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Many physical, chemical and biological systems have an inherent discrete spatial structure that strongly influences their dynamical behaviour. Similar remarks apply to internal or external noise, as well as to nonlocal coupling. In this…

Probability · Mathematics 2020-03-10 Carina Geldhauser , Christian Kuehn

Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…

Optimization and Control · Mathematics 2026-04-14 Sandra Cerrai , Qin Li , Anjali Nair , Jaeyoung Yoon

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

The sliding mode approach is recognized as an efficient tool for treating the chattering behavior in hybrid systems. However, the amplitude of chattering, by its nature, is proportional to magnitude of discontinuous control. A possible…

Computational Engineering, Finance, and Science · Computer Science 2015-12-25 Ayman Aljarbouh , Benoit Caillaud

We study the rolling motion of a small solid sphere on a surface patterned rubber substrate in an external field with and without a noise. In the absence of the noise, the ball does not move below a threshold force above which it…

Statistical Mechanics · Physics 2011-08-04 Partho S. Goohpattader , Srinivas Mettu , Manoj K. Chaudhury

In oscillatory reaction-diffusion systems, time-delay feedback can lead to the instability of uniform oscillations with respect to formation of standing waves. Here, we investigate how the presence of additive, Gaussian white noise can…

Statistical Mechanics · Physics 2016-08-17 Michael Stich , Amit K Chattopadhyay

Additive noise is known to produce counter-intuitive behaviors in nonlinear dynamical systems. Previously, it was shown that systems with a deterministic limit cycle can display bistable switching between metastable states in the presence…

Chaotic Dynamics · Physics 2015-01-26 Michael A. Schwemmer , Jay M. Newby

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

This work aims at understanding the slow dynamics of a nonlocal fast-slow stochastic evolutionary system with stable Levy noise. Slow manifolds along with exponential tracking property for a nonlocal fast-slow stochastic evolutionary system…

Analysis of PDEs · Mathematics 2019-10-02 Hina Zulfiqar , Shenglan Yuan , Ziying He , Jinqiao Duan

We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…

Probability · Mathematics 2017-11-20 Luigi Amedeo Bianchi , Dirk Blömker

The sample paths of white noise are proved to be elements of certain Besov spaces with dominating mixed smoothness. Unlike in isotropic spaces, here the regularity does not get worse with increasing space dimension. Consequently, white…

Probability · Mathematics 2020-05-25 Felix Hummel

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

Astrophysics · Physics 2009-10-31 Ilya V. Pogorelov , Henry E. Kandrup

In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…

Analysis of PDEs · Mathematics 2025-02-05 Mark van den Bosch , Christian H. S. Hamster , Hermen Jan Hupkes

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

An experimental arrangement and a set of experiments are developed to generate empirical evidence of the effect of noise on a rotating, macro-scale cantilever structure. The experiment is a controlled representation of a rotating machinery…

Applied Physics · Physics 2023-06-01 Lautaro Cilenti , Maria Cameron , Balakumar Balachandran

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

Mathematical Physics · Physics 2016-10-04 Miranda Holmes-Cerfon

We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…

chao-dyn · Physics 2008-02-03 Robert S. Maier , Daniel L. Stein

Stationary solutions to a Fokker-Planck equation corresponding to a noisy logistic equation with correlated Gaussian white noises are constructed. Stationary distributions exist even if the corresponding deterministic system displays an…

Statistical Mechanics · Physics 2007-05-23 P. F. Gora

We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…

Chaotic Dynamics · Physics 2009-11-13 Sebastien Aumaitre , Francois Petrelis , Kirone Mallick
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