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The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…

Quantum Physics · Physics 2016-09-08 L. Accardi , S. V. Kozyrev , I. V. Volovich

We establish the existence and uniqueness of solutions to an abstract nonlinear equation driven by a multiplicative noise of L\'evy type, which covers many hydrodynamical models including 2D Navier-Stokes equations, 2D MHD equations, the 2D…

Probability · Mathematics 2021-05-11 Xuhui Peng , Juan Yang , Jianliang Zhai

We explore the relationship between mechanical systems describing the motion of a particle with the mechanical systems describing a continuous medium. More specifically, we will study how the so-called intermediate integrals or fields of…

Mathematical Physics · Physics 2020-07-15 Ricardo J. Alonso-Blanco

We present a formal kinetic derivation of a second order macroscopic traffic model from a stochastic particle model. The macroscopic model is given by a system of hyperbolic partial differential equations (PDEs) with a discontinuous flux…

Mathematical Physics · Physics 2024-03-06 Felisia Angela Chiarello , Simone Göttlich , Thomas Schilliger , Andrea Tosin

We demonstrate the phenomenon of stochastic resonance (SR) for discrete-time dynamical systems. We investigate various systems that are not necessarily bistable, but do have two well defined states, switching between which is aided by…

chao-dyn · Physics 2009-10-30 Prashant M. Gade , Renuka Rai , Harjinder Singh

This paper investigates the long-time dynamics of solutions for an abstract nonlinear stochastic hydrodynamic-type equation driven by multiplicative L\'{e}vy noise. The framework encompasses several key hydrodynamical models, including the…

Probability · Mathematics 2026-04-24 Jiangwei Zhang

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

Probability · Mathematics 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

We derive the equations of motion of relativistic, non-resistive, second-order dissipative magnetohydrodynamics from the Boltzmann equation using the method of moments. We assume the fluid to be composed of a single type of point-like…

We propose a simple model for the phenomenon of Eulerian spontaneous stochasticity in turbulence. This model is solved rigorously, proving that infinitesimal small-scale noise in otherwise a deterministic multi-scale system yields a…

Chaotic Dynamics · Physics 2022-01-19 Alexei A. Mailybaev , Artem Raibekas

In this study we consider the stability and transitions for the Poiseuille flow of a second grade fluid which is a model for non-Newtonian fluids. We restrict our attention to flows in an infinite pipe with circular cross section that are…

Analysis of PDEs · Mathematics 2025-07-24 Saadet Ozer , Taylan Sengul

We prove the existence of a global random attractor for a certain class of stochastic partly dissipative systems. These systems consist of a partial (PDE) and an ordinary differential equation (ODE), where both equations are coupled and…

Probability · Mathematics 2020-03-10 Christian Kuehn , Alexandra Neamtu , Anne Pein

We consider the system of partial differential equations governing two-dimensional flows of a robust class of viscoelastic rate-type fluids with stress diffusion, involving a general objective derivative. The studied system generalizes the…

Analysis of PDEs · Mathematics 2022-06-08 Miroslav Bulíček , Josef Málek , Casey Rodriguez

We describe a method to address efficiently problems of two-phase flow in the regime of low particle Reynolds number and negligible Brownian motion. One of the phases is an incompressible continuous fluid and the other a discrete…

Condensed Matter · Physics 2016-08-31 Stefan Schwarzer

We investigate the stability properties of discrete and hybrid stochastic nonlinear dynamical systems. More precisely, we extend the stochastic contraction theorems (which were formulated for continuous systems) to the case of discrete and…

Optimization and Control · Mathematics 2008-04-08 Quang-Cuong Pham

We prove the pathwise well-posedness of stochastic porous media and fast diffusion equations driven by nonlinear, conservative noise. As a consequence, the generation of a random dynamical system is obtained. This extends results of the…

Analysis of PDEs · Mathematics 2019-01-09 Benjamin Fehrman , Benjamin Gess

Recent work in dynamical systems theory has shown that many properties that are associated with irreversible processes in fluids can be understood in terms of the dynamical properties of reversible, Hamiltonian systems. That is,…

chao-dyn · Physics 2015-06-24 J. R. Dorfman

We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…

Probability · Mathematics 2012-01-05 Yutaka Terasawa , Nobuo Yoshida