Related papers: Slow-Fast Systems with Fractional Environment and …
We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…
A succesful method to describe the asymptotic behavior of a discrete time stochastic process governed by some recursive formula is to relate it to the limit sets of a well chosen mean differential equation. Under an attainability condition,…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
Rotations on the circle by irrational numbers give rise to uniquely ergodic Sturm dynamical systems. We show that rotations by badly approximable irrationals have the property of fast ergodicity. It was shown recently that any Sturmian…
Weak convergence of the stochastic evolutionary system to the average evolutionary system is proved. The method proposed by R.Liptser in for semimartingales is used. But we apply a solution of singular perturbation problem instead of…
Averaging principle is an effective method for investigating dynamical systems with highly oscillating components. In this paper, we study three types of averaging principle for stochastic complex Ginzburg-Landau equations. Firstly, we…
Multi-system interaction is an important and difficult problem in physics. Motivated by the experimental result of an electronic circuit element "Fractor", we introduce the concept of dynamic-order fractional dynamic system, in which the…
This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…
We relate the convergence of time-changed processes driven by fractional equations to the convergence of corresponding Dirichlet forms. The fractional equations we dealt with are obtained by considering a general fractional operator in…
The hindered diffusion model is introduced. It is a continuum model giving the dynamics of a conserved density. Similar to the spin-facilitated models, the kinetics are hindered by a fluctuating diffusion coefficient that decreases as the…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
We investigate continuous time random walks with truncated $\alpha$-stable trapping times. We prove distributional ergodicity for a class of observables; namely, the time-averaged observables follow the probability density function called…
This work deals with the finite time stability of generalized proportional fractional systems with time delay. First, based on the generalized proportional Gr\"onwall inequality, we derive an explicit criterion that enables the system…
We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable L\'evy noises, whose stable indexes may be different. The…
Modelling stochastic systems has many important applications. Normal form coordinate transforms are a powerful way to untangle interesting long term macroscale dynamics from detailed microscale dynamics. We explore such coordinate…
A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtained analytically in the case of sufficiently large time…
Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…
We study the ergodic behaviour of a discrete-time process $X$ which is a Markov chain in a stationary random environment. The laws of $X_t$ are shown to converge to a limiting law in (weighted) total variation distance as $t\to\infty$.…
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein…