Related papers: Synchronization by noise for order-preserving rand…
We propose an explicit construction of the solution of a stationary stochastic recursion of the form $X\circ\theta=\phi(X)$ on a semi-ordered Polish space, when the monotonicity of $\phi$ is not assumed. This solution exists on an enriched…
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…
This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…
We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…
We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…
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…
In this paper, we consider the 2D periodic stochastic Nernst-Planck-Navier-Stokes equations with body forces perturbed by multiplicative white noise. We first transform the stochastic Nernst-Planck-Navier-Stokes system into the…
The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model…
Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…
We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…
We provide an example for stabilization by noise. Our approach does not rely on monotonicity arguments due to the presence of higher order differential operators or mixing properties of the system as the noise might be highly degenerate. In…
For a general discrete dynamics on a Banach and Hilbert spaces we give necessary and sufficient conditions of the existence of bounded solutions under assumption that the homogeneous difference equation admits an discrete dichotomy on the…
Chaotic synchronization is generally extremely sensitive to the presence of noise and other inference in the channel. Is this sensitivity a fundamental property of chaotic synchronization or is it related to the choice of synchronization…
This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…
We report the observation of a novel and non-trivial synchronization state in a system consisting of three oscillators coupled in a linear chain. For certain ranges of coupling strength the weakly coupled oscillator pair exhibits phase…
We study synchronization of oscillators that are indirectly coupled through their interaction with an environment. We give criteria for the stability or instability of a synchronized oscillation. Using these criteria we investigate…
In this paper, we consider asymptotic behaviors of multiscale multivalued stochastic systems with small noises. First of all, for general, fully coupled systems for multivalued stochastic differential equations of slow and fast motions with…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
The limiting behavior of stochastic evolution processes with small noise intensity $\epsilon$ is investigated in distribution-based approach. Let $\mu^{\epsilon}$ be stationary measure for stochastic process $X^{\epsilon}$ with small…