Related papers: Incremental Input-to-State Stability and Equilibri…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
Input-to-state stability (ISS) for systems described by partial differential equations has seen intensified research activity recently, and in particular the class of boundary control systems, for which truly infinite-dimensional effects…
In this paper, a stochastic asymptotic stabilization method is proposed for deterministic input-affine control systems, which are randomized by including Gaussian white noises in control inputs. The sufficient condition is derived for the…
This paper investigates the problem of data-driven stabilization for linear discrete-time switched systems with unknown switching dynamics. In the absence of noise, a data-based state feedback stabilizing controller can be obtained by…
We study the Allen-Cahn equation with a cubic-quintic nonlinear term and a stochastic $Q$-trace-class stochastic forcing in two spatial dimensions. This stochastic partial differential equation (SPDE) is used as a test case to understand,…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general…
The quantum jump approach, where pairs of state vectors follow Stochastic Schroedinger Equation (SSE) in order to treat the exact quantum dynamics of two interacting systems, is first described. In this work the non-uniqueness of such…
This paper studies gradient dynamics subject to additive random noise, which may arise from sources such as stochastic gradient estimation, measurement noise, or stochastic sampling errors. To analyze the robustness of such stochastic…
We consider statistics for stochastic evolution equations in Hilbert space with emphasis on stochastic partial differential equations (SPDEs). We observe a solution process under additional measurement errors and want to estimate a real or…
In the present work, we establish the approximation of nonlinear stochastic partial differential equation (SPDE) driven by cylindrical {\alpha}-stable L\'evy processes via modulation or amplitude equations. We study SPDEs with a cubic…
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…
We study interacting particle systems driven by noise, modeling phenomena such as opinion dynamics. We are interested in systems that exhibit phase transitions i.e. non-uniqueness of stationary states for the corresponding McKean-Vlasov…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
The random transitions of ion channels between conducting and non-conducting states generate a source of internal fluctuations in a neuron, known as channel noise. The standard method for modeling fluctuations in the states of ion channels…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in the presence of an additive individual noise, existence and…
The stabilization of unstable nonlinear systems and tracking control are challenging engineering problems due to the encompassed nonlinearities in dynamic systems and their scale. In the past decades, numerous observer-based control designs…