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We investigate the dynamical behavior of pull-back trajectories for nonautonomous stochastic feedback systems with multiplicative noise. We proved that there exists a random periodic solution of this system and all pull-back trajectories…

Dynamical Systems · Mathematics 2022-03-17 Zhao Dong , Weili Zhang , Zuohuan Zheng

Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…

Physics and Society · Physics 2015-05-14 Tobias Galla

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

Analysis of PDEs · Mathematics 2013-07-26 H. Gao , M. J. Garrido-Atienza , B. Schmalfuss

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

For stochastic Hindmarsh-Rose equations with additive noises in the study of neurodynamics, the longtime and global pullback dynamics on a two-dimensional bounded domain is explored in this work. Using the additive transformation and by the…

Analysis of PDEs · Mathematics 2019-09-10 Chi Phan , Yuncheng You

We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…

Probability · Mathematics 2026-05-13 Pierre Cardaliaguet , Benjamin Jourdain

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

In this paper, we consider the random attractors for a class of locally monotone stochastic partial differential equations perturbed by the linear multiplicative fractional Brownian motion with Hurst index $H\in(\frac{1}{2},1)$. We obtain…

Probability · Mathematics 2023-11-30 Qiyong Cao , Hongjun Gao

We show that the stochastic flow generated by the Stochastic Navier-Stokes equations in a 2-dimensional Poincar\'e domain has a unique random attractor. This result complements a recent result by Brze\'zniak and Li [10] who showed that the…

Probability · Mathematics 2013-01-10 Z. Brzeźniak , T. Caraballo , J. A. Langa , Y. Li , G. Łukaszewicz , J. Real

We provide an example for stabilization by noise. Our approach does not rely on monotonicity arguments due to the presence of higher order differential operators or mixing properties of the system as the noise might be highly degenerate. In…

Dynamical Systems · Mathematics 2017-11-20 Luigi Amedeo Bianchi , Dirk Blömker , Meihua Yang

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

Probability · Mathematics 2019-05-14 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

The construction of attractors of a dissipative difference equation is usually based on compactness assumptions. In this paper, we replace them with contractivity assumptions under which the pullback and forward attractors are identical. As…

Dynamical Systems · Mathematics 2022-05-16 Huy Huynh , Abdullah Kalkan

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

In this paper we focus on the stochastic Euler-Poincar\'{e} equations with pseudo-differential/multiplicative noise. We first establish two new cancellation properties on pseudo-differential operators, which play a key role in energy…

Analysis of PDEs · Mathematics 2022-09-16 Hao Tang

In this work we derive and analyze coarse-grained descriptions of self-propelled particles with selective attraction-repulsion interaction, where individuals may respond differently to their neighbours depending on their relative state of…

Soft Condensed Matter · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

We derive and study stochastic dissipative dynamics on coadjoint orbits by incorporating noise and dissipation into mechanical systems arising from the theory of reduction by symmetry, including a semidirect-product extension. Random…

Dynamical Systems · Mathematics 2017-08-02 Alexis Arnaudon , Alex L. Castro , Darryl D. Holm

For large systems of Brownian particles interacting through their ranks introduced in (Banner, Fernholz, Karatzas, 2005), the empirical cumulative distribution function satisfies a porous medium PDE. However, when we introduce a common…

Probability · Mathematics 2019-05-13 Praveen Kolli , Andrey Sarantsev

A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…

Disordered Systems and Neural Networks · Physics 2017-08-16 Clement Zankoc , Duccio Fanelli , Francesco Ginelli , Roberto Livi