Related papers: Nonlinear Stochastic Differential Equations and Se…
This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to…
A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
We revisit aspects of dynamics and stability of localized states in the deterministic and stochastic discrete nonlinear Schr\"odinger equation. By a combination of analytic and numerical techniques, we show that localized initial conditions…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…
The authors consider non-autonomous dynamical behavior of wave-type evolutionary equations with nonlinear damping and critical nonlinearity. These type of waves equations are formulated as non-autonomous dynamical systems (namely,…
This papers shows that nonlinear filter in the case of deterministic dynamics is stable with respect to the initial conditions under the conditions that observations are sufficiently rich, both in the context of continuous and discrete time…
Recent advances in nonlinear dynamical systems theory provide a new insight into numerical properties of discrete algorithms developed to solve nonlinear initial value problems. Basic features like accuracy and stability are well pointed…
The nonlinear Schroedinger model is a prototypical dispersive wave equation that features finite time blowup, either for supercritical exponents (for fixed dimension) or for supercritical dimensions (for fixed nonlinearity exponent). Upon…
Recent work on stochastic interacting particle systems with two particle species (or single-species systems with kinematic constraints) has demonstrated the existence of spontaneous symmetry breaking, long-range order and phase coexistence…
We analyse, using Inhomogenous Mode-Coupling Theory, the critical scaling behaviour of the dynamical susceptibility at a distance epsilon from continuous second-order glass transitions. We find that the dynamical correlation length xi…
We present sufficient conditions under which a given linear nonautonomous system and its nonlinear perturbation are topologically conjugated. Our conditions are of a very general form and provided that the nonlinear perturbations are…
The paper takles a procedure which allow to extend some linear, wave type equations to the study of nonlinear models. More concretely, we present a practical way to generate the largest class of a given form of second order differential…
The notion of Self-organized criticality (SOC) had been conceived to interpret the spontaneous emergence of long range correlations in nature. Since then many different models had been introduced to study SOC. All of them have few common…
The Self-Organized Hydrodynamics model of collective behavior is studied on an annular domain. A modal analysis of the linearized model around a perfectly polarized steady-state is conducted. It shows that the model has only pure imaginary…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…
We discuss the structure and main features of the nonlinear evolution equation proposed by this author as the fundamental dynamical law within the framework of Quantum Thermodynamics. The nonlinear equation generates a dynamical group…
We discuss the notion of criticality of semilinear differential equations and systems, its relations to scaling transformations and the Noether approach to Pokhozhaev's identities. For this purpose we propose a definition for criticality…