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We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Milton Jara

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

Resonances appearing by perturbation of embedded non-degenerate eigenvalues are studied in the case when the Fermi Golden Rule constant vanishes. Under appropriate smoothness properties for the resolvent of the unperturbed Hamiltonian, it…

Mathematical Physics · Physics 2015-07-23 Horia D. Cornean , Arne Jensen , Gheorghe Nenciu

This article is concerned with a stochastic multi-patch model in which each local population is subject to a strong Allee effect. The model is obtained by using the framework of interacting particle systems to extend a stochastic two-patch…

Probability · Mathematics 2013-01-03 Nicolas Lanchier

We consider linearizations of stochastic differential equations with additive noise using the Karhunen-Lo\`eve expansion. We obtain our linearizations by truncating the expansion and writing the solution as a series of matrix-vector…

Numerical Analysis · Mathematics 2020-04-14 Antti Koskela , Samuel D. Relton

Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues $\{\lambda_1,\cdots,\lambda_N\}$. We study the distribution of truncated linear statistics of the form $\tilde{L}=\sum_{i=1}^p f(\lambda_i)$…

Statistical Mechanics · Physics 2017-05-23 Aurélien Grabsch , Satya N. Majumdar , Christophe Texier

We investigate the problem of effusion of particles initially confined in a finite one-dimensional box of size $L$. We study both passive as well active scenarios, involving non-interacting diffusive particles and run-and-tumble particles,…

Statistical Mechanics · Physics 2025-02-03 Arup Biswas , Stephy Jose , Arnab Pal , Kabir Ramola

This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to…

Classical Analysis and ODEs · Mathematics 2014-09-04 John A. D. Appleby , Denis D. Patterson

For the Ramsey model of economic growth, which describes the optimal allocation of consumption and saving over time, we assume the population dynamics to follow the Allee effect. The so-called Allee threshold separates two regimes from each…

Optimization and Control · Mathematics 2025-09-19 Zihan Wang , Vladimir Shikhman

We focus on the spreading properties of solutions of monostable equations with non-linear diffusion. We consider both the porous medium diffusion and the fast diffusion regimes. Initial data may have heavy tails, which tends to accelerate…

Analysis of PDEs · Mathematics 2017-11-29 Matthieu Alfaro , Thomas Giletti

This paper addresses finite sample stability properties of sequential Monte Carlo methods for approximating sequences of probability distributions. The results presented herein are applicable in the scenario where the start and end…

Computation · Statistics 2015-03-19 Nick Whiteley

How diffusion impacts on ecological dynamics under the Allee effect and spatial constraints? That is the question we address. Employing a microscopic minimal model in a metapopulation (without imposing nonlinear birth and death rates) we…

Populations and Evolution · Quantitative Biology 2019-11-27 Marcelo A. Pires , Sílvio M. Duarte Queirós

For nonautonomous linear difference equations in Banach spaces we show that a very general type of dichotomic behavior persists under small enough additive linear perturbations. By using a new approach, we obtain two general robustness…

Dynamical Systems · Mathematics 2013-09-02 António J. G. Bento , César M. Silva

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…

Condensed Matter · Physics 2007-05-23 Miguel A. Munoz

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood

A perturbation theory for the Nonlinear Schroedinger Equation (NLSE) in 1D on a lattice was developed. The small parameter is the strength of the nonlinearity. For this purpose secular terms were removed and a probabilistic bound on small…

Disordered Systems and Neural Networks · Physics 2013-08-30 Shmuel Fishman , Yevgeny Krivolapov , Avy Soffer

We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white…

Probability · Mathematics 2023-05-08 Gerardo Barrera , Milton Jara

In the paper we provide measure estimates for the set of numbers whose sequence of products of continued fraction partial quotients $M_n = a_1 \ldots a_n$ has exponential growth with rate close to the one predicted by Khintchine's theorem,…

Dynamical Systems · Mathematics 2019-03-04 Piotr Kamieński

In this paper, we study the asymptotic behavior of randomly perturbed path-dependent stochastic differential equations with small parameter $\vartheta_{\varepsilon}$, when $\varepsilon \rightarrow 0$, $\vartheta_\varepsilon$ goes to $0$.…

Probability · Mathematics 2023-04-03 Liu Xiangdong , Hong Shaopeng

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing