Related papers: On blow up NLS with a multiplicative noise
In this paper we study a system of delay differential equations from the viewpoint of a finite time blow-up of the solution. We prove that the system admits a blow-up solution, no matter how small the length of the delay is. In the…
The most important characteristic of {\em multiplicative noise} is that its effects of system's dynamics depends on the recent system's state. Consideration of multiplicative noise on self-referential systems including biological and…
We analyze the strong noise limit of one-dimensional stochastic differential equations (SDEs). Our initial motivation comes from continuous measurements of open quantum systems. In this context, Bauer, Bernard and Tilloy pointed out an…
This paper deals with the blow-up properties of positive solutions to a system of two heat equations.
Basing on the Gross-Pitaevskii equations, it is predicted that a repulsive (defocusing) interaction makes a 2D polariton condensate able to accumulate its energy under above-resonance optical pumping. The energy can be accumulated during a…
Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. It is known that, for discrete-time systems, the power-law exponent decreases as the…
We consider a risk model with a counting process whose intensity is a Markovian shot-noise process, to resolve one of the disadvantages of the Cram\'er-Lundberg model, namely the constant jump intensity of the Poisson process. Due to this…
Blow-up rates are established for general solutions to the quasilinear diffusion equation $$ \partial_tu=\Delta u^m+|x|^{\sigma}u^p, \quad (x,t)\in\mathbb{R}^N\times(0,T), $$ in the range of exponents $1<p<m$, $\sigma>0$. More precisely, if…
We give sufficient conditions on the initial data so that a semilinear wave inequality blows-up in finite time. Our method is based on the study of an associated second order differential inequality. The same method is applied to some…
In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…
There is a reasonable possibility that the present-day Atlantic Meridional Overturning Circulation is in a bi-stable regime and hence it is relevant to compute probabilities and pathways of noise-induced transitions between the stable…
We prove a blow-up criterion in terms of the upper bound of the density for the strong solution to the 3-D compressible Navier-Stokes equations. The initial vacuum is allowed. The main ingredient of the proof is \textit{a priori} estimate…
We propose an approximation for the probability of tipping when the speed of parameter change and additive white noise interact to cause tipping. Our approximation is valid for small to moderate drift speeds and helps to estimate the…
This paper presents a systematic numerical study of the effects of noise on the invariant probability densities of dynamical systems with varying degrees of hyperbolicity. It is found that the rate of convergence of invariant densities in…
We consider a nonlinear wave equation with nonconstant coefficients. In particular, the coefficient in front of the second order space derivative is degenerate. We give the blow-up behavior and the regularity of the blow-up set. Partial…
Little is known about the microscopic physics that gave rise to inflation in our universe. There are many reasons to wonder if the underlying description requires a careful arrangement of ingredients or if inflation was the result of an…
A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak $L^\infty$-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness…
We consider the 3-dimensional nonlinear Schr\"{o}dinger equation (NLS) with average nonlinearity. This is a limiting model of NLS with strong magnetic confinement and a generalized model of the resonant system of NLS with a partial harmonic…
Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree…
We show that large, slowly driven systems can evolve to a self-organized critical state where long range temporal correlations between bursts or avalanches produce low frequency $1/f^{\alpha}$ noise. The avalanches can occur instantaneously…