Related papers: Exact results for a noise-induced bistable system
We study the three dimensional stochastic Zakharov system in the energy space, where the Schr\"odinger equation is driven by linear multiplicative noise and the wave equation is driven by additive noise. We prove the well-posedness of the…
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…
In this paper, we investigate the robustness to external disturbances of switched discrete and continuous systems with multiple equilibria. It is shown that if each subsystem of the switched system is Input-to-State Stable (ISS), then under…
We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…
This paper studies deterministic and stochastic fixed-time stability of autonomous nonlinear discrete-time (DT) systems. Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT system is certified.…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
This paper investigates the stability of switched linear systems whose switching signal is modeled as a stochastic process called a regenerative process. We show that the mean stability of such a switched system is characterized by the…
We have analyzed the interplay between noise and periodic spatial modulations in bistable systems outside equilibrium and found that noise is able to increase the spatial order of the system, giving rise to periodic patterns which otherwise…
The long-term mean-field dynamics of coupled underdamped Duffing oscillators driven by an external periodic signal with Gaussian noise is investigated. A Boltzmann-type H-theorem is proved for the associated nonlinear Fokker-Planck equation…
We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…
Dual phospho/dephosphorylation cycles, as well as covalent enzymatic-catalyzed modifications of substrates, are widely diffused within cellular systems and are crucial for the control of complex responses such as learning, memory and…
In this letter, we present an extensive study of the linearly forced isotropic turbulence. By using analytical method, we identify two parametric choices, of which they seem to be new as far as our knowledge goes. We prove that the…
We demonstrate that a quiet state and large-amplitude self-sustained oscillations can co-exist in a carbon nanotube subject to time-independent drive. A feature of the bistability is that it would be hysteresis-free in the absence of noise…
The aim of this paper is to study the dynamical behavior of non-autonomous stochastic lattice systems with Markovian switching. We first show existence of an evolution system of measures of the stochastic system. We then study the pullback…
Mathematical models involving switches --- in the form of differential equations with discontinuities --- can accomodate real-world non-idealities through perturbations by hysteresis, time-delay, discretization, and noise. These are used to…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…
In stochastic multistable systems driven by the gradient of a potential, transitions between equilibria is possible because of noise. We study the ability of linear delay feedback control to mitigate these transitions, ensuring that the…
We study stochastic approximation algorithms with Markovian noise and constant step-size $\alpha$. We develop a method based on infinitesimal generator comparisons to study the bias of the algorithm, which is the expected difference between…