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We consider a model problem of the scattering of linear acoustic waves in free homogeneous space by an elastic solid. The stress tensor in the solid combines the effect of a linear dependence of strains with the influence of an existing…

Numerical Analysis · Mathematics 2018-04-23 Thomas S. Brown , Tonatiuh Sánchez-Vizuet , Francisco-Javier Sayas

The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully locally monotone coefficients covering a large variety of physical systems, a wide class of quasilinear SPDEs and a good number of fluid…

Probability · Mathematics 2022-12-13 Ankit Kumar , Manil T. Mohan

We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…

Dynamical Systems · Mathematics 2013-09-02 Alexandra Rodkina , Nikolai Dokuchaev , John Appleby

The creation and subsequent evolution of marginally-unstable modes have been observed in a wide range of fusion devices. This behaviour has been successfully explained, for a single frequency shifting mode, in terms of phase-space…

We consider a sheared granular system experiencing intermittent dynamics of stick-slip type via discrete element simulations. The considered setup consists of a two-dimensional system of soft frictional particles sandwiched between solid…

Soft Condensed Matter · Physics 2023-05-24 Philip Bretz , Lou Kondic , Miro Kramar

Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…

Probability · Mathematics 2022-04-20 Sima Mehri , Erfan Salavati , Bijan Z. Zangeneh

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different…

Probability · Mathematics 2020-03-11 Olga Aryasova , Andrey Pilipenko

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

We consider the acoustic flow field of rotationally symmetric systems, like an annular combustor and the flow in a round duct, in absence of a mean azimuthal flow field. We focus on azimuthal instabilities, which manifest as either spinning…

Fluid Dynamics · Physics 2020-10-05 Giulio Ghirardo , Francesco Gant

The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…

Soft Condensed Matter · Physics 2007-05-23 Moumita Das , G. Ananthakrishna , Sriram Ramaswamy

One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…

Probability · Mathematics 2013-06-04 Andrey Pilipenko

A system of stochastic differential equations is formulated describing the heat and salt content of a two-box ocean. Variability in the heat and salt content and in the thermohaline circulation between the boxes is driven by fast Gaussian…

Dynamical Systems · Mathematics 2019-01-25 William Barham , Ian Grooms

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

We study a stochastic differential equation with an unbounded drift and general H\"older continuous noise of an arbitrary order. The corresponding equation turns out to have a unique solution that, depending on a particular shape of the…

Probability · Mathematics 2021-12-15 Giulia Di Nunno , Yuliya Mishura , Anton Yurchenko-Tytarenko

We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white…

Probability · Mathematics 2023-05-08 Gerardo Barrera , Milton Jara

We study numerically the statistical properties of the modulation instability (MI) developing from condensate solution seeded by weak, statistically homogeneous in space noise, in the framework of the classical (integrable) one-dimensional…

Exactly Solvable and Integrable Systems · Physics 2014-08-04 D. S. Agafontsev , V. E. Zakharov

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

Biological Physics · Physics 2016-03-02 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

Dynamical Systems · Mathematics 2008-08-08 Zhihui Yang , Jinqiao Duan

We present a scattering theory description for the inelastic current noise in the presence of electron-vibration interactions. In this description, we specify elastic and inelastic scattering contributions to the shot noise by examining…

Mesoscale and Nanoscale Physics · Physics 2017-09-15 Sejoong Kim