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The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

Optimization and Control · Mathematics 2014-02-17 Ather Gattami

Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…

Dynamical Systems · Mathematics 2017-05-24 William F. Thompson , Rachel A. Kuske , Adam. H. Monahan

We analyze the effect of the simultaneous presence of correlated additive and multiplicative noises on the stochastic resonance response of a modulated bistable system. We find that when the correlation parameter is also modulated, the…

Statistical Mechanics · Physics 2009-10-31 Claudio J. Tessone , Horacio S. Wio

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

A two dimensional flow model is introduced with deterministic behavior consisting of bursts which become successively larger, with longer interburst time intervals between them. The system is symmetric in one variable x and there are bursts…

Chaotic Dynamics · Physics 2009-11-11 J. M. Finn , E. R. Tracy , W. E. Cooke , A. S. Richardson

The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…

Statistical Mechanics · Physics 2016-12-07 Stanislav Burov , Moshe Gitterman

It is well acknowledged that the sequence of glacial-interglacial cycles is paced by the astronomical forcing. However, how much is the sequence robust against natural fluctuations associated, for example, with the chaotic motions of…

Atmospheric and Oceanic Physics · Physics 2016-11-11 Takahito Mitsui , Michel Crucifix

We present the global-in-time existence of strong solutions and its large-time behavior for the Kuramoto-Sakaguchi equation with inertia. The equation describes the evolution of the probability density function for a large ensemble of…

Analysis of PDEs · Mathematics 2018-06-14 Young-Pil Choi , Seung-Yeal Ha , Qinghua Xiao , Yinglong Zhang

We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…

Chaotic Dynamics · Physics 2015-05-27 Roberto Benzi , Jean-Francois Pinton

We explore the impact of global resetting on Kuramoto-type models of coupled limit-cycle oscillators with distributed frequencies both in absence and presence of noise. The dynamics comprises repeated interruption of the bare dynamics at…

Statistical Mechanics · Physics 2025-07-21 Anish Acharya , Mrinal Sarkar , Shamik Gupta

We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…

Probability · Mathematics 2026-05-13 Pierre Cardaliaguet , Benjamin Jourdain

I present an approach to calculate the finite-frequency quantum noise in systems strongly coupled to structured reservoirs based on the Markovian embedding. This technique consists of mapping of the non-Markovian dynamics of the original…

Mesoscale and Nanoscale Physics · Physics 2020-12-04 Krzysztof Ptaszynski

The effect of multiplicative noise to the Turing instability of the Brusselator system is investigated. We show that when the noise acts on both of the concentrations with the same intensities, then the Turing instability is suppressed…

Analysis of PDEs · Mathematics 2025-03-24 Qasim Khan , Anthony Suen , Bao Quoc Tang

Noise induced changes in the critical and oscillatory behavior of a Prey-Predator system are studied using power spectrum density and Spectral Amplification Factor (SAF) analysis. In the absence of external noise, the population densities…

Statistical Mechanics · Physics 2009-10-31 A. F. Rozenfeld , C. J. Tessone , E. Albano , H. S. Wio

We discuss a notion of quantum critical exponents in open quantum many-body systems driven by quantum noise. We show that in translationally invariant quantum lattice models undergoing quasi-local Markovian dissipative processes, mixed…

Quantum Physics · Physics 2010-12-23 J. Eisert , T. Prosen

We analyze dynamical systems subjected to an additive noise and their deterministic limit. In this work, we will introduce a notion by which a stochastic system has something like a Markov partition for deterministic systems. For a chosen…

Chaotic Dynamics · Physics 2007-05-23 Erik Bollt , Pawel Gora , Andrzej Ostruszka , Karol Zyczkowski

We investigate the role of inertia in the asynchronous state of a disordered Kuramoto model. We extend an iterative simulation scheme to the case of the Kuramoto model with inertia in order to determine the self-consistent fluctuation…

Chaotic Dynamics · Physics 2025-03-12 Yagmur Kati , Ralf Toenjes , Benjamin Lindner

It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…

Applications · Statistics 2025-03-21 Mariana Pereira de Melo , Leon Alexander Valencia , Wei-Liang Qian

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…

Dynamical Systems · Mathematics 2022-10-12 O. A. Sultanov
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