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We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…

Dynamical Systems · Mathematics 2020-06-09 Michele Gianfelice , Sandro Vaienti

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione

This paper investigates the mean-square exponential stability of neutral stochastic differential delay equations (NSDDEs) with Markovian switching. The analysis addresses the complexities arising from the interaction between the neutral…

Numerical Analysis · Mathematics 2025-12-09 Jina Yang , Ky Quan Tran

We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…

Statistical Mechanics · Physics 2011-06-21 Tomasz Srokowski

A class of distributed systems with a cyclic interconnection structure is considered. These systems arise in several biochemical applications and they can undergo diffusion driven instability which leads to a formation of spatially…

Optimization and Control · Mathematics 2007-05-23 M. R. Jovanovic , M. Arcak , E. D. Sontag

In this paper, we consider the equivalence of the $p$th moment exponential stability for stochastic differential equations (SDEs), stochastic differential equations with piecewise continuous arguments (SDEPCAs) and the corresponding…

Numerical Analysis · Mathematics 2020-01-16 Minghui Song , Yidan Geng , Mingzhu Liu

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

Optimization and Control · Mathematics 2025-09-01 Alexis Vuille , Guillaume O. Berger , Raphaël M. Jungers

In this paper, We study the stability of solutions of fuzzy differential equations by Lyapunov's second method. By using scale equations and comparison principle for Lyapunov - like functions, we give some sufficient criterias for the…

Dynamical Systems · Mathematics 2007-05-23 Le Van Hien

In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

A Traveling Maxwellian $\mathcal{M} = \mathcal{M}(t, x, v)$ represents a traveling wave solution to the Boltzmann equation in the whole space $\R^3_x$(for the spatial variable). The primary objective of this study is to investigate the…

Analysis of PDEs · Mathematics 2023-09-06 Ling-Bing He , Wu-Wei Li

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

The Lindblad equation describes the time evolution of a density matrix of a quantum mechanical system. Stationary solutions are obtained by time-averaging the solution, which will in general depend on the initial state. We provide an…

Quantum Physics · Physics 2022-08-11 Bernd Michael Fernengel , Barbara Drossel

This paper studies finite-time stability of a class of hybrid systems. We present sufficient conditions in terms of multiple generalized Lyapunov functions for the origin of the hybrid system to be finite-time stable. More specifically, we…

Systems and Control · Electrical Eng. & Systems 2019-06-24 Kunal Garg , Dimitra Panagou

We consider the periodic problem for two-fluid non-isentropic Euler-Maxwell systems in plasmas. By means of suitable choices of symmetrizers and an induction argument on the order of the time-space derivatives of solutions in energy…

Analysis of PDEs · Mathematics 2018-08-15 Yue-Hong Feng , Xin Li , Shu Wang

This paper is devoted to study the wave propagation and its stability for a class of two-component discrete diffusive systems. We first establish the existence of positive monotone monostable traveling wave fronts. Then, applying the…

Dynamical Systems · Mathematics 2020-12-02 Zhixian Yu , Yuji Wan , Cheng-Hsiung Hsu

We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…

Quantum Physics · Physics 2018-03-09 Hans Christian Öttinger

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

We present three examples of chemical reaction networks whose ordinary differential equation scaling limit are almost identical and in all cases stable. Nevertheless, the Markov jump processes associated to these reaction networks display…

Probability · Mathematics 2018-10-16 Andrea Agazzi , Jonathan C. Mattingly

From the perspective of probability, the stability of growing network is studied in the present paper. Using the DMS model as an example, we establish a relation between the growing network and Markov process. Based on the concept and…

Mathematical Physics · Physics 2008-06-02 Zhenting Hou , Jinying Tong , Dinghua Shi

Diffusive approximations of Markov jump processes often fail to accurately capture large fluctuations. This is confounding, as the rare events triggered by these large fluctuations, such as the failure of electronic memories, are often the…

Mesoscale and Nanoscale Physics · Physics 2025-12-17 David Roberts , Trevor McCourt , Geremia Massarelli , Jeremy Rothschild , Nahuel Freitas