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The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

Analysis of PDEs · Mathematics 2007-05-23 Jinqiao Duan , Andrei V. Fursikov

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…

Statistical Mechanics · Physics 2015-05-27 Valerio Lucarini

A nonlinear two-fluid stochastic hydrodynamical description of velocity and concentration fluctuations in sedimenting suspensions is constructed, and analyzed using self-consistent (SC) and renormalization group (RG) methods. The advection…

Soft Condensed Matter · Physics 2008-02-03 Alex Levine , Sriram Ramaswamy , Robijn Bruinsma

The need to blend observational data and mathematical models arises in many applications and leads naturally to inverse problems. Parameters appearing in the model, such as constitutive tensors, initial conditions, boundary conditions, and…

Statistics Theory · Mathematics 2010-09-16 J. Nolen , G. A. Pavliotis , A. M. Stuart

We consider the inverse problem of reconstructing inhomogeneities by performing a finite number of scattering measurements of acoustic type in the time-harmonic setting. We set up the reconstruction as a fully discrete variational problem…

Analysis of PDEs · Mathematics 2026-02-24 Daniela Di Donato , Luca Rondi

We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…

Mathematical Physics · Physics 2009-11-10 Dennis M. Wilkinson

The problem of a linear damped noisy oscillator is treated in the presence of two multiplicative sources of noise which imply a random mass and random damping. The additive noise and the noise in the damping are responsible for an influx of…

Statistical Mechanics · Physics 2016-12-07 Stanislav Burov , Moshe Gitterman

As shown recently (O.B.Isaeva et al., Phys.Rev E64, 055201), the phenomena intrinsic to dynamics of complex analytic maps under appropriate conditions may occur in physical systems. We study scaling regularities associated with the effect…

Chaotic Dynamics · Physics 2009-11-10 O. B. Isaeva , S. P. Kuznetsov , A. H. Osbaldestin

The randomization effect of the two-way (particle-flow) interaction has been studied and quantified using the notion of distributed chaos and the results of numerical simulations and laboratory measurements. It is shown, in particular, that…

Fluid Dynamics · Physics 2023-09-07 A. Bershadskii

Recent studies have demonstrated that noise in stochastic gradient descent (SGD) is closely related to generalization: A larger SGD noise, if not too large, results in better generalization. Since the covariance of the SGD noise is…

Machine Learning · Computer Science 2020-09-29 Takashi Mori , Masahito Ueda

The hydro-kinetic formalism has been used as a complementary approach to solving the Stochastic Differential Equations (SDE) corresponding to noisy hydrodynamics. The hydro-kinetic formalism consists of a deterministic set of relaxation…

Nuclear Theory · Physics 2022-11-22 Aritra De , Chun Shen , Joseph I. Kapusta

We study the inverse conductivity problem with discontinuous conductivities. We consider, simultaneously, a regularisation and a discretisation for a variational approach to solve the inverse problem. We show that, under suitable choices of…

Analysis of PDEs · Mathematics 2017-02-14 Luca Rondi

Stochastic dynamics of a nonconserved scalar order parameter near its critical point, subject to random stirring and mixing, is studied using the field theoretic renormalization group. The stirring and mixing are modelled by a random…

Statistical Mechanics · Physics 2009-11-11 N. V. Antonov , M. Hnatich , J. Honkonen

Numerical experiments recently discussed in the literature show that identical nonlinear chaotic systems linked by a common noise term (or signal) may synchronize after a finite time. We study the process of synchronization as function of…

chao-dyn · Physics 2009-10-28 L. Longa , E. M. F. Curado , F. A. Oliveira

We consider the influence of quenched noise upon interface dynamics in 2D and 3D capillary rise with rough walls by using phase-field approach, where the local conservation of mass in the bulk is explicitly included. In the 2D case the…

Disordered Systems and Neural Networks · Physics 2009-11-11 T. Laurila , C. Tong , S. Majaniemi , T. Ala-Nissila

We use direct and stochastic numerical simulations of the magnetohydrodynamic equations to explore the influence of turbulence on the dynamo threshold. In the spirit of the Kraichnan-Kazantsev model, we model the turbulence by a noise, with…

Researchers usually discretize a continuous dependent variable into two target classes by introducing an artificial discretization threshold (e.g., median). However, such discretization may introduce noise (i.e., discretization noise) due…

Software Engineering · Computer Science 2022-02-15 Gopi Krishnan Rajbahadur , Shaowei Wang , Yasutaka Kamei , Ahmed E. Hassan

In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…

Analysis of PDEs · Mathematics 2017-11-21 Romain Duboscq , Anthony Réveillac

According to recent findings [1,2], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can…

Statistical Mechanics · Physics 2009-11-07 Szilard Pafka , Imre Kondor

In this work we analyze the stochastic dynamics of the Kauffman model evolving under the influence of noise. By considering the average crossing time between two distinct trajectories, we show that different Kauffman models exhibit a…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 X. Qu , M. Aldana , Leo P. Kadanoff