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We establish a new version of the stochastic Strichartz estimate for the stochastic convolution driven by jump noise which we apply to the stochastic nonlinear Schr\"{o}dinger equation with nonlinear multiplicative jump noise in the Marcus…

Probability · Mathematics 2021-04-20 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

The influence of an external random field on the competition process in a nonlinear open spatially extended system is analyzed numerically. A three-component model is chosen as the competition model in which a "weak" species can move in…

Pattern Formation and Solitons · Physics 2015-12-02 S. E. Kurushina , V. V. Maximov , E. A. Shapovalova , Yu. M. Romanovskii , I. P. Zavershinskii , D. S. Garipov

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

We introduce a stochastic partial differential equation capable of reproducing the main features of spatiotemporal intermittency (STI). Additionally the model displays a noise induced transition from laminarity to the STI regime. We show by…

Condensed Matter · Physics 2009-10-31 M. G. Zimmermann , R. Toral , O. Piro , M. San Miguel

We consider a small stochastic perturbation of an optimal velocity car-following model. We give a detailed analysis of behavior near the collision singularity. We show that collision is impossible in a simplified model without noise, and…

Probability · Mathematics 2022-09-02 Hossein Nick Zinat Matin , Richard B. Sowers

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

Analysis of PDEs · Mathematics 2020-04-22 Gabriela Marinoschi

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…

Probability · Mathematics 2016-03-17 L Huang

We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…

Probability · Mathematics 2007-05-23 Alexey Kulik

We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The…

Statistical Mechanics · Physics 2015-06-24 D. Valenti , A. Fiasconaro , B. Spagnolo

In this paper, we show the existence and uniqueness of a strong solution to stochastic 3D tamed Navier-Stokes equations driven by multiplicative Levy noise with periodic boundary conditions. Then we establish the large deviation principles…

Probability · Mathematics 2020-02-24 Zhao Dong , Rangrang Zhang

An efficient technique is introduced for model inference of complex nonlinear dynamical systems driven by noise. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. N. Smelyanskiy , D. A. Timucin , A. Bandrivskyy , D. G. Luchinsky

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

The scarcity of water characterising drylands forces vegetation to adopt appropriate survival strategies. Some of these generate water-vegetation feedback mechanisms that can lead to spatial self-organisation of vegetation, as it has been…

Biological Physics · Physics 2013-08-30 John Realpe-Gomez , Mara Baudena , Tobias Galla , Alan J. McKane , Max Rietkerk

In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…

Probability · Mathematics 2014-12-16 José Luís da Silva , Mohamed Erraoui

Self-induced stochastic resonance (SISR) is the emergence of coherent oscillations in slow-fast excitable systems driven solely by noise, without external periodic forcing or proximity to a bifurcation. This work presents a physics-informed…

Machine Learning · Computer Science 2026-01-29 Divyesh Savaliya , Marius E. Yamakou

This paper investigates a class of stochastic Logistic harvesting models driven by tempered stable processes, with a one-sided power-law L\'evy measure. We establish threshold conditions for population extinction and persistence, prove the…

Optimization and Control · Mathematics 2026-05-18 Wenmin Deng , Fu Zhang

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

We prove the existence of random dynamical systems and random attractors for a large class of locally monotone stochastic partial differential equations perturbed by additive L\'{e}vy noise. The main result is applicable to various types of…

Probability · Mathematics 2021-02-23 Benjamin Gess , Wei Liu , Andre Schenke

In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series which has big jump properties. Our contributions…

Machine Learning · Computer Science 2022-11-04 Luxuan Yang , Ting Gao , Yubin Lu , Jinqiao Duan , Tao Liu

We present simple classical dynamical models to address the question of introducing a stochastic nature in a time variable. These models include noise in the time variable but not in the "space" variable, which is opposite to the normal…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira