Related papers: Ermakov Systems with Multiplicative Noise
We demonstrate that waves in distinct layers of a neuronal network can become phase-locked by common spatiotemporal noise. This phenomenon is studied for stationary bumps, traveling waves, and breathers. A weak noise expansion is used to…
The Kuramoto model has become a paradigm to describe the dynamics of nonlinear oscillator under the influence of external perturbations, both deterministic and stochastic. It is based on the idea to describe the oscillator dynamics by a…
This paper addresses the problem of learning linear dynamical systems from noisy observations. In this setting, existing algorithms either yield biased parameter estimates or have large sample complexities. We resolve these issues by…
Non-ideal oscillators both at the transmitter and the receiver introduces time varying phase noise which interacts with the transmitted data in a non-linear fashion. Phase noise becomes a detrimental problem and needs to be estimated and…
We address the exploitation of an optical parametric oscillator (OPO) in the task of mitigating, at least partially, phase noise produced by phase diffusion. In particular, we analyze two scenarios where phase diffusion is typically…
In this work we study the majority-vote model with the presence of two distinc noises. The first one is the usual noise $q$, that represents the probability that a given agent follows the minority opinion of his/her social contacts. On the…
Interaction of linearized gravitational waves with a otherwise free particle has been studied quantum mechanically in a noncommutative phase-space to examine whether the particle's response to the gravitational wave gets modified due to…
This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability…
A continuous-time average consensus system is a linear dynamical system defined over a graph, where each node has its own state value that evolves according to a simultaneous linear differential equation. A node is allowed to interact with…
This paper focuses on the numerical approximation of random lattice reversible Selkov systems. It establishes the existence of numerical invariant measures for random models with nonlinear noise, using the backward Euler-Maruyama (BEM)…
We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…
This paper studies the behavior of solitons in the Korteweg-de Vries equation under the influence of multiplicative noise. We introduce stochastic processes that track the amplitude and position of solitons based on a rescaled frame…
This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…
We modify the coupling method established in [22, 20] and develop a technique to prove the exponential mixing of a 2D stochastic system forced by degenerate Levy noises. In particular, these Levy noises include $\alpha$-stable noises (0 <…
We present a general framework to study the simultaneous estimation of multiple phases in the presence of noise as a discretized model for phase imaging. This approach can lead to nontrivial bounds of the precision for multiphase…
This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…
We introduce an extension to the standard reduction of oscillatory systems to a single phase variable. The standard reduction is often insufficient, particularly when the oscillations have variable amplitude and the magnitude of each…
We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…
In arXiv:1004.1407, Flandoli, Gubinelli, and Priola proposed a stochastic variant of the classical point vortex system of Helmholtz and Kirchoff in which multiplicative noise of transport-type is added to the dynamics. An open problem in…
In this work we study the effect of oscillator phase noise on the uplink performance of a massive multiple-input multiple output system. Specifically, we consider an orthogonal frequency division multiplexing-based uplink transmission and…