Related papers: Stabilisation of difference equations with noisy p…
Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…
The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system…
We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…
In this paper, we extend the energy-Casimir stability method for deterministic Lie-Poisson Hamiltonian systems to provide sufficient conditions for the stability in probability of stochastic dynamical systems with symmetries and…
Estimating free-energy differences using nonequilibrium work relations, such as the Jarzynski equality, is hindered by poor convergence when work fluctuations are large. For systems governed by overdamped Langevin dynamics, we propose the…
The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…
The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…
We consider a stochastic perturbation of a FitzHugh-Nagumo system. We show that it is possible to generate oscillations for values of parameters which do not allow oscillations for the deterministic system. We also study the appearance of a…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
A change of variables is introduced to reduce certain nonlinear stochastic evolution equations with multiplicative noise to the corresponding deterministic equation. The result is then used to investigate a stochastic porous medium…
We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…
We investigate the effect of stochastic control errors in the time-dependent Hamiltonian on isolated quantum dynamics. The control errors are formulated as time-dependent stochastic noise in the Schrodinger equation. For a class of…
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…
Noise usually has an unwelcome influence on system performance. For instance, noise inevitably affects the low-frequency mechanical freedom in optomechanical experiments. However, we investigate here the beneficial effects of thermal noise…
We evoke the idea of representation of the chaotic attractor by the set of unstable periodic orbits and disclose a novel noise-induced ordering phenomenon. For long unstable periodic orbits forming the strange attractor the weights (or…
The influence of noise on the generalized synchronization regime in the chaotic systems with dissipative coupling is considered. If attractors of the drive and response systems have an infinitely large basin of attraction, generalized…