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Stochastic resonance with white noise has been well established as a potential signal amplification mechanism in nanomechanical two-state systems. While white noise represents the archetypal stimulus for stochastic resonance, typical…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
We consider the modified Surface Quasi-Geostrophic (mSQG) equation on the 2D torus $\mathbb{T}^2$, perturbed by multiplicative transport noise. The equation admits the white noise measure on $\mathbb{T}^2$ as the invariant measure. We first…
Nonequilibrium systems driven by additive or multiplicative dichotomous Markov noise appear in a wide variety of physical and mathematical models. We review here some prototypical examples, with an emphasis on {\em analytically-solvable}…
A description in terms of phase and amplitude variables is given, for nonlinear oscillators subject to white Gaussian noise described by It\^o stochastic differential equations. The stochastic differential equations derived for the…
In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…
We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…
We indicate that the nonlinear Schr\"odinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods,…
We consider the problem of estimating unknown parameters in stochastic differential equations driven by colored noise, which we model as a sequence of Gaussian stationary processes with decreasing correlation time. We aim to infer…
Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…
In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…
We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…
In this article, we consider the stochastic wave equation on the real line driven by a linear multiplicative Gaussian noise, which is white in time and whose spatial correlation corresponds to that of a fractional Brownian motion with Hurst…
This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type. In the particular cases the solutions of such an equations are the well-known…
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with double characteristics in two spatial dimensions. The coefficients of our partial differential operator depend polynomially on the space…
We analyze the effect of the simultaneous presence of correlated additive and multiplicative noises on the stochastic resonance response of a modulated bistable system. We find that when the correlation parameter is also modulated, the…
In this paper, we consider the problem of recovering a sparse signal from noisy linear measurements using the so called LASSO formulation. We assume a correlated Gaussian design matrix with additive Gaussian noise. We precisely analyze the…
The archetypal system demonstrating stochastic resonance is nothing more than a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a…
This article considers the variational wave equation with viscosity and transport noise as a system of three coupled nonlinear stochastic partial differential equations. We prove pathwise global existence, uniqueness, and temporal…
We show, the SR can appear in monostable overdamped systems driven by additive mix of periodical signal and white Gaussian noise. It can be observed as nonmonotonic dependence of SNR on the input noise intensity. In this sense it is similar…