Related papers: Simultaneous Small Noise Limit for Singularly Pert…
In this paper we consider the problem of determining the stability properties, and in particular assessing the exponential stability, of a singularly perturbed linear switching system. One of the challenges of this problem arises from the…
We consider scalar ODE with a power singularity at the origin, regularized by an additive fractional noise. We show that, as the intensity in front of the noise goes to $0$, the solution converges to the extremal solutions to the ODE (which…
We establish finite time extinction with probability one for weak solutions of the Cauchy-Dirichlet problem for the 1D stochastic porous medium equation with Stratonovich transport noise and compactly supported smooth initial datum.…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an…
We study the performance of composite pulses in the presence of time-varying control noise on a single qubit. These protocols, originally devised only to correct for static, systematic errors, are shown to be robust to time-dependent…
In this paper, by introducing a new type asymptotic coupling by reflection, we explore the long time behavior of random probability measure flows associated with a large class of one-dimensional McKean-Vlasov SDEs with common noise.…
In recent years, interest in approximation methods for stochastic differential equations (SDEs) with non-Lipschitz continuous coefficients has increased. We show lower bounds for the $L^p$-error of such methods in the case of approximation…
We investigate bifurcation phenomena between slow and fast convergences of synchronization errors arising in the proposed synchronization system consisting of two identical nonlinear dynamical systems linked by a common noisy input only.…
In the present paper we study slow-fast systems of coupled equations from fluid dynamics, where the fast component is perturbed by additive noise. We prove that, under a suitable limit of infinite separation of scales, the slow component of…
Radiative diffusion damps acoustic modes at large comoving wavenumber (k) before decoupling (``Silk damping''). In a simple WKB analysis, neglecting moments of the temperature distribution beyond the quadrupole, damping appears in the…
We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…
This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…
We study a Wiener disorder problem of detecting the minimum of $N$ change-points in $N$ observation channels coupled by correlated noises. It is assumed that the observations in each dimension can have different strengths and that the…
Discrete diffusion models have seen a surge of attention with applications on naturally discrete data such as language and graphs. Although discrete-time discrete diffusion has been established for a while, only recently Campbell et al.…
Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
For an SDE driven by a rotationally invariant $\alpha$-stable noise we prove weak uniqueness of the solution under the balance condition $\alpha+\gamma>1$, where $\gamma$ denotes the Holder index of the drift coefficient. We prove existence…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three…
A broad and growing array of applications rely on the faithful transmission of ultrastable optical signals over noisy paths, requiring cancellation of environmentally induced noise. A generally accepted limit constrains how well the path…