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Assuring safety in discrete time stochastic hybrid systems is particularly difficult when only noisy or incomplete observations of the state are available. We first review a formulation of the probabilistic safety problem under noisy hybrid…
In this paper we present a framework for investigating coloured noise in reaction-diffusion systems. We start by considering a deterministic reaction-diffusion equation and show how external forcing can cause temporally correlated or…
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…
In this paper, we consider the Cucker-Smale flocking particles which are subject to the same velocity-dependent noise, which exhibits a phase change phenomenon occurs bringing the system from a "non flocking" to a "flocking" state as the…
We propose a low-dimensional modeling approach to simulate the dynamics, acoustic emissions and interactions of cavitation bubbles, based on a quasi-acoustic assumption. This quasi-acoustic assumption accounts for the compressibility of the…
This paper is concerned with the stochastic generalized Ginzburg-Landau equation driven by a multiplicative noise of jump type. By a prior estimate, weak convergence and monotonicity technique, we prove the existence and uniqueness of the…
This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by both of signal attacks and switching attacks. The problem is formulated as the joint…
This paper is concerned with fully discrete mixed finite element approximations of the time-dependent stochastic Stokes equations with multiplicative noise. A prototypical method, which comprises of the Euler-Maruyama scheme for time…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
In this paper, a class of linear parabolic systems of singularly perturbed second order differential equations of reaction-diffusion type with initial and Robin boundary conditions is considered. The components of the solution $\vec u$ of…
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…
We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and…
Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…
Here we review and extend central limit theorems for highly chaotic but deterministic semi-dynamical discrete time systems. We then apply these results show how Brownian motion-like results are recovered, and how an Ornstein-Uhlenbeck…
Stochastic boundary conditions for interactions with a particle reservoir are discussed in many-particle systems. We introduce the boundary conditions with the injection rate and the momentum distribution of particles coming from a particle…
This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…
In this paper we study the quenched distributions of hitting times for a class of random dynamical systems. We prove that hitting times to dynamically defined cylinders converge to a Poisson point process under the law of random equivariant…
In this paper we apply the differential inequality technique of Payne {\it et. al} \cite{Payne&SchaeferRobin08} to show that a reaction-diffusion system admits blow-up solutions, and to determine an upper bound for the blow-up time. For a…
We revisit the phenomenon of quantum stochastic resonance in the regime of validity of the Bloch equations. We find that a stochastic resonance behavior in the steady-state response of the system is present whenever the noise-induced…
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…