Related papers: Maximal Stochastic Transport in the Lorenz Equatio…
Origin of linear instability resulting in rotating sheared accretion flows has remained a controversial subject for long. While some explanations of such non-normal transient growth of disturbances in the Rayleigh stable limit were…
Relativistic fluids are Lorentz invariant, and a non-relativistic limit of such fluids leads to the well-known Navier-Stokes equation. However, for fluids moving with respect to a reference system, or in critical systems with generic…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
We consider effect of stochastic sources upon self-organization process being initiated with creation of the limit cycle. General expressions obtained are applied to the stochastic Lorenz system to show that departure from equilibrium…
We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…
We establish general quantitative conditions for stochastic evolution equations with locally monotone drift and degenerate additive Wiener noise in variational formulation resulting in the existence of a unique invariant probability measure…
We prove upper bounds on outside probabilities for generic non-autonomous Schr\"odinger operators on lattices of arbitrary dimension. Our approach is based on a combination of commutator method originated in scattering theory and novel…
A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…
We consider a non-linear stochastic wave equation driven by space-time white noise in dimension 1. First of all, we state some results about the intermittency of the solution, which have only been carefully studied in some particular cases…
A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…
Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…
At an optimal value of the noise intensity, the maximum variability in rebound burst durations is observed and referred to as a response stochastic incoherence. A general mechanism underlying this phenomenon is given, being different from…
Orbits in a three-dimensional potential subjected to periodic driving, V(x^i,t)=[1+m_0 sin(omega t) V_0(x^i), divide naturally into two types, regular and chaotic, between which transitions are seemingly impossible. The chaotic orbits…
We consider a stochastic perturbation of the classical Lorenz system in the range of parameters for which the origin is the global attractor. We show that adding noise in the last component causes a transition from a unique to exactly two…
We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…
We identify the asymptotic limit of the compressible non-isentropic Navier-Stokes system in the regime of low Mach, low Froude and high Reynolds number. The system is driven by a long range gravitational potential. We show convergence to an…
We revisit aspects of dynamics and stability of localized states in the deterministic and stochastic discrete nonlinear Schr\"odinger equation. By a combination of analytic and numerical techniques, we show that localized initial conditions…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…