Related papers: Maximal Stochastic Transport in the Lorenz Equatio…
We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a…
The divergence of the heat conductivity in the thermodynamic limit is investigated in 2d-lattice models of anharmonic solids with nearest-neighbour interaction from single-well potentials. Two different numerical approaches based on…
We characterize the behavior of stochastic Navier-Stokes on $\mathbb{T} \times [-1,1]$ with Navier boundary conditions at high Reynolds number when initialized near Couette flow subject to small additive stochastic forcing. We take additive…
We introduce the notion of stochastic logarithmic Lipschitz constants and use these constants to characterize stochastic contractivity of It\^o stochastic differential equations (SDEs) with multiplicative noise. We find an upper bound for…
Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…
This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…
This paper is concerned with the optimal upper bound on mean quantities (torque, dissipation and the Nusselt number) obtained in the framework of the background method for the Taylor--Couette flow with a stationary outer cylinder. Along the…
The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…
The noise-enhanced trapping is a surprising phenomenon that has already been studied in chaotic scattering problems where the noise affects the physical variables but not the parameters of the system. Following this research, in this work…
We present novel upper and lower bounds to estimate the collision probability of motion plans for autonomous agents with discrete-time linear Gaussian dynamics. Motion plans generated by planning algorithms cannot be perfectly executed by…
In this paper, we establish the well-posedness and optimal trajectory regularity for the solution of stochastic evolution equations with generalized Lipschitz-type coefficients driven by general multiplicative noises. To ensure the…
In this paper, we study the stochastic logrithmic Schr\"odinger equation with saturated nonlinear multiplicative L\'evy noise. The global well-posedness is established for the stochastic logrithmic Schr\"odinger equation in an appropriate…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
In this paper, we establish maximal concentration bounds for the iterates generated by a stochastic approximation (SA) algorithm under a contractive operator with respect to some arbitrary norm (for example, the $\ell_\infty$-norm). We…
We derive stochastic compressible Euler Equation from a Hamiltonian microscopic dynamics. We consider systems of interacting particles with H\"older noise and potential whose range is large in comparison with the typical distance between…
We consider a statistical limit of solutions to the compressible Navier--Stokes system in the high Reynolds number regime in a domain exterior to a rigid body. We investigate to what extent this highly turbulent regime can be modeled by an…
Consider a stochastic nonlinear system controlled over a possibly noisy communication channel. An important problem is to characterize the largest class of channels for which there exist coding and control policies so that the closed-loop…
Optimization problems with stochastic dominance constraints provide a possibility to shape risk by selecting a benchmark random outcome with a desired distribution. The comparison of the relevant random outcomes to the respective benchmarks…
The limit from an Euler type system to the 2D Euler equations with Stratonovich transport noise is investigated. A weak convergence result for the vorticity field and a strong convergence result for the velocity field are proved. Our…
We show two examples of noise--induced synchronization. We study a 1-d map and the Lorenz systems, both in the chaotic region. For each system we give numerical evidence that the addition of a (common) random noise, of large enough…