Related papers: Effective Diffusions with Intertwined Structures

For a given self-adjoint operator $A$ with discrete spectrum, we completely characterize possible eigenvalues of its rank-one perturbations~$B$ and discuss the inverse problem of reconstructing $B$ from its spectrum.

Let M be a smooth connected compact surface, P be either the real line R^1 or the circle S^1. For a subset X of M denote by D(M,X) the group of diffeomorphisms of M fixed on X. In this note we consider a special class F of smooth maps…

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic…

We study the structure of stationary non equilibrium states for interacting particle systems from a microscopic viewpoint. In particular we discuss two different discrete geometric constructions. We apply both of them to determine non…

In this note we study a two-particle bound system (molecule) moving on the positive half-line under the influence of randomly distributed singular two-particle interactions generated by a Poisson process. We give a rigorous definition of…

A grazing bifurcation corresponds to the collision of a periodic orbit with a switching manifold in a piecewise-smooth ODE system and often generates complicated dynamics. The lowest order terms of the induced Poincare map expanded about a…

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random…

We study mixtures of self-propelled and passive rod-like particles in two dimensions using Brownian dynamics simulations. The simulations demonstrate that the two species spontaneously segregate to generate a rich array of dynamical domain…

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

We demonstrate two examples of stochastic processes whose lifts to geometric rough paths require a renormalisation procedure to obtain convergence in rough path topologies. Our first example involves a physical Brownian motion subject to a…

In this paper, we investigate the stochastic differential equation on $\mathbb{R}^d,d\geq2$: \begin{align*} \dif X_t&=v(t,X_t)\dif t+\sqrt{2} \dif W_t. \end{align*} For any finite collection of initial probability measures…

Differential equations perturbed by multiplicative fractional Brownian motions are considered. Depending on the value of the Hurst parameter $H$, the resulting equation is pathwise viewed as an ODE, YDE, or RDE. In all three regimes we show…

In the realm of spatiotemporal chaos, unstable periodic orbits play a major role in understanding the dynamics. Their stability changes and bifurcations in general are thus of central interest. Here, coupled map lattice discretizations of…

The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…

We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the square of the norm of the control field with respect to the…

We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…

We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…

We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDEs) driven by space-time noise, for multiplicative and additive noise. We examine convergence of…