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We study the long time statistics of a class of semi--linear damped wave equations with polynomial nonlinearities and perturbed by additive Gaussian noise in dimensions 2 and 3. We find that if sufficiently many directions in the phase…

Probability · Mathematics 2023-07-04 Hung D. Nguyen

The quasi-coherent effects in two-dimensional incompressible turbulence are analyzed starting from the test particle trajectories. They can acquire coherent aspects when the stochastic potential has slow time variation and the motion is not…

Plasma Physics · Physics 2017-04-05 M. Vlad , F. Spineanu

Diffusion models do not recover semantic structure uniformly over time. Instead, samples transition from semantic ambiguity to class commitment within a narrow regime. Recent theoretical work attributes this transition to dynamical…

Machine Learning · Statistics 2026-02-11 Florian Handke , Dejan Stančević , Felix Koulischer , Thomas Demeester , Luca Ambrogioni

We study localisation transition in a class of quasi-periodic systems that has two competing periodic scales. We show that such class of systems show a re-entrant localisation transition where the energy scale of transition is set by the…

Disordered Systems and Neural Networks · Physics 2023-03-01 Parvathy S Nair , Dintomon Joy , Sambuddha Sanyal

In an atom-photon interacting system described by Tavis Cummings Hubbard (TCH) model, we demonstrate the emergence of a quasi-steady state in a dissipative environment that exhibits intriguing ergodic behavior. The TCH model undergoes a…

Statistical Mechanics · Physics 2024-11-07 Debabrata Mondal , K. Sengupta , Subhasis Sinha

We use the variational approach to investigate periodic measures for a class of SPDEs with regime-switching. The hybrid system is driven by degenerate L\'{e}vy noise. We use the Lyapunov function method to study the existence of periodic…

Probability · Mathematics 2022-06-06 Chun Ho Lau , Wei Sun

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

In this paper, we study stochastic stability of a dynamical system with shadowing property, which evolves under small random perturbation. We prove that time averages along the pseudo-trajectory converge with respect to stationary measure…

Dynamical Systems · Mathematics 2023-07-31 Hector Suni Puma , Christian S. Rodrigues

The past few decades have seen robust research on questions regarding the existence, form, and properties of stationary distributions of stochastically modeled reaction networks. When a stochastic model admits a stationary distribution an…

Probability · Mathematics 2022-12-14 David F. Anderson , Jinsu Kim

In this paper, we consider absorbing Markov chains $X_n$ admitting a quasi-stationary measure $\mu$ on $M$ where the transition kernel $\mathcal P$ admits an eigenfunction $0\leq \eta\in L^1(M,\mu)$. We find conditions on the transition…

Probability · Mathematics 2024-11-20 Matheus M. Castro , Vincent P. H. Goverse , Jeroen S. W. Lamb , Martin Rasmussen

In this paper we discuss how the notion of subgeometric ergodicity in Markov chain theory can be exploited to study stationarity and ergodicity of nonlinear time series models. Subgeometric ergodicity means that the transition probability…

Econometrics · Economics 2020-11-11 Mika Meitz , Pentti Saikkonen

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the…

Analysis of PDEs · Mathematics 2022-10-20 Elie Abdo , Nathan Glatt-Holtz , Mihaela Ignatova

In a first part, we prove a Lyapunov-type criterion for the $\xi\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second…

Probability · Mathematics 2015-01-29 Denis Villemonais

A nonadiabatic-transition system which exhibits ``quantum chaotic'' behavior [Phys. Rev. E {\bf 63}, 066221 (2001)] is investigated from quasi-classical aspects. Since such a system does not have a naive classical limit, we take the mapping…

Quantum Physics · Physics 2009-11-10 Hiroshi Fujisaki

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…

Probability · Mathematics 2019-09-17 Ari Arapostathis , Guodong Pang , Yi Zheng

In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…

Probability · Mathematics 2025-07-10 Xing Huang , Eva Kopfer , Pierre Monmarché , Panpan Ren

We investigate the well-posedness and long-time behavior of a general continuum neural field model with Gaussian noise on possibly unbounded domains. In particular, we give conditions for the existence of invariant probability measures by…

Probability · Mathematics 2025-05-21 Anna-Mariya Otsetova , Jonas M. Tölle

The first motivation of this paper is to study stationarity and ergodic properties for a general class of time series models defined conditional on an exogenous covariates process. The dynamic of these models is given by an autoregressive…

Statistics Theory · Mathematics 2020-07-16 Paul Doukhan , Michael H. Neumann , Lionel Truquet

A novel method of exponentially stable adaptive control to compensate for matched parametric uncertainty under a mild condition of semi-persistent excitation (s-PE) of a regressor with piecewise-constant rank and nullspace is proposed. It…

Systems and Control · Electrical Eng. & Systems 2022-10-24 Anton Glushchenko , Konstantin Lastochkin
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