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Given a stochastic differential equation (SDE) in $\mathbb{R}^n$ whose solution is constrained to lie in some manifold $M \subset \mathbb{R}^n$, we propose a class of numerical schemes for the SDE whose iterates remain close to $M$ to high…

Numerical Analysis · Mathematics 2020-09-24 John Armstrong , Tim King

We introduce diffusively coupled networks where the dynamical system at each vertex is planar Hamiltonian. The problems we address are synchronisation and an analogue of diffusion-driven Turing instability for time-dependent homogeneous…

Chaotic Dynamics · Physics 2017-06-07 David S. Tourigny

This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are taken into account not only in the model equation defined on a…

Analysis of PDEs · Mathematics 2012-05-29 Guanggan Chen , Jinqiao Duan , Jian Zhang

We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…

Probability · Mathematics 2025-01-15 Sayan Banerjee , Amarjit Budhiraja , Peter Rudzis

In this work, we study the dynamics of a spatially heterogeneous single population model with the memory effect and nonlinear boundary condition. By virtue of the implicit function theorem and Lyapunov-Schmidt reduction, spatially…

Dynamical Systems · Mathematics 2024-03-25 Quanli Ji , Ranchao Wu , Tonghua Zhang

We investigate the effect of non-symmetric relatively bounded perturbations on the spectrum of self-adjoint operators. In particular, we establish stability theorems for one or infinitely many spectral gaps along with corresponding…

Spectral Theory · Mathematics 2016-04-04 Jean-Claude Cuenin , Christiane Tretter

The groups $O(N)$ and $Sp(N)$ are related by an analytic continuation to negative values of $N$, $O(-N)\simeq Sp(N)$. This duality has been studied for vector models, $SO(N)$ and $Sp(N)$ gauge theories, as well as some random matrix…

Mathematical Physics · Physics 2022-07-06 Razvan Gurau , Hannes Keppler

We study singular perturbations of a class of two-scale stochastic control systems with unbounded data. The assumptions are designed to cover some relaxation problems for deep neural networks. We construct effective Hamiltonian and initial…

Optimization and Control · Mathematics 2023-03-29 Martino Bardi , Hicham Kouhkouh

Perturbations of fluid media can give rise to non-equilibrium dynamics, which may in turn cause motion of immersed inclusions. We consider perturbations ("activations") that are local in space and time, of a fluid density which is…

Statistical Mechanics · Physics 2020-03-18 Christian M. Rohwer , Mehran Kardar , Matthias Krüger

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro

In this paper, we are interested in path-dependent stochastic differential equations (SDEs) which are controlled by Brownian motion and its delays. Within this non-Markovian context, we give a H \"ormander-type criterion for the regularity…

Probability · Mathematics 2020-09-17 Reda Chhaibi , Ibrahim Ekren

We consider a class of linear Schr\"odinger equations in R^d with rough Hamiltonian, namely with certain derivatives in the Sj\"ostrand class $M^{\infty,1}$. We prove that the corresponding propagator is bounded on modulation spaces. The…

Analysis of PDEs · Mathematics 2015-04-29 Elena Cordero , Fabio Nicola , Luigi Rodino

We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The equilibrium states of the associated unlabeled stochastic…

Probability · Mathematics 2011-02-08 Hirofumi Osada

In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…

Dynamical Systems · Mathematics 2020-06-24 James MacLaurin

Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…

Probability · Mathematics 2022-11-04 Hansjoerg Albrecher , Oscar Peralta

We investigate the statistical properties of a piecewise smooth dynamical system by studying directly the action of the transfer operator on appropriate spaces of distributions. We accomplish such a program in the case of two-dimensional…

Dynamical Systems · Mathematics 2007-06-13 Mark F. Demers , Carlangelo Liverani

We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…

Computational Physics · Physics 2020-02-18 Juan C. Latorre , Peter R. Kramer , Grigorios A. Pavliotis

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

Spontaneous symmetry breaking (SSB) is an important phenomenon observed in various fields including physics and biology. In this connection, we here show that the trade-off between attractive and repulsive couplings can induce spontaneous…

Adaptation and Self-Organizing Systems · Physics 2017-04-12 K. Sathiyadevi , S. Karthiga , V. K. Chandrasekar , D. V. Senthilkumar , M. Lakshmanan
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