Related papers: Existence of Noise Induced Order, a Computer Aided…
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
Classical quasi-integrable systems are known to have Lyapunov times much shorter than their ergodicity time, but the situation for their quantum counterparts is less well understood. As a first example, we examine the quantum Lyapunov…
Guided by a geometric understanding developed in earlier works of Wang and Young, we carry out some numerical studies of shear-induced chaos. The settings considered include periodic kicking of limit cycles, random kicks at Poisson times,…
Depending on the frequency range of interest, finite element-based modeling of acoustic problems leads to dynamical systems with very high dimensional state spaces. As these models can mostly be described with second order linear dynamical…
We study stochastic optimization from a joint continuous-discrete point of view. Starting from a second-order stochastic differential equation interpreted as a noisy accelerated gradient flow, we discretize the dynamics by a fully implicit…
The presence of chaos in classical Hamiltonian systems is witnessed by its maximal Lyapunov exponent, that quantifies the instability of motion through the exponential growth of indicators such as the trace of the stability matrix or the…
In chaotic dynamical systems such as the weather, prediction errors grow faster in some situations than in others. Real-time knowledge about the error growth could enable strategies to adjust the modelling and forecasting infrastructure…
A boundary feedback stabilisation problem of non-uniform linear hyperbolic systems of balance laws with additive disturbance is discussed. A continuous and a corresponding discrete Lyapunov function is defined. Using an…
We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…
This work investigates the strong and weak convergence orders of numerical methods for SDEs driven by time-changed L\'{e}vy noise under the globally Lipschitz conditions. Based on the duality theorem, we prove that the numerical…
We introduce a solvable model of a measurement-induced phase transition (MIPT) in a deterministic but chaotic dynamical system with a positive Lyapunov exponent. In this setup, an observer only has a probabilistic description of the system…
We have studied the synchronization induced by periodic inputs applied to the finite $N$-unit coupled bistable Langevin model which is subjected to cross-correlated additive and multiplicative noises. Effects on the synchronization of the…
We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…
The effects of noise on the dynamics of nonlinear systems is known to lead to many counter-intuitive behaviors. Using simple planar limit cycle oscillators, we show that the addition of moderate noise leads to qualitatively different…
Complex physical systems are unavoidably subjected to external environments not accounted for in the set of differential equations that models them. The resulting perturbations are standardly represented by noise terms. We derive conditions…
We show that a wide class of uncoupled limit cycle oscillators can be in-phase synchronized by common weak additive noise. An expression of the Lyapunov exponent is analytically derived to study the stability of the noise-driven…
In this paper we propose a method to estimate the initial state of a linear dynamical system with noisy observation. The method allows the user to have estimations in real time, that is, to have a new estimation for each new observation.…
In a system of non-linear chemical reactions called the Brusselator, we show that {\it intrinsic noise} can be regulated to drive it to exhibit resonance in the presence of a sub-threshold signal. The phenomena of periodic stochastic…
We consider an inviscid stochastically forced dyadic model, where the additive noise acts only on the first component. We prove that a strong solution for this problem exists and is unique by means of uniform energy estimates. Moreover, we…
Indirect noise is a significant contributor to aircraft engine noise, which needs to be minimized in the design of aircraft engines. Indirect noise is caused by the acceleration of flow inhomogeneities through a nozzle. High-fidelity…