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We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…

Probability · Mathematics 2016-02-19 Sandra Cerrai , Alessandra Lunardi

This paper studies the robustness of a PDE backstepping delay-compensated boundary controller for a reaction-diffusion partial differential equation (PDE) with respect to a nominal delay subject to stochastic error disturbance. The…

Optimization and Control · Mathematics 2024-01-22 Dandan Guan , Jie Qi , Mamadou Diagne

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…

Statistical Mechanics · Physics 2014-02-04 Xavier Durang , Malte Henkel , Hyunggyu Park

This paper extends the deterministic Lyapunov-based stabilization framework to random hyperbolic systems of conservation laws, where uncertainties arise in boundary controls and initial data. Building on the finite volume discretization…

Numerical Analysis · Mathematics 2025-10-10 Shaoshuai Chu , Michael Herty , Alexander Kurganov

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…

Probability · Mathematics 2025-08-14 Daniele Cappelletti , Aidan Howells , Chuang Xu

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Optimization and Control · Mathematics 2011-10-04 Debasish Chatterjee , Daniel Liberzon

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…

Statistical Mechanics · Physics 2007-05-23 P. L. Krapivsky , E. Ben-Naim , I. Grosse

A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching component simply by Markov chains. Moreover, a sharp…

Probability · Mathematics 2024-05-08 Jinghai Shao

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

This article provides a characterization of stability for switched nonlinear systems under average dwell-time constraints, in terms of necessary and sufficient conditions involving multiple Lyapunov functions. Earlier converse results focus…

Optimization and Control · Mathematics 2025-01-08 Matteo Della Rossa , Aneel Tanwani

This paper presents an analysis approach to finite-time attraction in probability concerns with nonlinear systems described by nonlinear random differential equations (RDE). RDE provide meticulous physical interpreted models for some…

Systems and Control · Computer Science 2016-06-15 Sina Sanjari , Mahdieh Tahmasebi

Reaction diffusion systems are often used to study pattern formation in biological systems. However, most methods for understanding their behavior are challenging and can rarely be applied to complex systems common in biological…

Analysis of PDEs · Mathematics 2013-05-24 William R. Holmes

We address the stabilization of both classical and quantum systems modeled by jump-diffusion stochastic differential equations using a novel hysteresis switching strategy. Unlike traditional methods that depend on global Lyapunov functions…

Optimization and Control · Mathematics 2025-07-22 Weichao Liang , Gaoyue Guo

In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina