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We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…

Quantum Physics · Physics 2009-11-07 Angelo Bassi , GianCarlo Ghirardi

The paper deals with systems of ordinary differential equations containing in the right-hand side controls which are discontinuous in phase variables. These controls cause the occurrence of sliding modes. If one uses one of the well-known…

Optimization and Control · Mathematics 2023-05-05 Alexander Fominyh

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Probability · Mathematics 2007-05-23 Lahcen Boulanba , M'hamed Eddahbi , Mohamed Mellouk

In this paper we consider a general class of second order stochastic partial differential equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and it has a homogeneous spatial covariance. Using the techniques of…

Probability · Mathematics 2014-10-08 Yaozhong Hu , Jingyu Huang , David Nualart , Xiaobin Sun

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

Noisy fluctuations are ubiquitous in complex systems. They play a crucial or delicate role in the dynamical evolution of gene regulation, signal transduction, biochemical reactions, among other systems. Therefore, it is essential to…

Dynamical Systems · Mathematics 2018-11-05 Jinqiao Duan , Hui Wang

We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…

adap-org · Physics 2008-02-03 G. D. Lythe

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

We discuss a piecewise-conserved constant of motion for a simple dissipative oscillatory mechanical system. The system is a harmonic oscillator with sliding (dry) friction. The piecewise-conserved constant of motion corresponds to the time…

Physics Education · Physics 2009-10-31 Lior M. Burko

Switches in real systems take many forms, such as impacts, electronic relays, mitosis, and the implementation of decisions or control strategies. To understand what is lost, and what can be retained, when we model a switch as an…

Dynamical Systems · Mathematics 2015-08-21 Mike R. Jeffrey

In this paper, we develop a way of analyzing the random dynamics of stochastic evolution equations with a non-dense domain. Such problems cover several types of evolution equations. We are particularly interested in evolution equations with…

Probability · Mathematics 2024-10-28 M. Ghani Varzaneh , F. Z. Lahbiri , S. Riedel

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Probability · Mathematics 2016-04-27 Erkan Nane , Yinan Ni

We introduce a variational method for analyzing limit cycle oscillators in $\mathbb{R}^d$ driven by Gaussian noise. This allows us to derive exact stochastic differential equations (SDEs) for the amplitude and phase of the solution, which…

Probability · Mathematics 2017-11-03 Paul Bressloff , James MacLaurin

We quantify the effect of Gaussian white noise on fast--slow dynamical systems with one fast and two slow variables, which display mixed-mode oscillations owing to the presence of a folded-node singularity. The stochastic system can be…

Dynamical Systems · Mathematics 2015-03-06 Nils Berglund , Barbara Gentz , Christian Kuehn

We study noise-induced switching of a system close to bifurcation parameter values where the number of stable states changes. For non-Gaussian noise, the switching exponent, which gives the logarithm of the switching rate, displays a…

Statistical Mechanics · Physics 2015-05-14 Lora Billings , Ira B. Schwartz , Marie McCrary , A. N. Korotkov , M. I. Dykman

The apparent stability of population oscillations in ecological systems is a long-standing puzzle. A generic solution for this problem is suggested here. The stabilizing mechanism involves the combined effect of spatial migration,…

Populations and Evolution · Quantitative Biology 2007-05-23 Refael Abta , Marcelo Schiffer , Avishag Ben-Ishay , Nadav M. Shnerb

In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…

Geophysics · Physics 2022-07-26 Long Li , Bruno Deremble , Noé Lahaye , Etienne Mémin

We investigate the motion of a hard cylinder rolling down a soft inclined plane. The cylinder is subjected to a viscous drag force and stochastic fluctuations due to the surrounding medium. In a wide range of parameters we observe…

Materials Science · Physics 2009-11-10 Thorsten Poeschel , Nikolai V. Brilliantov , Alexei Zaikin

Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…

Statistical Mechanics · Physics 2015-11-18 Giovanni Volpe , Jan Wehr

This paper concerns stochastic perturbations of piecewise-smooth ODE systems relevant for vibro-impacting dynamics, where impact events constitute the primary source of randomness. Such systems are characterised by the existence of…

Dynamical Systems · Mathematics 2015-02-11 David J. W. Simpson , Rachel Kuske