Related papers: Quantifying the effect of random dispersion for lo…
We study a model of a nonlinear oscillator with a random frequency and derive the asymptotic behavior of the probability distribution function when the noise is white. In the small damping limit, we show that the physical observables grow…
We study the effect of noisy infection (contact) and recovery rates on the distribution of outbreak sizes in the stochastic SIR model. The rates are modeled as Ornstein-Uhlenbeck processes with finite correlation time and variance, which we…
We consider refinements of the local smoothing estimates for the Schr\"odinger equation in domains which are exterior to a strictly convex obstacle in $\RR^n$. By restricting the solution to small, frequency dependent collars of the…
The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…
We predict phase-transitions in the quantum noise characteristics of systems described by the quantum nonlinear Schr\"odinger equation, showing them to be related to the solitonic field transition at half the fundamental soliton amplitude.…
We consider a class of models describing a quantum oscillator in interaction with an environment. We show that models of continuous spontaneous localization based on a stochastic Schr\"odinger equation can be derived as an approximation to…
Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…
We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space…
The purpose of this paper is to study the effect of conformal perturbations on the local smoothing effect for the Schr\"odinger equation on surfaces of revolution. The paper \cite{ChWu-lsm} studied the Schr\"odinger equation on surfaces of…
The objective of this dissertation is to prove a scaling limit for the exit of a domain problem of a small noise system with underlying hyperbolic dynamics. In this case, Large Deviation kind of estimates fail to provide a complete picture…
We consider a sparse grid collocation method in conjunction with a time discretization of the differential equations for computing expectations of functionals of solutions to differential equations perturbed by time-dependent white noise.…
We obtain new results about the high-energy distribution of resonances for the one-dimensional Schr\"odinger operator. Our primary result is an upper bound on the density of resonances above any logarithmic curve in terms of the singular…
We consider a class of wave equations with constant damping and polynomial nonlinearities that are perturbed by small, multiplicative, space-time white noise. The equations are defined on a one-dimensional bounded interval with Dirichlet…
In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…
This paper shows how abstract resolvent estimates imply local smoothing for solutions to the Schr\"odinger equation. If the resolvent estimate has a loss when compared to the optimal, non-trapping estimate, there is a corresponding loss in…
We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic…
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…
We consider the problem of the error in soliton transmission in long-haul optical fibers caused by the spontaneous emission of noise inherent to amplification. We study two types of noises driving the stochastic focusing cubic one…
Existence, uniqueness, and regularity of a strong solution are obtained for stochastic PDEs with a colored noise $F$ and its super-linear diffusion coefficient: $$ du=(a^{ij}u_{x^ix^j}+b^iu_{x^i}+cu)dt+\xi|u|^{1+\lambda}dF, \quad…