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We study reaction diffusion equations with a deterministic reaction term as well as two random reaction terms, one that acts on the interior of the domain, and another that acts only on the boundary of the domain. We are interested in the…

Probability · Mathematics 2018-04-16 Sandra Cerrai , Nicholas Paskal

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

Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…

Statistical Mechanics · Physics 2025-09-05 Jiayao Shao , Tobias Grafke , Robert S. MacKay

In this paper a stochastic reaction diffusion system is considered, which models the spread of a finite population reacting with a non-renewable resource in the presence of individual based noise. A two-parameter phase diagram is…

Probability · Mathematics 2009-01-27 Carl Mueller , Roger Tribe

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

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…

Adaptation and Self-Organizing Systems · Physics 2019-06-26 Melvyn Tyloo , Robin Delabays , Philippe Jacquod

The mean exit time escaping basin of attraction in the presence of white noise is of practical importance in various scientific fields. In this work, we propose a strategy to control mean exit time of general stochastic dynamical systems to…

Machine Learning · Statistics 2023-08-09 Yang Li , Shenglan Yuan , Shengyuan Xu

The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e. when the drift is only contractive out of a compact set but…

Probability · Mathematics 2020-06-04 Fabien Panloup , Alexandre Richard

Dynamical systems having many coexisting attractors present interesting properties from both fundamental theoretical and modelling points of view. When such dynamics is under bounded random perturbations, the basins of attraction are no…

We give a comprehensive study of the analytic properties and long-time behavior of solutions of a reaction-diffusion system in a bounded domain in the case where the nonlinearity satisfies the standard monotonicity assumption. We pay the…

Analysis of PDEs · Mathematics 2020-06-11 Anna Kostianko , Chunyou Sun , Sergey Zelik

For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…

Statistical Mechanics · Physics 2024-09-13 Davide Santolin , Nahuel Freitas , Massimiliano Esposito , Gianmaria Falasco

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

Statistical Mechanics · Physics 2017-10-03 Corentin Herbert , Freddy Bouchet

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

Dynamical Systems · Mathematics 2022-06-17 Matti Leimbach , Jonathan C. Mattingly , Michael Scheutzow

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…

Probability · Mathematics 2007-10-16 Nils Berglund , Bastien Fernandez , Barbara Gentz

This paper considers discrete-time switched systems under dwell-time switching and in the presence of saturation nonlinearity. Based on Multiple Lyapunov Functions and using polytopic representation of nested saturation functions, a…

Dynamical Systems · Mathematics 2014-11-07 Masood Dehghan

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

In this Note, we describe the stationary equilibria and the asymptotic behaviour of an heterogeneous logistic reaction-diffusion equation under the influence of autonomous or time-periodic forcing terms. We show that the study of the…

Analysis of PDEs · Mathematics 2010-06-15 Mickaël D. Chekroun , Lionel Roques

We consider the problem of stochastic exit from a planar domain, whose boundary is an unstable periodic orbit, and which contains a stable periodic orbit. This problem arises when investigating the distribution of noise-induced phase slips…

Probability · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…

Analysis of PDEs · Mathematics 2019-09-13 Pierre-Louis Lions , Panagiotis E. Souganidis

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford