumann trace. This choice of…
In a previous paper(2021), the author studied the asymptotic behavior of coexistence steady-states to the Shigesada-Kawasaki-Teramoto model as both cross-diffusion coefficients tend to infinity at the same rate. As a result, he proved that…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…
In this paper we investigate a stochastic model for an economic game. To describe this model we have used a Wiener process, as the noise has a stabilization effect. The dynamics are studied in terms of stochastic stability in the stationary…
Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…
The real Ginzburg-Landau equation possesses a family of spatially periodic equilibria. If the wave number of an equilibrium is strictly below the so called Eckhaus boundary the equilibrium is known to be spectrally and diffusively stable,…