Related papers: A multidimensional version of noise stability
We prove the asymptotic stability of the equilibrium solution of a class of vector Li\'enard equations by means of LaSalle invariance principle. The key hypothesis consists in assuming that the intersections of the manifolds in $\{\dot V =…
In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…
The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…
The Born-Infeld equation in two dimensions is generalised to higher dimensions whilst retaining Lorentz Invariance and complete integrability. This generalisation retains homogeneity in second derivatives of the field.
In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
We study the stability of randomized Taylor schemes for ODEs. We consider three notions of probabilistic stability: asymptotic stability, mean-square stability, and stability in probability. We prove fundamental properties of the…
When subjected to a classical fluctuating field characterized by a Gaussian process, we examine the {purity} and coherence protection in a three-level quantum system. This symmetry of the three-level system is examined when the local random…
We consider the mean-field vortex solutions and their stability within a two-component Bose Einstein condensate in the immiscible limit. A variational approach is employed to study a system consisting of a majority component which contains…
The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…
In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…
Data-driven control of nonlinear systems with rigorous guarantees is a challenging problem as it usually calls for nonconvex optimization and requires often knowledge of the true basis functions of the system dynamics. To tackle these…
We provide an accurate description of the long time dynamics of the solutions of the generalized Korteweg-De Vries (gKdV) and Benjamin-Ono (gBO) equations on the one dimension torus, without external parameters, and that are issued from…
We establish long-time stability of multi-dimensional noncharacteristic boundary layers of a class of hyperbolic--parabolic systems including the compressible Navier--Stokes equations with inflow [outflow] boundary conditions, under the…
In this paper we present new results on the preservation of polynomial stability of damped wave equations under addition of perturbing terms. We in particular introduce sufficient conditions for the stability of perturbed two-dimensional…
We provide a short proof of the $L^2$-orbital stability of a class of explicit steady Euler flows in a disk by establishing a quantitative estimate. The main idea is to exploit the conserved quantities of the Euler equation, including the…
We obtain the most general matrix criterion for stability and instability of multi-component solitary waves considering a system of $N$ incoherently coupled nonlinear Schrodinger equations. Soliton stability is studied as a constrained…
We construct Gaussian invariant measures for the two-dimensional Euler equation on the plane. We show the existence of solution with initial conditions in the support of the measures, namely $H^\beta_{loc}(\R^2)$ with $\beta<-1$. Uniqueness…