Related papers: Synchronization by noise for order-preserving rand…
We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
In this paper, we present new results for the synchronization and consensus of networks described by Ito stochastic differential equations. From the methodological viewpoint, our results are based on the use of stochastic Lyapunov…
We consider a quasilinear parabolic stochastic partial differential equation driven by a multiplicative noise and study regularity properties of its weak solution satisfying classical a priori estimates. In particular, we determine…
We prove a weak error estimate for the approximation in space and time of a semilinear stochastic Volterra integro-differential equation driven by additive space-time Gaussian noise. We treat this equation in an abstract framework, in which…
We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…
The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…
Fixed point iterations are a fundamental tool in numerical analysis and scientific computing for the approximation of solutions to nonlinear problems. Their convergence is often established via the Banach fixed point theorem, provided that…
Synchronization of chaos arises between coupled dynamical systems and is very well understood as a temporal phenomena which leads the coupled systems to converge or develop a dependence with time. In this work, we provide a complementary…
A new method is introduced to obtain a strong signal by the interference of weak signals in noisy channels. The method is based on the interference of 1/f noise from parallel channels. One realization of stochastic interference is the…
We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
Weak values are usually associated with weak measurements of an observable on a pre- and post-selected ensemble. We show that more generally, weak values are proportional to the correlation between two pointers in a successive measurement.…
This paper studies noise synchronisation in terms of random pullback attractors and their instabilities. We consider an ensemble of uncoupled lasers, each being a limit-cycle oscillator, which are driven by the same external white Gaussian…
We consider a particle system with a mean-field-type interaction perturbed by some common and individual noises. When the interacting kernels are sublinear and only locally Lipschitz-continuous, relying on arguments based on the tightness…
We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…
Recently it has been found that different physical systems driven by identical random noise behave exactly identical after a long time. It is also suggested that this is an outcome of finite precision in numerical experiments. Here we show…
For large systems of Brownian particles interacting through their ranks introduced in (Banner, Fernholz, Karatzas, 2005), the empirical cumulative distribution function satisfies a porous medium PDE. However, when we introduce a common…