Related papers: Deterministic homogenization for fast-slow systems…
We study the problem of parameter estimation for stochastic differential equations with small noise and fast oscillating parameters. Depending on how fast the intensity of the noise goes to zero relative to the homogenization parameter, we…
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…
We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then…
We consider cosmological solutions to general relativity with a single barotropic fluid, where the pressure is a general function of the density, $p = f(\rho)$. We derive conditions for static and oscillating solutions and provide examples,…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
This paper is devoted to the homogenization of weakly coupled cooperative parabolic systems in strong convection regime with purely periodic coefficients. Our approach is to factor out oscillations from the solution via principal…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…
Two examples for the interplay between chaotic dynamics and stochastic forces within hydrodynamical systems are considered. The first case concerns the relaxation to equilibrium of a concentration field subject to both chaotic advection and…
This work is about the synchronization of nonlinear coupled dynamical systems driven by $\alpha$-stable noise. Firstly, we provide a novel technique to construct the relationship between synchronized system and slow-fast system. Secondly,…
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…
We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…
This article studies the homogenization of hyperbolic-parabolic equations in porous media with tiny holes. We assume that the holes are periodically distributed and that the coefficients of the equations are periodic. Using the multi-scale…
We study a system of semilinear hyperbolic equations passively advected by smooth white noise in time random velocity fields. Such a system arises in modeling non-premixed isothermal turbulent flames under single-step kinetics of fuel and…
We analyze networked heterogeneous nonlinear systems, with diffusive coupling and interconnected over a generic static directed graph. Due to the network's hetereogeneity, complete synchronization is impossible, in general, but an emergent…
It is known that a finite-size homogeneous granular fluid develops an hydrodynamic-like instability when dissipation crosses a threshold value. This instability is analyzed in terms of modified hydrodynamic equations: first, a source term…
We prove the nonlinear stability of homogeneous barotropic perfect fluid solutions in fixed cosmological spacetimes undergoing decelerated expansion. The results hold provided a specific inequality between the speed of sound of the fluid…
We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…
We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…
This paper is concerned with the study of solutions to discrete parabolic equations in divergence form with random coefficients, and their convergence to solutions of a homogenized equation. In [11] rate of convergence results in…