Related papers: Growth and fluctuation in perturbed nonlinear Volt…
We investigate nonlinear stochastic Volterra equations in space and time that are driven by L\'evy bases. Under a Lipschitz condition on the nonlinear term, we give existence and uniqueness criteria in weighted function spaces that depend…
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
The upper bounds for the rate of fluctuation growth of an observable in both open and closed quantum systems have been studied actively recently. In our recent work we showed that the rate of fluctuation growth for an observable in a closed…
In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
For a truncated stochastically perturbed equation $x_{n+1}=\max\{ f(x_n)+l\chi_{n+1}, 0 \}$ with $f(x)<x$ on $(0,m)$, which corresponds to the Allee effect, we observe that for very small perturbation amplitude $l$, the eventual behavior is…
The flow of frictionless granular particles is studied with stress-controlled discrete element modeling simulations for systems varying in size from 300 to 100,000 particles. The volume fraction and shear stress ratio $\mu$ are relatively…
Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…
This paper determines the rate of growth to infinity of a scalar autonomous nonlinear functional differential equation with finite delay, where the right hand side is a positive continuous linear functional of $f(x)$. We assume $f$ grows…
In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
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…
We consider nonlinear elliptic systems satisfying componentwise coercivity condition. The nonlinear terms have controlled growths with respect to the solution and its gradient, while the behaviour in the independent variable is governed by…
We study higher-order small-noise fluctuation expansions for the overdamped Langevin dynamics in a quartic double-well potential. Assuming that the initial data admits a suitable expansion structure, we obtain a strong dynamical expansion…
The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…
We study a class of nonlinear non-autonomous nonlocal equations with subcritical and critical exponential nonlinearity. The involved potential can vanish at infinity.
We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…