English
Related papers

Related papers: A Multiscale-Analysis of Stochastic Bistable React…

200 papers

In this paper, we established quadratic transportation cost inequalities for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise on the whole line $\mathbb{R}$. Since the space variable is…

Probability · Mathematics 2025-02-12 Yue Li , Shijie Shang , Tusheng Zhang

In a companion paper, we established nonlinear stability with detailed diffusive rates of decay of spectrally stable periodic traveling-wave solutions of reaction diffusion systems under small perturbations consisting of a nonlocalized…

Analysis of PDEs · Mathematics 2015-05-28 Mathew Johnson , Pascal Noble , L. Miguel Rodrigues , Kevin Zumbrun

Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…

Statistical Mechanics · Physics 2009-11-10 B. Kaulakys , J. Ruseckas

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

We study an excitable active rotator with slowly adapting nonlinear feedback and noise. Depending on the adaptation and the noise level, this system may display noise-induced spiking, noise-perturbed oscillations, or stochastic busting. We…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Igor Franović , Serhiy Yanchuk , Sebastian Eydam , Iva Bačić , Matthias Wolfrum

We investigate the role of noise in the phenomenon of stochastic synchronization of switching events in a rocked, overdamped bistable potential driven by white Gaussian noise, the archetype description of Stochastic Resonance. We present a…

We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

Statistical Mechanics · Physics 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…

Analysis of PDEs · Mathematics 2024-06-07 Mark van den Bosch , Hermen Jan Hupkes

In light of recent work on particles fluctuating in linear viscoelastic fluids, we study a linear stochastic partial-integro-differential equation with memory that is driven by a stationary noise on a bounded, smooth domain. Using the…

Probability · Mathematics 2021-11-02 Scott A. McKinley , Hung D. Nguyen

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…

Condensed Matter · Physics 2007-05-23 Miguel A. Munoz

We establish the existence of weak martingale solutions to a class of second order parabolic stochastic partial differential equations. The equations are driven by multiplicative jump type noise, with a non-Lipschitz multiplicative…

Probability · Mathematics 2018-09-28 Zdzisław Brzeźniak , Erika Hausenblas , Paul Razafimandimby

In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and for an appropriate scaling between the distance from…

Probability · Mathematics 2007-05-23 D. Blömker , G. A. Pavliotis , M. Hairer

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

We study the effects of noise on stationary pulse solutions (bumps) in spatially extended neural fields. The dynamics of a neural field is described by an integrodifferential equation whose integral term characterizes synaptic interactions…

Pattern Formation and Solitons · Physics 2012-05-15 Zachary P. Kilpatrick , Bard Ermentrout

In this article, we consider fractional stochastic wave equations on $\mathbb R$ driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2019-04-23 Jian Song , Xiaoming Song , Fangjun Xu

We study 2D fronts propagating up a co-moving reaction rate gradient in finite number reaction-diffusion systems. We show that in a 2D rectangular channel, planar solutions to the deterministic mean-field equation are stable with respect to…

Statistical Mechanics · Physics 2009-11-11 C. Scott Wylie , Herbert Levine , David A. Kessler

In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…

Numerical Analysis · Mathematics 2024-07-11 Yahya Alnashri , Hasan Alzubaidi

We investigate stochastic reaction-diffusion equations on finite metric graphs. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given. The vertex conditions are the standard…

Dynamical Systems · Mathematics 2023-03-03 Eszter Sikolya