Related papers: Growth and fluctuation in perturbed nonlinear Volt…
We present an abstract framework to study weak convergence of numerical approximations of linear stochastic partial differential equations driven by additive L\'evy noise. We first derive a representation formula for the error which we then…
We establish conditions guaranteeing that all eventually positive increasing solutions of a half-linear delay differential equation are regularly varying and derive precise asymptotic formulae for them. The results here presented are new…
We consider the deterministic and stochastic versions of a first order non-autonomous differential equation which allows us to discuss the persistence of rivers ("fleuves") under noise.
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
Classical ecological models predict that large, diverse communities should be unstable, presenting a central challenge to explaining the stable biodiversity seen in nature. We revisit this long-standing problem by extending the generalized…
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…
We examine the nonperturbative effect of maximum momentum on the relativistic wave equations. In momentum representation, we obtain the exact eigen-energies and wavefunctions of one-dimensional Klein-Gordon and Dirac equation with linear…
In this paper we study the vanishing inertia and viscosity limit of a second order system set in an Euclidean space, driven by a possibly nonconvex time-dependent potential satisfying very general assumptions. By means of a variational…
Hill's equations arise in a wide variety of physical problems, and are specified by a natural frequency, a periodic forcing function, and a forcing strength parameter. This classic problem is generalized here in two ways: [A] to Random…
We consider the wind-forced nonlinear Schroedinger (NLS) equation obtained in the potential flow framework when the Miles growth rate is of the order of the wave steepness. In this case, the form of the wind-forcing terms gives rise to the…
Motivated by a problem of optimal harvesting of natural resources, we study a control problem for Volterra type dynamics driven by time-changed L\'evy noises, which are in general not Markovian. To exploit the nature of the noise, we make…
In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…
We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter $H \in (1/2,1)$. The model captures persistent, long-range correlated forcing consistent with…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
We prove limit theorems for cylindrical martingale problems associated to L\'evy generators. Furthermore, we give sufficient and necessary conditions for the Feller property of well-posed problems with continuous coefficients. We discuss…
The growth-fragmentation equation models systems of particles that grow and split as time proceeds. An important question concerns the large time asymptotic of its solutions. Doumic and Escobedo ($2016$) observed that when growth is a…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
The small and large size behavior of stationary solutions to the fragmentation equation with size diffusion is investigated. It is shown that these solutions behave like stretched exponentials for large sizes, the exponent in the…
We consider stochastic difference equation x_{n+1} = x_n (1 - h f(x_n) + \sqrt{h} g(x_n) \xi_{n+1}), where functions f and g are nonlinear and bounded, random variables \xi_i are independent and h>0 is a nonrandom parameter. We establish…
We discuss the existence and non-existence of non-negative, non-decreasing solutions of certain perturbed Hammerstein integral equations with derivative dependence. We present some applications to nonlinear, second order boundary value…