Related papers: Algebraic stability of non-homogeneous regime-swit…
This paper investigates the robustness of stochastic optimal control for controlled regime switching diffusions. We consider systems driven by both continuous fluctuations and discrete regime changes, allowing for model misspecification in…
We develop a complete stability theory for two-dimensional periodic traveling waves of reaction-diffusion systems. More precisely, we identify a diffusive spectral stability assumption, prove that it implies nonlinear stability and provide…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
We study the evolution of a localized perturbation in a chemical system with multiple homogeneous steady states, in the presence of stirring by a fluid flow. Two distinct regimes are found as the rate of stirring is varied relative to the…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
The existence of phase-separated states is an essential feature of infinite-volume systems with a thermal, first-order phase transition. At energies between those at which the phase transition takes place, equilibrium homogeneous states are…
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
We define a stochastic reaction-diffusion process that describes a consensus formation in a non-sedentary population. The process is a diffusive version of the Majority Vote model, where the state update follows two stages: in the first…
The time-dependent probability density function of a system evolving towards a stationary state exhibits an oscillatory behavior if the eigenvalues of the corresponding evolution operator are complex. The frequencies \omega_n, with which…
A class of distributed systems with a cyclic interconnection structure is considered. These systems arise in several biochemical applications and they can undergo diffusion driven instability which leads to a formation of spatially…
We study a class of random processes on $N$ particles which can be interpreted as stochastic model of luminescence. Each particle can stay in one of two states: Excited state or ground state. Any particle at ground state is excited with a…
Strong nonlinear effects combined with diffusive coupling may give rise to unpredictable evolution in spatially extended deterministic dynamical systems even in the presence of a fully negative spectrum of Lyapunov exponents. This regime,…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
This paper studies the stability of an abstract thermoelastic system with Cattaneo's law, which describes finite heat propagation speed in a medium. We introduce a region of parameters containing coupling, thermal dissipation, and possible…
Stochastic branching algorithms provide a useful alternative to grid-based schemes for the numerical solution of partial differential equations, particularly in high-dimensional settings. However, they require a strict control of the…
We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…