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Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

Analysis of PDEs · Mathematics 2007-05-23 Jinqiao Duan , Andrei V. Fursikov

Resetting or restart, when applied to a stochastic process, usually brings its dynamics to a time-independent stationary state. In turn, the optimal resetting rate makes the mean time to reach a target to be the shortest one. These and…

Statistical Mechanics · Physics 2022-08-31 Przemyslaw Chelminiak

We find conditions for stationary measures of random dynamical systems on surfaces having dissipative diffeomorphisms to be absolutely continuous. These conditions involve a uniformly expanding on average property in the future (UEF) and…

Dynamical Systems · Mathematics 2025-10-31 Aaron Brown , Homin Lee , Davi Obata , Yuping Ruan

We study the effect of quenched disorder on nonequilibrium systems of interacting particles, specifically, driven diffusive lattice gases with spatially disordered jump rates. The exact steady-state measure is found for a class of models…

Disordered Systems and Neural Networks · Physics 2009-10-30 Goutam Tripathy , Mustansir Barma

This paper is concerned with stochastic Hamiltonian systems which model a class of open dynamical systems subject to random external forces. Their dynamics are governed by Ito stochastic differential equations whose structure is specified…

Systems and Control · Computer Science 2018-06-29 Igor G. Vladimirov , Ian R. Petersen

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the…

Probability · Mathematics 2021-07-07 Eric Luçon , Christophe Poquet

This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…

Optimization and Control · Mathematics 2022-03-31 Bingchang Wang , Huanshui Zhang

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…

Probability · Mathematics 2020-06-02 Chaman Kumar , Neelima , Christoph Reisinger , Wolfgang Stockinger

In dissipative dynamical systems phase space volumes contract, on average. Therefore, the invariant measure on the attractor is singular with respect to the Lebesgue measure. As noted by Ruelle, a generic perturbation pushes the state out…

Statistical Mechanics · Physics 2012-11-28 Matteo Colangeli , Lamberto Rondoni , Angelo Vulpiani

Stochastic Structural Stability Theory (SSST) provides an autonomous, deterministic, nonlinear dynamical system for evolving the statistical mean state of a turbulent system. In this work SSST is applied to the problem of understanding the…

Fluid Dynamics · Physics 2014-12-30 Brian F. Farrell , Petros J. Ioannou

This work is about the synchronization of nonlinear coupled dynamical systems driven by $\alpha$-stable noise. Firstly, we provide a novel technique to construct the relationship between synchronized system and slow-fast system. Secondly,…

Probability · Mathematics 2019-10-28 Yanjie Zhang , Li Lin , Jinqiao Duan , Hongbo Fu

Linear stability of solitary waves near transcritical bifurcations is analyzed for the generalized nonlinear Schroedinger equations with arbitrary forms of nonlinearity and external potentials in arbitrary spatial dimensions. Bifurcation of…

Pattern Formation and Solitons · Physics 2015-06-12 Jianke Yang

The paper addresses the bistability caused by spontaneous symmetry breaking bifurcation in a one-dimensional periodically corrugated nonlinear waveguide pumped by coherent light at normal incidence. The formation and the stability of the…

Optics · Physics 2021-05-12 D. Dolinina , A. Yulin

External flows, such as shear flow, add directional biases to particle motion, introducing anisotropic behavior into the system. Here, we explore the non-equilibrium dynamics that emerge from the interplay between linear shear flow and…

Statistical Mechanics · Physics 2024-10-15 Iman Abdoli , Kristian Stølevik Olsen , Hartmut Löwen

We analyze a class of linear shell models subject to stochastic forcing in finitely many degrees of freedom. The unforced systems considered formally conserve energy. Despite being formally conservative, we show that these dynamical systems…

Mathematical Physics · Physics 2009-11-11 Jonathan C. Mattingly , Toufic Suidan , Eric Vanden-Eijnden

In this paper we first study the fixed-time stabilizability of discrete-time switched linear control systems. Using a geometric approach, we derive conditions under which such systems can be stabilized within a prescribed number of steps,…

Optimization and Control · Mathematics 2026-04-30 Picchiotti Flavio , Thiago Alves Lima , Girard Antoine

We study elastic snap-through induced by a control parameter that evolves dynamically. In particular, we study an elastic arch subject to an end-shortening that evolves linearly with time, i.e. at a constant rate. For large end-shortening…

Soft Condensed Matter · Physics 2025-11-07 Mingchao Liu , Michael Gomez , Dominic Vella