Related papers: Ermakov Systems with Multiplicative Noise
We investigate common-noise-induced phase synchronization between uncoupled identical Hele-Shaw cells exhibiting oscillatory convection. Using the phase description method for oscillatory convection, we demonstrate that the uncoupled…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
Noise usually has an unwelcome influence on system performance. For instance, noise inevitably affects the low-frequency mechanical freedom in optomechanical experiments. However, we investigate here the beneficial effects of thermal noise…
We present stochastic variants of the exponential time differencing schemes for stiff stochastic differential equations. We derive three explicit schemes that offer better stability compared to Euler-Maruyama and Milstein's method, and…
In this paper, we study the stochastic logrithmic Schr\"odinger equation with saturated nonlinear multiplicative L\'evy noise. The global well-posedness is established for the stochastic logrithmic Schr\"odinger equation in an appropriate…
We develop an approach for the description of the dynamics of large populations of phase oscillators based on "circular cumulants" instead of the Kuramoto-Daido order parameters. In the thermodynamic limit, these variables yield a simple…
We analyze theoretically and experimentally the influence of current noise on the longitudinal mode hopping dynamics of a bulk semiconductor laser. It is shown that the mean residence times on each mode have different sensitivity to…
We consider the stochastic wave equation with multiplicative noise, which is fractional in time with index $H>1/2$, and has a homogeneous spatial covariance structure given by the Riesz kernel of order $\alpha$. The solution is interpreted…
We present a study of a phase-separation process induced by the presence of spatially-correlated multiplicative noise. We develop a mean-field approach suitable for conserved-order-parameter systems and use it to obtain the phase diagram of…
We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…
The effects of pure multiplicative noise on stochastic resonance in an anti-tumor system modulated by a seasonal external field are investigated by using theoretical analyses of the generalized potential and numerical simulations. For…
The subject of this paper is a generalized Camassa-Holm equation under random perturbation. We first establish local existence and uniqueness results as well as blow-up criteria for pathwise solutions in the Sobolev spaces $H^s$ with…
By employing a suitable multiplicative It\^o noise with radial structure and with more than linear growth, we show the existence of a unique, global-in-time, strong solution for the stochastic Euler equations in two and three dimensions.…
Stochastic differential equations with noisy memory are often impossible to solve analytically. Therefore, we derive a numerical Euler-Maruyama scheme for such equations and prove that the mean-square error of this scheme is of order…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…
We consider the influence of stochastic perturbations on stability of a unique positive equilibrium of a difference equation subject to prediction-based control. These perturbations may be multiplicative $$x_{n+1}=f(x_n)-\left( \alpha +…