Related papers: Maximal Stochastic Transport in the Lorenz Equatio…
We simulate the transition from amplified spontaneous emission (ASE) to lasing in random systems with varying degrees of mode overlap. This is accomplished by solving the stochastic Maxwell-Bloch equations with the finite-difference…
We discuss some Lagrangian and presymplectic models concerning test particles in electromagnetic and gravitational fields, with the aim of describing an upper bound to the acceleration. Some models are based on the relativistic phase space…
Stochastic systems are used to model a variety of phenomena in which noise plays an essential role. In these models, one potential goal is to determine if noise can induce transitions between states, and if so, to calculate the most…
In this article, we address the velocity tracking control problem for a class of stochastic non-Newtonian fluids. More precisely, we consider the stochastic third-grade fluid equation perturbed by infinite-dimensional additive white noise…
We proved that there exists a unique invariant measure for solutions of stochastic conservation laws with Dirichlet boundary condition driven by multiplicative noise. Moreover, a polynomial mixing property is established. This is done in…
We consider discrete Schr\"odinger operators with Sturmian potentials and study the transport exponents associated with them. Under suitable assumptions on the frequency, we establish upper and lower bounds for the upper transport…
We propose a novel framework for approximating the statistical properties of turbulent flows by combining variational methods for the search of unstable periodic orbits with resolvent analysis for dimensionality reduction. Traditional…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
In this paper we are concerned with the homogenization property of stochastic non-homogeneous incompressible Navier-Stokes equations with rapid oscillation in a smooth bounded domain of $\mathbb{R}^d$, $d=2,3$, and driven by multiplicative…
We present a theoretical framework for characterizing incremental stability of nonlinear stochastic systems perturbed by compound Poisson shot noise and finite-measure L\'{e}vy noise. For each noise type, we compare trajectories of the…
We consider stochastic optimization problems with heavy-tailed noise with structured density. For such problems, we show that it is possible to get faster rates of convergence than $\mathcal{O}(K^{-2(\alpha - 1)/\alpha})$, when the…
Sample path large deviations for the laws of the solutions of stochastic nonlinear Schrodinger equations when the noise converges to zero are presented. The noise is a complex additive gaussian noise. It is white in time and colored space…
This paper studies the behavior of solitons in the Korteweg-de Vries equation under the influence of multiplicative noise. We introduce stochastic processes that track the amplitude and position of solitons based on a rescaled frame…
Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…
A long-standing, though ill-understood problem in rocket dynamics, rocket response to random, altitude-dependent nozzle side-loads, is investigated. Side loads arise during low altitude flight due to random, asymmetric, shock-induced…
We consider a damped $\beta$-Fermi-Pasta-Ulam chain, driven at one boundary subjected to stochastic noise. It is shown that, for a fixed driving amplitude and frequency, increasing the noise intensity, the system's energy resonantly…
We consider a system of nonlinear partial differential equations with stochastic dynamical boundary conditions that arises in models of neurophysiology for the diffusion of electrical potentials through a finite network of neurons.…
We prove a stochastic version of the classical RAGE theorem that applies to the two-point motion generated by noisy transport equations. As a consequence, we identify a necessary and sufficient condition for the corresponding diffusive…
Two different types of perturbations of the Lorenz 63 dynamical system for Rayleigh-Benard convection by multiplicative noise -- called stochastic advection by Lie transport (SALT) noise and fluctuation-dissipation (FD) noise -- are found…
Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…