Related papers: Ermakov Systems with Multiplicative Noise
We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…
The symmetry analysis of Ermakov systems is extended to the generalized case where the frequency depends on the dynamical variables besides time. In this extended framework, a whole class of nonlinearly coupled oscillators are viewed as…
Phase reduction is an important tool for studying coupled and driven oscillators. The question of how to generalize phase reduction to stochastic oscillators remains actively debated. In this work, we propose a method to derive a…
In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
In this work, we study the impact of the multiplicative phase noise in an IRS-assisted system. We consider an IRS-assisted system with multiplicative phase noise both at the BS and user. A novel channel estimation algorithm is proposed…
Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…
We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…
Spatially extended dynamical systems, namely coupled map lattices, driven by additive spatio-temporal noise are shown to exhibit stochastic synchronization. In analogy with low-dymensional systems, synchronization can be achieved only if…
Noise can induce coherent oscillations in excitable systems without periodic orbits. Here, we establish a method to derive a hybrid system approximating the noise-induced coherent oscillations in excitable systems and further perform phase…
The cumulant expansion is used to estimate generalized Lyapunov exponents of the random-frequency harmonic oscillator. Three stochastic processes are considered: Gaussian white noise, Ornstein-Uhlenbeck, and Poisson shot noise. In some…
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the design of the correlation measurement difference method for…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
In this paper, we study the long-time stability behavior of a class of linear stochastic evolution equations in a Hilbert space with multiplicative noise. Explicit sufficient conditions for $p$-th moment and almost sure exponential…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
We study a noisy oscillator with pulse delayed feedback, theoretically and in an electronic experimental implementation. Without noise, this system has multiple stable periodic regimes. We consider two types of noise: i) phase noise acting…