Related papers: Noise and dissipation on coadjoint orbits
We present an efficient and validated method for approximating the stationary measures of random dynamical systems with smooth additive noise. The approach leverages the strong regularizing properties of the associated transfer operator…
By means of numerical simulations we study the radial-orbit instability in anisotropic self-gravitating $N-$body systems under the effect of noise. We find that the presence of additive or multiplicative noise has a different effect on the…
For stochastic Hindmarsh-Rose equations with additive noises in the study of neurodynamics, the longtime and global pullback dynamics on a two-dimensional bounded domain is explored in this work. Using the additive transformation and by the…
We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…
We consider SDEs driven by two different sources of additive noise, which we refer to as intrinsic and common. We establish almost sure existence and uniqueness of pullback attractors with respect to realisations of the common noise only.…
We provide an example for stabilization by noise. Our approach does not rely on monotonicity arguments due to the presence of higher order differential operators or mixing properties of the system as the noise might be highly degenerate. In…
Noise-induced phenomena in high-dimensional dynamical systems were investigated from a random dynamical systems point of view. In a class of generalized H\'enon maps, which are randomly perturbed delayed logistic maps, with monotonically…
We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…
We give sufficient conditions for asymptotic stabilization of equilibrium points and periodic orbits of a dynamical system when we add a geometric dissipation of gradient type. We also describe the domain of attraction in the case of…
Compact objects evolving in an astrophysical environment experience a gravitational drag force known as dynamical friction. We present a multipole-frequency decomposition to evaluate the orbit-averaged energy and angular momentum…
This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…
Stochastic approximation is a powerful class of algorithms with celebrated success. However, a large body of previous analysis focuses on stochastic approximations driven by contractive operators, which is not applicable in some important…
We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…
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…
We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…
Stochastic evolution equations with compensated Poisson noise are considered in the variational approach with monotone and coercive coefficients. Here the Poisson noise is assumed to be time-homogeneous with $\sigma$-finite intensity…
We prove the existence of random attractors for a large class of degenerate stochastic partial differential equations (SPDE) perturbed by joint additive Wiener noise and real, linear multiplicative Brownian noise, assuming only the standard…
We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…
Non-autonomous perturbations of isochronous systems in the plane are considered. It is assumed that the intensity of perturbations decays with time, and the frequency is asymptotically constant with the limiting value satisfying a resonance…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…