Related papers: Effective dynamics of stochastic wave equation wit…
We show that two dynamical systems exhibiting very different deterministic behaviours possess very similar stationary distributions when stabilized by a multiplicative Gaussian white noise. We also discuss practical aspects of numerically…
Invariant manifolds play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. However, the geometric shape of these manifolds is largely unclear. The purpose of the…
The Primitive Equations are a basic model in the study of large scale Oceanic and Atmospheric dynamics. These systems form the analytical core of the most advanced General Circulation Models. For this reason and due to their challenging…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…
A variational coarse-graining framework for heterogeneous media is developed that allows for a seamless transition from the traditional static scenario to a arbitrary loading conditions, including inertia effects and body forces. The…
Complex systems may be subject to various uncertainties. A great effort has been concentrated on predicting the dynamics under uncertainty in initial conditions. In the present work, we consider the well-known Burgers equation with random…
The main purpose of this work is to address the question of the utility of "effective constitutive relations" for problems in dynamics. This is done in the context of longitudinal shear waves in an elastic medium that is periodically…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
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…
Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and play an important role in quantifying propagation and evolution of uncertainty. Although Fokker-Planck equations can be written…
Active particles driven by colored noise can be approximately mapped onto a system that obeys detailed balance. The effective interactions which can be derived for such a system allow to describe the structure and phase behavior of the…
Effective interface conditions for a periodically voided thin layer separating two homogeneous bulk regions are derived for the elastic wave equation by taking the simultaneous limit of vanishing layer periodicity and layer thickness. The…
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…
In this paper, we extend the notion of stochastic kinetic solutions introduced in arXiv:2108.08858 to establish the well-posedness of stochastic kinetic solutions of generalized Dean-Kawasaki equations with correlated noise on bounded,…
We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
A nonlinear oscillator with an abruptly inhomogeneous restoring force driven by an uniform oscillating force exhibits stochastic properties under specific resonance conditions. This behaviour elucidates the elementary mechanism of the…
We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…
The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…