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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…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

In this paper we consider the growth, large fluctuations and memory properties of an affine stochastic functional differential equation with an average functional where the contributions of the average and instantaneous terms are…

Probability · Mathematics 2013-10-10 John A. D. Appleby , John A. Daniels

We consider a stochastic Laplacian growth problem in the framework of normal random matrices. In the large $N$ limit the support of eigenvalues of random matrices is a planar domain with a sharp boundary which evolves under a change in the…

Mathematical Physics · Physics 2023-12-01 Oleg Alekseev

We study the evolutionary dynamics of a phenotypically structured population in a changing environment , where the environmental conditions vary with a linear trend but in an oscillatory manner. Such phenomena can be described by parabolic…

Analysis of PDEs · Mathematics 2021-05-04 Susely Figueroa Iglesias , Sepideh Mirrahimi

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

Probability · Mathematics 2019-03-26 Carsten Chong

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

Probability · Mathematics 2014-06-17 Erfan Salavati , Bijan Z. Zangeneh

We investigate the well-posedness of stochastic differential equations driven by fractional Brownian motion, focusing on the long-range dependent case $H \in (\frac{1}{2}, 1)$. While existing results on regularization by such noise…

Probability · Mathematics 2025-07-01 Maximilian Buthenhoff , Ercan Sönmez

The behavior of a linear oscillator under the action of an external almost periodic force is investigated. The constructed solutions grow more slowly than the resonant ones. The dependence of the amplitude of growing solutions on the…

Classical Analysis and ODEs · Mathematics 2021-04-05 P. Y. Astafyeva , O. M. Kiselev

This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations in which the solutions of the unperturbed…

Classical Analysis and ODEs · Mathematics 2025-09-25 John A. D. Appleby , Subham Pal

Large-time behaviour of solutions to stochastic evolution equations driven by two-sided regular Volterra processes is studied. The solution is understood in the mild sense and takes values in a separable Hilbert space. Sufficient conditions…

Probability · Mathematics 2017-06-20 Petr Čoupek

Active tissues exhibit tension fluctuations that are correlated in space and time. We study a minimal overdamped surface model in which such fluctuations enter as a zero-mean, multiplicative modulation of the local surface tension. Although…

Soft Condensed Matter · Physics 2026-03-02 Matteo Ciarchi , Andriy Goychuk , Erwin Frey

We consider the large time behavior of solutions to defocusing nonlinear Schrodinger equation in the presence of a time dependent external potential. The main assumption on the potential is that it grows at most quadratically in space,…

Analysis of PDEs · Mathematics 2013-05-20 Rémi Carles , Jorge Drumond Silva

We consider the nonlinear Schr{\"o}dinger equation (NLSE) in 1+1 dimension with scalar-scalar self interaction $\frac{g^2}{\kappa+1} (\psi^\star \psi)^{\kappa+1}$ in the presence of the external forcing terms of the form $r e^{-i(kx +…

Pattern Formation and Solitons · Physics 2013-05-30 Fred Cooper , Avinash Khare , Niurka R. Quintero , Franz G. Mertens , Avadh Saxena

We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by L\'evy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is…

Probability · Mathematics 2020-08-26 Giulia Di Nunno , Yuliya Mishura , Kostiantyn Ralchenko

We find bilateral global bounds for the fundamental solutions associated with some quasilinear and fully nonlinear operators perturbed by a nonnegative zero order term with natural growth. In addition, we consider the Sobolev regularity of…

Analysis of PDEs · Mathematics 2010-10-07 Benjamin J. Jaye , Igor E. Verbitsky

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We study the Boltzmann equation near a global Maxwellian in the case of bounded domains. We consider the boundary conditions to be either specular reflections or Maxwellian diffusion. Starting from the reference work of Guo in…

Mathematical Physics · Physics 2016-11-30 Marc Briant

We study numerically the integrable turbulence in the framework of the one-dimensional nonlinear Schrodinger equation (1D-NLSE) of the focusing type using a new approach called the "growing of turbulence". In this approach, we add a small…

Exactly Solvable and Integrable Systems · Physics 2022-12-09 D. S. Agafontsev , A. A. Gelash , R. I. Mullyadzhanov , V. E. Zakharov