Related papers: A Multiscale-Analysis of Stochastic Bistable React…
We prove a stochastic version of the classical RAGE theorem that applies to the two-point motion generated by noisy transport equations. As a consequence, we identify a necessary and sufficient condition for the corresponding diffusive…
We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the…
The non-linear dynamics of long-wavelength cosmological fluctuations may be phrased in terms of an effective classical, but stochastic evolution equation. The stochastic noise represents short-wavelength modes that continually redshift into…
This paper is concerned with the existence and the stability of travelling wave solutions to a bistable reaction-diffusion equation with a jump discontinuious point on nonlinear term. Sub-super solution method is used throughout this paper.…
We are concerned with travelling wave solutions arising in a reaction diffusion equation with bistable and nonlocal nonlinearity, for which the comparison principle does not hold. Stability of the equilibrium $u\equiv 1$ is not assumed. We…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the…
We consider the transport statistics of classical bistable systems driven by noise. The stochastic path integral formalism is used to investigate the dynamics and distribution of transmitted charge. Switching rates between the two stable…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional order stochastic partial equations of the following form: $D_t^\alpha u(t, x)=\textit{B}u+u\cdot W^H$, where $D_t^\alpha$ is the fractional…
This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…
Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…
In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…
Understanding, predicting, and controlling physical processes often relies on the analysis of the dynamics of partial differential equations (PDEs). In this context, the present study offers an in-depth investigation into the nonlinear…
Sliding motion is evolution on a switching manifold of a discontinuous, piecewise-smooth system of ordinary differential equations. In this paper we quantitatively study the effects of small-amplitude, additive, white Gaussian noise on…
Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…
This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…