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The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

In this work a local projection stabilization method is proposed to solve a fictitious domain problem. The method adds a suitable fluctuation term to the formulation thus rendering the natural space for the Lagrange multiplier stable.…

Numerical Analysis · Mathematics 2011-12-08 Gabriel Raúl Barrenechea , Franz Chouly

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…

Statistical Mechanics · Physics 2017-03-22 Tamás Biró , Zoltán Néda

The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces, are obtained. The results pertaining to Banach spaces are…

Dynamical Systems · Mathematics 2015-03-17 Igor V. Evstigneev , Sergey A. Pirogov , Klaus R. Schenk-Hoppé

We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

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…

Pattern Formation and Solitons · Physics 2025-07-24 Mahdieh Ebrahimi , Barbara Drossel , Wolfram Just

The question of the local stability of the (replica-symmetric) amorphous solid state is addressed for a class of systems undergoing a continuous liquid to amorphous-solid phase transition driven by the effect of random constraints. The…

Disordered Systems and Neural Networks · Physics 2009-10-31 Horacio E. Castillo , Paul M. Goldbart , Annette Zippelius

Variational stability, in the sense of local good behavior of optimal values and solutions in problems of optimization under shifts in parameters, is important not only for validating model robustness in practical applications but also for…

Optimization and Control · Mathematics 2026-02-24 Matúš Benko , R. Tyrrell Rockafellar

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

In this paper, we embark on a captivating exploration of the stabilization of locally transmitted problems within the realm of two interconnected wave systems. To begin, we wield the formidable Arendt-Batty criteria\cite{AW} to affirm the…

Analysis of PDEs · Mathematics 2023-10-13 Wafa Ahmedi , Akram Ben Aissa

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

Statistics Theory · Mathematics 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…

Probability · Mathematics 2011-08-10 Youri Davydov , Ilya Molchanov , Sergei Zuyev

We consider random perturbations of discrete-time dynamical systems. We give sufficient conditions for the stochastic stability of certain classes of maps, in a strong sense. This improves the main result in J. F. Alves, V. Araujo, Random…

Dynamical Systems · Mathematics 2010-03-01 Jose F. Alves , Helder Vilarinho

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Non-local continuity equation describes an infinite system of identical particles, which interact with each other through the common field. Solution of this equation is a probability measure that stands for spatial distribution of…

Dynamical Systems · Mathematics 2025-04-09 Aleksei Volkov

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertainty states. We then define a variational method constrained by kinematics of diffusions and Schr\"{o}dinger dynamics to seek states of local…

High Energy Physics - Theory · Physics 2016-09-06 F. Illuminati , L. Viola

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner
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