Related papers: Stationary measures for stochastic differential eq…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
The paper is concerned with a nonlinear system of partial differential equations with parameters and the random external force. This system describes the two-layer quasi-solenoidal Lorenz model for a baroclinic atmosphere on a rotating…
We find a general class of nontrivial stationary states in inelastic gases where, due to dissipation, energy is transfered from large velocity scales to small velocity scales. These steady-states exist for arbitrary collision rules and…
We consider the stabilization problem on a manifold with boundary for a wave equation with measure-valued linear damping. For a wide class of measures, containing Dirac masses on hypersurfaces as well as measures with fractal support, we…
We study the stationary and nonstationary measurement of a classical force driving a mechanical oscillator coupled to an electromagnetic cavity under two-tone driving. For this purpose, we develop a theoretical framework based on the…
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…
We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…
We consider a non-linear, one-dimensional wave equation system with finite-dimensional stochastic driving terms and with weak dissipation. A stationary process that solves the system is used to model steady-state non-equilibrium heat flow…
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized non-linear filter is said to be (asymptotically) stable if…
In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…
In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability verification of stochastic systems. Weaker…
Takens' Embedding Theorem remarkably established that concatenating M previous outputs of a dynamical system into a vector (called a delay coordinate map) can be a one-to-one mapping of a low-dimensional attractor from the system state…
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…
We study a two-dimensional Navier--Stokes system with anisotropic viscosity, linear damping term, and an additive noise on the whole space $\mathbb{R}^2$. For this model we prove uniqueness of invariant measures when the damping coefficient…
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…
We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, the known approaches to ascertain the existence of continuous Markov processes are based in the assumption…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…
We consider a family of Markov chains whose transition dynamics are affected by model parameters. Understanding the parametric dependence of (complex) performance measures of such Markov chains is often of significant interest. The…
Many-body quantum-mechanical stationary states that have real valued wavefunctions are shown to satisfy a classical conservation of energy equation with a kinetic energy function. The terms in the equation depend on the probability…
For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…