Related papers: Effective dynamics of stochastic wave equation wit…
Ocean motions at frequencies of the internal wave band are generally associated with freely propagating waves that are supported by stable vertical stratification in density. Previous analyses of yearlong current observations from the Bay…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
A new quantum model with rational functions for the potential and effective mass is proposed in a stretchable region outside which both are constant. Starting from a generalized effective mass kinetic energy operator the matching and…
We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
Effective stochastic resonance (SR) is numerically and analytically studied using a model with coupled two particles exposed to heterogeneous, i.e., particles dependent, amplitude of noise. Compared to previous SR models of single particle…
Stochastic hydrodynamics is a central tool in the study of first order phase transitions at a fundamental level. Combined with sophisticated free energy models, e.g. as developed in classical Density Functional Theory, complex processes…
Starting from a classical mechanics of a ``colloid particle'' and $N$ ``water molecules'', we study effective stochastic dynamics of the particle which jumps between deep potential wells. We prove that the effective transition probability…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
We present a novel scheme for the appearance of Stochastic Resonance when the dynamics of a Brownian particle takes place in a confined medium. The presence of uneven boundaries, giving rise to an entropic contribution to the potential, may…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
Analysis of pulsar timing data have provided evidence for a stochastic gravitational wave background in the nHz frequency band. The most plausible source of such a background is the superposition of signals from millions of supermassive…
In this paper we investigate a nonlinear stochastic partial differential equation (spde in short) perturbed by a space-correlated Gaussian noise in arbitrary dimension $d\geq1$, with a non-Lipschitz coefficient noisy term. The equation…
This is an overview about natural sample spaces for differential equations driven by various noises. Appropriate sample spaces are needed in order to facilitate a random dynamical systems approach for stochastic differential equations. The…
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…
We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, which have only been carefully studied in some particular cases…
We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…
We establish the exponential decay of the solutions of the damped wave equations in one-dimensional space where the damping coefficient is a nowhere-vanishing function of space. The considered PDE is associated with several dynamic boundary…
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…