English
Related papers

Related papers: Quasi-Ergodicity of Transient Patterns in Stochast…

200 papers

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization (SP) algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent…

Computational Physics · Physics 2013-10-08 Ian Grooms , Andrew J Majda

Reaction diffusion systems with Turing instability and mass conservation are studied. In such systems, abrupt decays of stripes follow quasi-stationary states in sequence. At steady state, the distance between stripes is much longer than…

Pattern Formation and Solitons · Physics 2009-11-11 Shuji Ishihara , Mikiya Otsuji , Atsushi Mochizuki

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

Dynamical Systems · Mathematics 2019-10-08 Hongbo Fu , Dirk Blömker

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

There is a vast amount of literature concerning the appropriateness of various perturbation parameters for the standard quasi-steady state approximation in the Michaelis-Menten reaction mechanism, and also concerning the relevance of these…

Dynamical Systems · Mathematics 2024-02-01 Justin Eilertsen , Santiago Schnell , Sebastian Walcher

This paper introduces two novel nonlinear stochastic attitude estimators developed on the Special Orthogonal Group \mathbb{SO}\left(3\right) with the tracking error of the normalized Euclidean distance meeting predefined transient and…

Systems and Control · Electrical Eng. & Systems 2020-06-23 Hashim A. Hashim

In this work, we study the performance of random isometric precoders over quasi-static and correlated fading channels. We derive deterministic approximations of the mutual information and the signal-to-interference-plus-noise ratio (SINR)…

Information Theory · Computer Science 2016-11-18 Romain Couillet , Jakob Hoydis , Merouane Debbah

The present work revisits the reduction of the nonlinear dynamics of an electromechanical system through a quasi-steady state hypothesis, discussing the fundamental aspects of this type of approach and clarifying some confusing points found…

The regularity and characterization of solutions to degenerate, quasilinear SPDE is studied. Our results are two-fold: First, we prove regularity results for solutions to certain degenerate, quasilinear SPDE driven by Lipschitz continuous…

Probability · Mathematics 2014-05-23 Benjamin Gess , Michael Röckner

We study a nonlinear, pseudomonotone, stochastic diffusion-convection evolution problem on a bounded spatial domain, in any space dimension, with homogeneous boundary conditions and reflection. The additive noise term is given by a…

Analysis of PDEs · Mathematics 2024-12-24 Niklas Sapountzoglou , Yassine Tahraoui , Guy Vallet , Aleksandra Zimmermann

We consider parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a $Q$-Wiener process with a small noise based on high frequency spatio-temporal data. We…

Statistics Theory · Mathematics 2024-08-06 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…

Machine Learning · Computer Science 2026-05-18 Yuantu Zhu , Zheyan Li , Dai Shi , Luke Thompson , Oliver Nash , Jose Miguel Lara Rangel , Siran Li , Bingguang Chen , Rongchan Zhu , Qi Meng , Hao Ni

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We have performed numerical simulations on a pure electron plasma system under a strong magnetic field, in order to examine quasi-stationary states that the system eventually evolves into. We use ring states as the initial states, changing…

Statistical Mechanics · Physics 2009-11-11 Ryo Kawahara , Hiizu Nakanishi

We consider the stochastic nonlinear Schroedinger equation driven by a multiplicative noise in a semiclassical regime, where the Plank constant is small. In this regime, the solution of the equation exhibits high-frequency oscillations. We…

Numerical Analysis · Mathematics 2024-08-20 Lihai Ji , Zhihui Liu

Planar travelling waves on $\mathbb R^d,$ with $ d\geq 2,$ are shown to persist in systems of reaction-diffusion equations with multiplicative noise on significantly long timescales with high probability, provided that the wave is orbitally…

Analysis of PDEs · Mathematics 2025-04-15 Mark van den Bosch , Hermen Jan Hupkes

We consider a class of semi-linear differential Volterra equations with memory terms, polynomial nonlinearities and random perturbation. For a broad class of nonlinearities, we study statistically steady states of the system and find that…

Probability · Mathematics 2022-07-07 Hung D. Nguyen

We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution.…

Probability · Mathematics 2020-03-13 Sean D. Lawley , Jonathan C. Mattingly , Michael C. Reed

We study the unitary dynamics of the bosonic quantum East model, a kinetically constrained lattice model which generalises the quantum East model to arbitrary occupation per site. We consider the semiclassical limit of large (but finite)…

Statistical Mechanics · Physics 2022-09-16 Andreas Geißler , Juan P. Garrahan

We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability measures induced by such SDE's to sufficiently regular, small…

Probability · Mathematics 2022-01-04 Michal Branicki , Kenneth Uda