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We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…
We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…
This note is concerned with an important for modelling question of existence of solutions of stochastic partial differential equations as proper stochastic processes, rather than processes in the generalized sense. We consider a first order…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
We study a system of particles moving on a line in the same direction. Passing is allowed and when a fast particle overtakes a slow particle, it acquires a new velocity drawn from a distribution P_0(v), while the slow particle remains…
We study stochastic equations of non-negative processes with jumps. The existence and uniqueness of strong solutions are established under Lipschitz and non-Lipschitz conditions. The comparison property of two solutions are proved under…
This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…
This paper deals with the stabilization of a coupled system composed by an infinite-dimensional system and an ODE. Moreover, the control, which appears in the dynamics of the ODE, is subject to a general class of nonlinearities. Such a…
The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…
In this paper, several results concerning attraction and asymptotic stability in the large of nonlinear ordinary differential equations are presented. The main result is very simple to apply yielding a sufficient condition under which the…
The completeness of solutions of homogeneous as well as non-homogeneous unsteady Stokes equations are examined. A necessary and sufficient condition for a divergence-free vector to represent the velocity field of a possible unsteady Stokes…
The beauty of physics is that there is usually a conserved quantity in an always-changing system, known as the constant of motion. Finding the constant of motion is important in understanding the dynamics of the system, but typically…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
Semilinear stochastic evolution equations with multiplicative Poisson noise and monotone nonlinear drift are considered. We do not impose coercivity conditions on coefficients. A novel method of proof for establishing existence and…
This investigation deals with some exact solutions of the equations governing the steady plane motions of an incompressible third grade fluid by using complex variables and complex functions. Some of the solutions admit, as particular…
An oscillator with stochastic frequency is discussed as a model for evaluating the quantum coherence properties of a physical system. It is found that the choice of jump statistics has to be considered with care if unphysical consequences…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…
A nonlinear inequality is formulated in the paper. An estimate of the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can be…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…