Related papers: Stochastic modulational instability in the nonline…
In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…
We analyze the stochastic response of a finite set of globally coupled noisy bistable units driven by rather weak time-periodic forces. We focus on the stochastic resonance and phase frequency synchronization of the collective variable,…
Modulation instability (MI) in continuous media described by a system of two cubic-quintic nonlinear Schr\"odinger equations (NLSE) has been investigated with a focus on revealing the contribution of the quintic nonlinearity to the…
Modulation instability, rogue wave and spectral analysis are investigated for the nonlinear Schrodinger equation with the higher-order terms. The modulation instability distribution characteristics from the sixth-order to the eighth-order…
We discuss the effect of stochastic resonance in a simple model of magnetic reversals. The model exhibits statistically stationary solutions and bimodal distribution of the large scale magnetic field. We observe a non trivial amplification…
We experimentally investigate the response of a sheared granular medium in a Couette geometry. The apparatus exhibits the expected stick-slip motion and we probe it in the very intermittent regime resulting from low driving. Statistical…
The modulational instability of spatially uniform states in the nonlinear Schr\"odinger equation is examined in the presence of higher-order dissipation. The study is motivated by results on the effects of three-body recombination in…
The nonlinear propagation of the dust-acoustic bright and dark envelope solitons in an opposite polarity dusty plasma system (composed of non-extensive $q$-distributed electrons, isothermal ions, and positively as well as negatively charged…
In the compagnion paper [Marginal density expansions for diffusions and stochastic volatility, part I] we discussed density expansions for multidimensional diffusions $(X^1,...,X^d)$, at fixed time $T$ and projected to their first $l$…
We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…
We show how the analytical approach of Zakharov and Rubenchik [Sov. Phys. JETP {\bf 38}, 494 (1974)] to modulational instability (MI) of solitary waves in the nonlinear Schr\"oedinger equation (NLS) can be generalised for models with two…
We study theoretically the spatial evolution of optical beams inside a graded-index fiber exhibiting saturable nonlinearity. Utilizing an approach based on the variational principle, we identify the existence of bistable spatial solitons…
In this paper, we investigate the limiting behavior of a continuous-time counterpart of the Stochastic Gradient Descent (SGD) algorithm applied to two-layer overparameterized neural networks, as the number or neurons (ie, the size of the…
Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…
Dispersion effects induce new instabilities and dynamics in the weakly nonlinear description of light propagation in fiber Bragg gratings. A new family of dispersive localized pulses that propagate with the group velocity is numerically…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
Modulational instability (MI) of ion-acoustic waves (IAWs) has been theoretically investigated in a plasma system which is composed of inertial warm adiabatic ions, isothermal positrons, and two temperature superthermal electrons. A…
The modal group delays (GDs) are a key property governing the dispersion of signals propagating in a multimode fiber (MMF). A MMF is in the strong-coupling regime when the total length of the MMF is much greater than the correlation length…
We study the linear growth and nonlinear saturation of the "acoustic Resonant Drag Instability" (RDI) when the dust grains, which drive the instability, have a wide, continuous spectrum of different sizes. This physics is generally…
We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…