Related papers: Simultaneous Small Noise Limit for Singularly Pert…
We consider shot noise processes $(X(t))_{t \geq 0}$ with deterministic response function $h$ and the shots occurring at the renewal epochs $0= S_0 < S_1 < S_2 ...$ of a zero-delayed renewal process. We prove convergence of the…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
We consider a finite dimensional deterministic dynamical system with a global attractor A with a unique ergodic measure P concentrated on it, which is uniformly parametrized by the mean of the trajectories in a bounded set D containing A.…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
Scattering of normally incident longitudinal and transverse acoustic waves by a randomly rough surface of an elastically isotropic solid is analyzed within the small perturbation approach. In the limiting case of a large correlation length…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
In charged fluids obeying particle-hole symmetry, such as the Dirac fluid in graphene, charge transport is diffusive despite the presence of ballistically propagating sound waves: sound waves "hydrodynamically decouple" from the slower…
This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…
In this paper, we show that suitable transport noises produce anomalous dissipation of both enstrophy of solutions to 2D Navier-Stokes equations and of energy of solutions to diffusion equations in all dimensions. The key ingredients are…
Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…
The large deviation principle in the small noise limit is derived for solutions of possibly degenerate It\^o stochastic differential equations with predictable coefficients, which may depend also on the large deviation parameter. The result…
For a continuous-time random walk $X=\{X_t,t\ge 0\}$ (in general non-Markov), we study the asymptotic behavior, as $t\rightarrow \infty$, of the normalized additive functional $c_t\int_0^{t} f(X_s)ds$, $t\ge 0$. Similarly to the Markov…
This paper studies small-time behavior at the supremum of a diffusion process. For a solution to the SDE $\mathrm{d} X_t=\mu(X_t)\mathrm{d} t+\sigma(X_t)\mathrm{d} W_t$ (where $W$ is a standard Brownian motion) we consider…
Quantum diffusion of soliton microcombs has long been recognized as their fundamental noise limit. Here we surpass such limit by utilizing dispersive wave dynamics in multimode microresonators. Through the recoil force provided by these…
We show the first solvable chaotic synchronization model of unidirectionally coupled dynamical systems. We establish a new interpretation of the conditional Lyapunov exponent that characterizes chaotic synchronization completely. Moreover,…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. A particular complimentary error function is identified which matches the discontinuity in the initial condition. The…
Here we analytically examine the response of a limit cycle solution to a simple differential delay equation to a single pulse perturbation of the piecewise linear nonlinearity. We construct the unperturbed limit cycle analytically, and are…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…