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We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a…

Statistical Mechanics · Physics 2013-11-05 Yaming Chen , Adrian Baule , Hugo Touchette , Wolfram Just

In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…

Probability · Mathematics 2024-12-05 Jianhai Bao , Goncalo Dos Reis , Yue Wu

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

A set of traveling wave solution to convection-reaction-diffusion equation is studied by means of methods of local nonlinear analysis and numerical simulation. It is shown the existence of compactly supported solutions as well as solitary…

Pattern Formation and Solitons · Physics 2015-05-13 Vsevolod A. Vladimirov

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We consider a lattice equation modelling one-dimensional metamaterials formed by a discrete array of nonlinear resonators. We focus on periodic travelling waves due to the presence of a periodic force. The existence and uniqueness results…

Mathematical Physics · Physics 2024-01-26 M. Agaoglou , M. Feckan , M. Pospisil , V. M. Rothos , H. Susanto

This paper is devoted to study the wave propagation and its stability for a class of two-component discrete diffusive systems. We first establish the existence of positive monotone monostable traveling wave fronts. Then, applying the…

Dynamical Systems · Mathematics 2020-12-02 Zhixian Yu , Yuji Wan , Cheng-Hsiung Hsu

We propose the set of coupled ordinary differential equations dn_j/dt=(n_{j-1})^2-(n_j)^2 as a discrete analog of the classic Burgers equation. We focus on traveling waves and triangular waves, and find that these special solutions of the…

Statistical Mechanics · Physics 2014-12-25 E. Ben-Naim , P. L. Krapivsky

We consider the barotropic Navier--Stokes system driven by a physically well-motivated transport noise in both continuity as well as momentum equation. We focus on three different situations: (i) the noise is smooth in time and the…

Analysis of PDEs · Mathematics 2021-12-13 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Ewelina Zatorska

The effects of noise on the dynamics of nonlinear systems is known to lead to many counter-intuitive behaviors. Using simple planar limit cycle oscillators, we show that the addition of moderate noise leads to qualitatively different…

Chaotic Dynamics · Physics 2015-06-17 Jay M. Newby , Michael A. Schwemmer

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For…

Dynamical Systems · Mathematics 2018-12-24 Susmita Sadhu , Christian Kuehn

We study a system of differential equation simulating transport phenomena in active structured media. The model is a generalization of the McKean s modification of the celebrated FitzHugh--Nagumo system, describing the nerve impulse…

Mathematical Physics · Physics 2015-06-11 Wojciech Likus , Vsevolod A. Vladimirov

This paper is concerned with stochastic incompressible Navier-Stokes equations with multiplicative noise in two dimensions with respect to periodic boundary conditions. Based on the Helmholtz decomposition of the multiplicative noise,…

Numerical Analysis · Mathematics 2022-11-28 Hailong Qiu

We consider stochastic perturbations of PDEs which have special pattern solutions, such as (nonlinear) travelling waves, solitons, and spiral waves. We show orbital stability of these patterns on a timescale which is exponential in the…

Dynamical Systems · Mathematics 2024-06-25 Joris van Winden

Pathwise uniqueness for stochastic PDEs with drift in differential form is a main open problem in the recent literature on regularisation by noise. This paper establishes a self-contained theory in the framework of stochastic evolution…

Probability · Mathematics 2025-12-22 Davide Addona , Davide Bignamini , Carlo Orrieri , Luca Scarpa

The dynamics of an ensemble of bistable elements under the influence of noise and with global time-delayed coupling is studied numerically by using a Langevin description and analytically by using 1) a Gaussian approximation and 2) a…

Statistical Mechanics · Physics 2009-11-10 Daniel Huber , Lev S. Tsimring

Cortical spreading depression and spreading depolarization (CSD) are waves of neuronal depolarization that spread across the cortex, leading to a temporary saturation of brain activity. They are associated to various brain disorders such as…

Dynamical Systems · Mathematics 2023-06-16 David Reyner-Parra , Carles Bonet , Teresa M. Seara , Gemma Huguet

We consider stationary solutions of the three dimensional Navier--Stokes equations (NS3D) with periodic boundary conditions and driven by an external force which might have a deterministic and a random part. The random part of the force is…

Analysis of PDEs · Mathematics 2007-05-23 Cyril Odasso

Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…

Probability · Mathematics 2024-12-17 Zimo Hao , Michael Röckner , Xicheng Zhang

Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…

Statistical Mechanics · Physics 2015-11-18 Giovanni Volpe , Jan Wehr
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