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Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

This article is concerned with a mutualism ecological model with stochastic perturbations. the local existence and uniqueness of a positive solution are obtained with positive initial value, and the asymptotic behavior to the problem is…

Analysis of PDEs · Mathematics 2014-06-02 Mei Li , Hongjun Gao , Chenfeng Sun , Yuezheng Gong

A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…

Other Condensed Matter · Physics 2009-11-10 V. N. Smelyanskiy , D. G. Luchinsky , D. A. Timucin , A. Bandrivskyy

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps

Cyclostationary linear inverse models (CS-LIMs), generalized versions of the classical (stationary) LIM, are advanced data-driven techniques for extracting the first-order time-dependent dynamics and random forcing relevant information from…

Numerical Analysis · Mathematics 2025-05-01 Justin Lien , Yan-Ning Kuo , Hiroyasu Ando

This paper studies a time-changed stochastic control problem, where the underlying stochastic process is a L\'evy noise time-changed by an inverse subordinator. We establish a maximum principle theory for the time-changed stochastic control…

Probability · Mathematics 2019-05-29 Erkan Nane , Yinan Ni

We present in this paper the construction of a continuum directed polymer model in an environment given by space-time L\'evy noise. One of the main objectives of this construction is to describe the scaling limit of discrete directed…

Probability · Mathematics 2021-11-17 Quentin Berger , Hubert Lacoin

Competition is the main driver of population dynamics, which shapes the genetic composition of populations and the assembly of ecological communities. Neutral models assume that all the individuals are equivalent and that the dynamics is…

Populations and Evolution · Quantitative Biology 2018-04-11 Matan Danino , Nadav M. Shnerb

Neutral dynamics, where taxa are assumed to be demographically equivalent and their abundance is governed solely by the stochasticity of the underlying birth-death process, has proved itself as an important minimal model that accounts for…

Populations and Evolution · Quantitative Biology 2015-09-09 David Kessler , Samir Suweis , Marco Formentin , Nadav M. Shnerb

In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L\'evy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale…

Probability · Mathematics 2017-06-19 Pooja Agarwal , Utpal Manna , Debopriya Mukherjee

This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…

Probability · Mathematics 2015-12-24 N. T. Dieu , D. H. Nguyen , N. H. Du , G. Yin

Classical ecological models predict that large, diverse communities should be unstable, presenting a central challenge to explaining the stable biodiversity seen in nature. We revisit this long-standing problem by extending the generalized…

Populations and Evolution · Quantitative Biology 2026-02-17 Amer Al-Hiyasat , Daniel W. Swartz , Jeff Gore , Mehran Kardar

We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…

Probability · Mathematics 2011-04-15 Jianhai Bao , Chenggui Yuan

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…

Probability · Mathematics 2017-08-02 Ying Hu , Shanjian Tang

The apparent stability of population oscillations in ecological systems is a long-standing puzzle. A generic solution for this problem is suggested here. The stabilizing mechanism involves the combined effect of spatial migration,…

Populations and Evolution · Quantitative Biology 2007-05-23 Refael Abta , Marcelo Schiffer , Avishag Ben-Ishay , Nadav M. Shnerb

A stochastic SIR epidemic model taking into account the heterogeneity of the spatial environment is constructed. The deterministic model is given by a partial differential equation and the stochastic one by a space-time jump Markov process.…

Probability · Mathematics 2024-12-10 Thierry Gallouët , Etienne Pardoux , Ténan Yeo

We present a new stochastic differential equation model for the spontaneous emission noise and carrier noise in semiconductor lasers. The correlations between these two types of noise have often been neglected in recent studies of the…

Applied Physics · Physics 2018-01-24 Austin McDaniel , Alex Mahalov

We study stochastic differential equations (SDEs) of McKean-Vlasov type with distribution dependent drifts and driven by pure jump L\'{e}vy processes. We prove a uniform in time propagation of chaos result, providing quantitative bounds on…

Probability · Mathematics 2020-11-10 Mingjie Liang , Mateusz B. Majka , Jian Wang

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…

Probability · Mathematics 2025-09-18 Jie Chen , Fan Gu , Boling Guo