Related papers: Growth and fluctuation in perturbed nonlinear Volt…
This paper considers the asymptotic behaviour of deterministically and stochastically forced linear pantograph equations. The asymptotic behaviour is studied in the case when all solutions of the pantograph equation without forcing tend to…
We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…
We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster than linearly and degenerate on the boundaries of…
We consider the following singularly perturbed nonlinear elliptic problem: $$-\e^2\Delta u+V(x)u=f(u),\ u\in H^1(\mathbb{R^N}),$$ where $N\ge 3$ and the nonlinearity $f$ is of critical growth. In this paper, we construct a solution $u_\e$…
This paper develops a characterisation of when solutions of forced second order linear differential equations converge to the zero solution of the asymptotically stable and unforced second order equation, or when the solution is bounded,…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
The dynamics of a system formed by a finite number $N$ of globally coupled bistable oscillators and driven by external forces is studied focusing on a global variable defined as the arithmetic mean of each oscillator variable. Several…
We complement and extend our work on fluctuation relations arising in nonequilibrium systems in steady states driven by L\'evy noise [Phys. Rev. E 76, 020101(R) (2006)]. As a concrete example, we consider a particle subjected to a drag…
A stochastic dynamical system represented through a linear vector equation in idempotent algebra is considered. We propose simple bounds on the mean growth rate of the system state vector, and give an analysis of absolute error of a bound.…
We propose a new approach to the study of (nonlinear) growth and instability for semilinear evolution equations with compact nonlinearities. We show, in particular, that compact nonlinear perturbations of a linear evolution equation can be…
A diffusive system coupled to unequal boundary reservoirs reaches a non-equilibrium steady state. While the full-counting-statistics of current fluctuations in these states are well understood for generic systems, results for steady-state…
In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…
This article is focused on the asymptotic expansions, as time tends to infinity, of solutions of a system of ordinary differential equations with non-smooth nonlinear terms. The forcing function decays to zero in a very complicated but…
Using linearized elasticity as a convenient mechanical framework, we show that volumetric growth can be formulated as an optimization-driven process in which the growth tensor is determined implicitly by constrained optimization rather than…
We consider semilinear evolution equations of the form $a(t)\partial_{tt}u + b(t) \partial_t u + Lu = f(x,u)$ and $b(t) \partial_t u + Lu = f(x,u),$ with possibly unbounded $a(t)$ and possibly sign-changing damping coefficient $b(t)$, and…
The over-damped motion of a Brownian particle in an asymmetric, bistable, fluctuating potential shows noise induced stability: For intermediate fluctuation rates the mean occupancy of minima with an energy above the absolute minimum is…
In this paper we study the existence of bound states of the following class of quasilinear problems, \begin{equation*} \left\{ \begin{aligned} &-\varepsilon ^p\Delta_pu+V(x)u^{p-1}=f(u)+u^{p^\ast -1},\ u>0,\ \text{in}\ \mathbb{R}^{N}, &\lim…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The dynamics of linear stochastic growth equations on growing substrates is studied. The substrate is assumed to grow in time following the power law $t^\gamma$, where the growth index $\gamma$ is an arbitrary positive number. Two different…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…