Related papers: Synchronization of coupled stochastic systems with…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
In a recent paper, Soner, Touzi and Zhang [20] have introduced a notion of second order backward stochastic differential equations (2BSDEs for short), which are naturally linked to a class of fully non-linear PDEs. They proved existence and…
We obtain sufficient conditions for the stability of the synchronized solutions for a class of coupled dynamical systems. This is accomplished by finding an analytical expression for the transverse Liapunov exponent through spectral…
This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…
We consider synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any two pulse-like solutions which start from different positions…
Recently, the synchronization of coupled dynamical systems has been widely studied. Synchronization is referred to as a process wherein two (or many) dynamical systems are adjusted to a common behavior as time goes to infinity, due to…
Synchronization of coupled continuous-time linear systems is studied in a general setting. For identical neutrally-stable linear systems that are detectable from their outputs, it is shown that a linear output feedback law exists under…
The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-linear SDEs under non-globally Lipschitz conditions. The…
In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
A synchronization mechanism driven by annealed noise is studied for two replicas of a coupled-map lattice which exhibits stable chaos (SC), i.e. irregular behavior despite a negative Lyapunov spectrum. We show that the observed…
In this paper we present an analytical study on the synchronization dynamics observed in unidirectionally-coupled quasiperiodically-forced systems that exhibit Strange Non-chaotic Attractors (SNA) in their dynamics. The SNA dynamics…
Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…
We demonstrate the extension of unpredictable motions in coupled autonomous systems with skew product structure in the case that generalized synchronization takes place. Sufficient conditions for the existence of unpredictable motions in…
We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…
In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…
We present an adaptive algorithm that guarantees synchronization in diffusively coupled systems. We first consider compartmental systems of ODEs, where each compartment represents a spatial domain of components interconnected through…
We consider a general stochastic differential delay equation (SDDE) with state-dependent colored noises and derive its limit as the time delays and the correlation times of the noises go to zero. The work is motivated by an experiment…
We prove uniform synchronisation by noise with rates for the stochastic quantisation equation in dimensions two and three. The proof relies on a combination of coming down from infinity estimates and the framework of order-preserving Markov…
In this paper, we discuss the numerical approximation of random periodic solutions (r.p.s.) of stochastic differential equations (SDEs) with multiplicative noise. We prove the existence of the random periodic solution as the limit of the…