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We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We propose a re-formulation of the Einstein evolution equations that cleanly separates the conformal degrees of freedom and the non-conformal degrees of freedom with the latter satisfying a first order strongly hyperbolic system. The…
The famous It\^o-Stratonovich dilemma arises when one examines a dynamical system with a multiplicative white noise. In physics literature, this dilemma is often resolved in favour of the Stratonovich prescription because of its two…
A novel expansion -- which generalizes Magnus expansion -- of the evolution operator associated with a (in general, time-dependent) perturbed Hamiltonian is introduced. It is shown that it has a wide range of possible solutions that can be…
This work justifies the linear response formula for the Hall conductance of a two-dimensional disordered system. The proof rests on controlling the dynamics associated with a random time-dependent Hamiltonian. The principal challenge is…
We study the large time behavior of solutions of first-order convex Hamilton-Jacobi Equations of Eikonal type set in the whole space. We assume that the solutions may have arbitrary growth. A complete study of the structure of solutions of…
Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…
We consider the solution to the parabolic Anderson model with homogeneous initial condition in large time-dependent boxes. We derive stable limit theorems, ranging over all possible scaling parameters, for the rescaled sum over the solution…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
Explicit expressions for one point moments corresponding to stochastic Verhulst model driven by Markovian coloured dichotomous noise are presented. It is shown that the moments are the given functions of a decreasing exponent. The…
We produce an exact solution of the Schr\"odinger equation for the generalized time dependent Swanson oscillator. The system studied is a non-Hermitian setup characterized by time dependent complex coefficients. The exact solution is…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
The paper concerns the general linear one-dimensional second-order hyperbolic equation $$ \partial^2_tu - a^2(x,t)\partial^2_xu + a_1(x,t)\partial_tu + a_2(x,t)\partial_xu + a_3(x,t)u=f(x,t), \quad x\in(0,1) $$ with periodic conditions in…
The 3+1 Hamiltonian formulation in the gauge $D_tN=-K$ on the lapse function fixes the direction of time associated with the trace $K$ of the extrinsic curvature tensor. The Hamiltonian equations hereby become hyperbolic. We study this new…
The paper deals with the problem of existence of a convergent "strong" normal form in the neighbourhood of an equilibrium, for a finite dimensional system of differential equations with analytic and time-dependent non-linear term. The…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We consider certain one dimensional ordinary stochastic differential equations driven by additive Brownian motion of variance $\varepsilon ^2$. When $\varepsilon =0$ such equations have an unstable non-hyperbolic fixed point and the drift…