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We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…

Analysis of PDEs · Mathematics 2019-01-17 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

We show that, in one spatial and arbitrary jump dimension, the averaged solution of a Marcustype SPDE with pure jump L\'evy transport noise satisfies a dissipative deterministic equation involving a fractional Laplace-type operator. To this…

Probability · Mathematics 2024-02-14 Franco Flandoli , Andrea Papini , Marco Rehmeier

This paper discusses the first exit and Dirichlet problems of the nonisotropic tempered $\alpha$-stable process $X_t$. The upper bounds of all moments of the first exit position $\left|X_{\tau_D}\right|$ and the first exit time $\tau_D$ are…

Probability · Mathematics 2019-01-11 Xing Liu , Weihua Deng

We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…

Probability · Mathematics 2020-06-18 Carsten Chong , Péter Kevei

In this paper we investigate stability of travelling wave solutions to a class of reaction-diffusion equations perturbed by infinite-dimensional additive noise with H\"older continuous paths, covering in particular fractional Brownian…

Probability · Mathematics 2026-01-12 Amjad Saef , Wilhelm Stannat

We study a reaction-diffusion evolution equation perturbed by a space-time L\'evy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a $C_0$-semigroup of strictly negative type acting in a Hilbert space…

Probability · Mathematics 2012-12-27 Sergio Albeverio , Elisa Mastrogiacomo , Boubaker Smii

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

Dynamical Systems · Mathematics 2018-02-08 Getachew K. Befekadu

The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $\alpha$-stable L\'evy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage…

Statistical Mechanics · Physics 2020-03-16 Krzysztof Szczepaniec , Bartlomiej Dybiec

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

This paper enhances the classical Solow model of economic growth by integrating L\'evy noise, a type of non-Gaussian stochastic perturbation, to capture the inherent uncertainties in economic systems. The extended model examines the impact…

General Economics · Economics 2026-02-03 Almaz Abebe , Shenglan Yuanb , Daniel Tesfay , James Brannan

The {\alpha}-stable L\'evy process, commonly used to describe L\'evy flight, is characterized by discontinuous jumps and is widely used to model anomalous transport phenomena. In this study, we investigate the associated exit problem and…

Numerical Analysis · Mathematics 2026-01-16 Minglei Yang , Diego del-Castillo-Negrete , Guannan Zhang

We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

This paper numerically investigates the mean first passage time (MFPT) and phase transition of a bistable Duffing system driven by L\'evy stable noise, which can reduce to the common Gaussian noise with the stability index 2. We obtain the…

Chaotic Dynamics · Physics 2013-09-06 Yong Xu , Juanjuan Li , Jing Feng

We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…

Probability · Mathematics 2025-12-22 Zdzisław Brzeźniak , Enrico Priola , Jianliang Zhai , Jiahui Zhu

We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…

Probability · Mathematics 2025-02-05 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state $0$, say, subject to a perturbation by a stochastic integral which is driven by an $\varepsilon$-small and…

Probability · Mathematics 2020-06-22 André de Oliveira Gomes , Michael A. Högele