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We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…
In this paper we discuss the stability of stochastic differential equations and the interplay between the moment stability of a SDE and the topology of the underlying manifold. Sufficient and necessary conditions are given for the moment…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
We study mean field stochastic differential equations with a diffusion coefficient that depends on the distribution function of the unknown process in a discontinuous manner, which is a type of distribution dependent regime switching. To…
We consider a scalar diffusion equation with a sign-changing coefficient in its principle part. The well-posedness of such problems has already been studied extensively provided that the contrast of the coefficient is non-critical.…
We develop a novel approach towards causal inference. Rather than structural equations over a causal graph, we learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These…
The discrete self-trapping equation (DST) represents an useful model for several properties of one-dimensional nonlinear molecular crystals. The modulational instability of DST equation is discussed from a statistical point of view,…
This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…
The principle of linearized stability and instability is established for a classical model describing the spatial movement of an age-structured population with nonlinear vital rates. It is shown that the real parts of the eigenvalues of the…
This paper analyzes the stationary distributions of populations governed by the discrete stochastic logistic and Ricker difference equations at equilibrium examines with the gamma distribution. We identify mathematical relationships between…
In this paper we provide detailed information about the instability of equilibrium solutions of a nonlinear family of localized reaction-difussion equations in dimensione one. Beyond we provide explicit formulas to the equilibrium…
Linear stability analysis of speckle pattern resulting from multiple, diffuse scattering of coherent light waves in random media with intensity-dependent refractive index (noninstantaneous Kerr nonlinearity) is performed. The speckle…
We consider the failure of localized control in a nonlinear spatially extended system caused by extremely small amounts of noise. It is shown that this failure occurs as a result of a nonlinear instability. Nonlinear instabilities can occur…
Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…
We complete a full classification of non-degenerate traveling waves of scalar balance laws from the point of view of spectral and nonlinear stability/instability under (piecewise) smooth perturbations. A striking feature of our analysis is…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
We develop a self-consistent theory of temporal fluctuations of a speckle pattern resulting from the multiple scattering of a coherent wave in a weakly nonlinear disordered medium. The speckle pattern is shown to become unstable if the…
We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…
The solvability and stability analysis of linear time invariant systems of delay differential-algebraic equations (DDAEs) is analyzed. The behavior approach is applied to DDAEs in order to establish characterizations of their solvability in…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…