Related papers: Effective Diffusions with Intertwined Structures
In this paper we provide a quantitative comparison of two obstructions for a given symmetric operator S with dense domain in Hilbert space ${\cal H}$ to be selfadjoint. The first one is the pair of deficiency spaces of von Neumann, and the…
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter $H\in(\frac{1}{2},1)$. We firstly prove that the equation has a unique…
We study Langevin dynamics of $N$ Brownian particles on two-dimensional Riemannian manifolds, interacting through pairwise potentials linear in geodesic distance with quenched random couplings. These \emph{frustrated Brownian particles}…
Our investigation is specially motivated by the stochastic version of a common model of potential spread in a dendritic tree. We do not assume the noise in the junction points to be Markovian. In fact, we allow for long-range dependence in…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
In this paper, we study a class of dissipative stochastic differential equations driven by nonlinear multiplicative fractional Brownian noise with Hurst index $H \in \left(\frac{1}{3},\frac{1}{2})\cup(\frac{1}{2}, 1\right) $. We establish…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
The existence of random attractors for singular stochastic partial differential equations (SPDE) perturbed by general additive noise is proven. The drift is assumed only to satisfy the standard assumptions of the variational approach to…
We consider a driven diffusive system with two types of particles, A and B, coupled at the ends to reservoirs with fixed particle densities. To define stochastic dynamics that correspond to boundary reservoirs we introduce projection…
We consider a perturbation problem for embedded eigenvalues of a self-adjoint differential operator in $L^2(\mathbb R;\mathbb R^n)$. In particular, we study the set of all small perturbations in an appropriate Banach space for which the…
We study a second order ordinary differential equation corresponding to rotationally symmetric $p$-harmonic maps. We show unique continuation and Liouville's type theorems for positive solutions. We discuss the existence of bounded positive…
We examine the dynamics of solutions to nonlinear Schrodinger/Gross-Pitaevskii equations that arise due to Hamiltonian Hopf (HH) bifurcations--the collision of pairs of eigenvalues on the imaginary axis. To this end, we use inverse…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties of the system. We treat systems whose transfer operator has an $L^2$…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
We study a two-dimensional stochastic differential equation that has a unique weak solution but no strong solution. We show that this SDE shares notable properties with Tsirelson's example of a one-dimensional SDE with no strong solution.…
Adding a small amount of passive (Brownian) particles to a two-dimensional dense suspension of repulsive active Brownian particles does not affect the appearance of a motility-induced phase separation into a dense and a dilute phase, caused…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
We consider the effect of a non-autonomous periodic perturbation on a 2-dof autonomous system obtained as a truncation of the Hamiltonian-Hopf normal form. Our analysis focuses on the behaviour of the splitting of the invariant…