Related papers: Equilibrium perturbations for stochastic interacti…
In this paper, we study the numerical stability of reduced order models for convection-dominated stochastic systems in a relatively simple setting: a stochastic Burgers equation with linear multiplicative noise. Our preliminary results…
Complex physical systems are unavoidably subjected to external environments not accounted for in the set of differential equations that models them. The resulting perturbations are standardly represented by noise terms. We derive conditions…
In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…
We extend our result of [1] and show that one can associate with the stochastically perturbed non-viscid Burgers equation a system of viscous balance laws. The Cauchy data for the Burgers equation generates the data for this system. Till…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
The explicit semiclassical treatment of logarithmic perturbation theory for the nonrelativistic bound states problem is developed. Based upon $\hbar$-expansions and suitable quantization conditions a new procedure for deriving perturbation…
We consider a nonlinear pendulum whose suspension point undergoes stochastic vibrations in its plane of motion. Stochastic vibrations are constructed by stochastic differential equations with random periodic solutions. Averaging over these…
Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix $\mathbf{B}$ is unknown and must be replaced by a plug-in estimator…
We analyze the stochastic scaling laws arising in the invicid limit of the decaying solutions of the Burgers equation. The linear scaling of the velocity structure functions is shown to reflect the domination by shocks of the long-time…
This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider…
We present results for the 1 dimensional stochastically forced Burgers equation when the spatial range of the forcing varies. As the range of forcing moves from small scales to large scales, the system goes from a chaotic, structureless…
We present an overview of the effects of detailed-balance violating perturbations on the universal static and dynamic scaling behavior near a critical point. It is demonstrated that the standard critical dynamics universality classes are…
Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…
We introduce a simple dynamical model of two interacting communities whose elements are subject to stochastic discrete-time updates governed by only bilinear interactions. When the intra- and inter-couplings are cooperative, the two…
One dimensional systems are under intense investigation, both from theoretical and experimental points of view, since they have rather peculiar characteristics which are of both conceptual and technological interest. We analyze the…
We employ the perturbative field-theoretic renormalization group method to investigate the universal critical behavior near the continuous non-equilibrium phase transition in the complex Ginzburg-Landau equation with additive white noise.…
We prove a generalised second-order Boltzmann-Gibbs principle for conservative interacting particle systems on a lattice whose stationary measures are not of product type and not invariant under particle jumps. The result, which requires…
The out-of-time-order correlator (OTOC) of simple harmonic oscillator with extra anharmonic (quartic) interaction are calculated by the second quantization method. We obtain the analytic formulas of spectrum, Fock space states and matrix…
Noise power spectra in spatially extended dynamical systems are investigated, using as a model the Complex Ginzburg-Landau equation with a stochastic term. Analytical and numerical investigations show that the temporal noise spectra are of…
We introduce what we call the second-order Boltzmann-Gibbs principle, which allows to replace local functionals of a conservative, one-dimensional stochastic process by a possibly nonlinear function of the conserved quantity. This…