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We consider the long time statistics of a one-dimensional stochastic Ginzburg-Landau equation with cubic nonlinearity while being subjected to random perturbations via an additive Gaussian noise. Under the assumption that sufficiently many…

Probability · Mathematics 2024-05-21 Hung D. Nguyen

We consider a statistical limit of solutions to the compressible Navier--Stokes system in the high Reynolds number regime in a domain exterior to a rigid body. We investigate to what extent this highly turbulent regime can be modeled by an…

Analysis of PDEs · Mathematics 2022-02-09 Eduard Feireisl , Martina Hofmanova

This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional spaces. In the deterministic case, the viability kernel is known…

Optimization and Control · Mathematics 2010-02-08 Luc Doyen , Delara Michel

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

Probability · Mathematics 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

Analysis of PDEs · Mathematics 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…

Machine Learning · Computer Science 2019-03-22 Anastasios Tsiamis , George J. Pappas

We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…

Statistical Mechanics · Physics 2023-10-27 Niccolò Zagli , Grigorios A. Pavliotis , Valerio Lucarini , Alexander Alecio

We characterize the dynamical behavior of continuous-time, Markovian quantum systems with respect to a subsystem of interest. Markovian dynamics describes a wide class of open quantum systems of relevance to quantum information processing,…

Quantum Physics · Physics 2010-12-08 Francesco Ticozzi , Lorenza Viola

It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…

Applications · Statistics 2025-03-21 Mariana Pereira de Melo , Leon Alexander Valencia , Wei-Liang Qian

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

Analysis of PDEs · Mathematics 2010-03-12 Wei Wang , A. J. Roberts

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

Statistical Mechanics · Physics 2022-12-21 Oriol Artime

We consider the symmetric simple exclusion process in $\mathbb Z^d$ with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process,…

Probability · Mathematics 2021-02-03 Frank Redig , Ellen Saada , Federico Sau

This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

Optimization and Control · Mathematics 2026-02-05 Chung-Han Hsieh

Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…

Statistical Mechanics · Physics 2018-11-26 Steven J. Large , Raphaël Chetrite , David A. Sivak

A dyadic shell model for the Navier-Stokes equations is studied in the context of turbulence. The model is an infinite nonlinearly coupled system of ODEs. It is proved that the unique fixed point is a global attractor, which converges to…

Analysis of PDEs · Mathematics 2009-11-13 Alexey Cheskidov , Susan Friedlander

We survey the recent advance in the rigorous qualitative theory of the 2d stochastic Navier-Stokes system that are relevant to the description of turbulence in two-dimensional fluids. After discussing briefly the initial-boundary value…

Mathematical Physics · Physics 2017-12-29 Sergei Kuksin , Armen Shirikyan

Recently, a concept of deterministic and stochastic turbulence has been introduced based on experiments with a boundary layer. In these experiments, the flow was driven with controlled random perturbation; in addition, natural ambient noise…

Chaotic Dynamics · Physics 2025-11-19 Arkady Pikovsky

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…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We…

Probability · Mathematics 2015-06-12 D. Barbato , F. Morandin
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