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Related papers: The Stochastic Energy-Casimir Method

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This paper studies deterministic and stochastic fixed-time stability of autonomous nonlinear discrete-time (DT) systems. Lyapunov conditions are first presented under which the fixed-time stability of deterministic DT system is certified.…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Farzaneh Tatari , Hamidreza Modares

We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…

Probability · Mathematics 2017-03-10 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Bohdan Maslowski

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

We prove the existence and nonlinear stability of Camm type steady states of the Vlasov-Poisson system in the gravitational case. The paper demonstrates the effectiveness of an approach to the existence and stability problem for steady…

Mathematical Physics · Physics 2007-05-23 Yan Guo , Gerhard Rein

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…

Dynamical Systems · Mathematics 2018-07-10 Eleonora Catsigeras

We show existence, uniqueness and stability for a family of stationary subsonic compressible Euler flows with mass-additions in two-dimensional rectilinear ducts, subjected to suitable time-independent multi-dimensional boundary conditions…

Analysis of PDEs · Mathematics 2022-02-09 Junlei Gao , Hairong Yuan

In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff…

Dynamical Systems · Mathematics 2024-04-04 Chen Wang , Yong Li

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

Recently, extracting data-driven governing laws of dynamical systems through deep learning frameworks has gained a lot of attention in various fields. Moreover, a growing amount of research work tends to transfer deterministic dynamical…

Machine Learning · Statistics 2022-07-05 Cheng Fang , Yubin Lu , Ting Gao , Jinqiao Duan

Using the framework of metriplectic systems on $\R^n$ we will describe a constructive geometric method to add a dissipation term to a Hamilton-Poisson system such that any solution starting in a neighborhood of a nonlinear stable…

Mathematical Physics · Physics 2009-11-13 Petre Birtea , Mihai Boleantu , Mircea Puta , Razvan Micu Tudoran

We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…

Analysis of PDEs · Mathematics 2025-03-18 Jesus Correa , Christian Olivera

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

Probability · Mathematics 2019-05-14 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

We prove the existence of a unique local strong solution to the stochastic compressible Euler system with nonlinear multiplicative noise. This solution exists up to a positive stopping time and is strong in both the PDE and probabilistic…

Analysis of PDEs · Mathematics 2019-01-31 Dominic Breit , Prince Romeo Mensah

We complete classical investigations concerning the dynamical stability of an infinite homogeneous gaseous medium described by the Euler-Poisson system or an infinite homogeneous stellar system described by the Vlasov-Poisson system (Jeans…

Astrophysics of Galaxies · Physics 2015-05-18 Pierre-Henri Chavanis

The purpose of this work is twofold. First, we construct probabilistically strong solutions to the three-dimensional Euler equations perturbed by additive noise that are $\mathbb{P}$-almost surely continuous in time, H\"older in space, and…

Analysis of PDEs · Mathematics 2026-03-06 Umberto Pappalettera , Francesco Triggiano

We propose a mathematical derivation of stochastic compressible Navier-Stokes equation. We consider many-particle systems with a Hamiltonian dynamics supplemented by a friction term and environmental noise. Both the interaction potential…

Analysis of PDEs · Mathematics 2025-03-21 Jesus Correa , Christian Olivera

This work is devoted to the stochastic Zakharov system in dimension four, which is the energy-critical dimension. First, we prove local well-posedness in the energy space $H^1\times L^2$ up to the maximal existence time and a blow-up…

Analysis of PDEs · Mathematics 2024-10-08 Sebastian Herr , Michael Röckner , Martin Spitz , Deng Zhang

The main goal of this paper is to prove that if the energy-momentum (or energy-Casimir) method predicts formal instability of a relative equilibrium in a Hamiltonian system with symmetry, then with the addition of dissipation, the relative…