Related papers: Mixing for acoustic wave motion with boundary rand…
The transduction process that occurs in the inner ear of the auditory system is a complex mechanism which requires a non-linear dynamical description. In addition to this, the stochastic phenomena that naturally arise in the inner ear…
Sliding motion is evolution on a switching manifold of a discontinuous, piecewise-smooth system of ordinary differential equations. In this paper we quantitatively study the effects of small-amplitude, additive, white Gaussian noise on…
This paper is devoted to proving the polynomial mixing for a weakly damped stochastic nonlinear Schr\"{o}dinger equation with additive noise on a 1D bounded domain. The noise is white in time and smooth in space. We consider both focusing…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
Damped internal wave beams in stratified fluids have long been known to generate strong mean flows through a mechanism analogous to acoustic streaming. While the role of viscous boundary layers in acoustic streaming has thoroughly been…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by "controlled" Markov noise. In particular, the faster and slower recursions have non-additive controlled Markov noise…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
A rarely exploited advantage of time-domain boundary integral equations compared to their frequency counterparts is that they can be used to treat certain nonlinear problems. In this work we investigate the scattering of acoustic waves by a…
We study the dynamical behaviors of a system of five coupled nonlinear equations that describes the dynamics of acoustic-gravity waves in the atmosphere. A linear stability analysis together with the analysis of Lyapunov exponents spectra…
The collective behaviour, in respect of stochastic resonance, has been studied in globally coupled oscillators (with fractional-order intrinsic and external damping), driven by a sinusoidal force which is either noise-free or…
A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…
A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…
We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…
We study the stochastic dynamics of a system of interacting species in a stochastic environment by means of a continuous-time Markov chain with transition rates depending on the state of the environment. Models of gene regulation in systems…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
In this paper I will review some basic aspects of the mechanism of stochastic resonance. Stochastic resonance was first introduced as a possible mechanism to explain long term climatic variation. Since then, there have been many…
We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…
We consider the inverse problem for the wave equation which consists of determining an unknown space-dependent force function acting on a vibrating structure from Cauchy boundary data. Since only boundary data are used as measurements, the…
We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…