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We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

We present a dynamical description of slow relaxation processes based on the extension of Onsager's fluctuation theory to systems in local quasi-equilibrium. A non-Markovian Fokker-Planck equation for the conditional probability density is…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , A. Perez-Madrid , J. M. Rubi

Linear stability of inviscid, parallel, and stably stratified shear flow is studied under the assumption of smooth strictly monotonic profiles of shear flow and density, so that the local Richardson number is positive everywhere. The…

Fluid Dynamics · Physics 2016-05-04 Makoto Hirota , Philip J. Morrison

This article addresses a modification of local time for stochastic processes, to be referred to as `natural local time'. It is prompted by theoretical developments arising in mathematical treatments of recent experiments and observations of…

Probability · Mathematics 2012-04-03 Thilanka Appuhamillage , Vrushali Bokil , Enrique Thomann , Edward Waymire , Brian Wood

In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…

Probability · Mathematics 2018-04-17 Shijie Shang

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

Dynamical Systems · Mathematics 2022-06-17 Matti Leimbach , Jonathan C. Mattingly , Michael Scheutzow

In this paper we study the dynamics of stochastic microorganism flocculation models. Given the strong influence of environmental and seasonal fluctuations that are present in these models, we propose a stochastic model that includes…

Probability · Mathematics 2025-11-18 Alexandru Hening , Nguyen T. Hieu , Dang H. Nguyen , Nhu Nguyen

We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we provide…

Dynamical Systems · Mathematics 2025-09-24 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…

Dynamical Systems · Mathematics 2015-10-26 Anna Maria Cherubini , Jeroen S. W. Lamb , Martin Rasmussen , Yuzuru Sato

We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…

Analysis of PDEs · Mathematics 2024-09-06 Yuming Chen , Vitali Vougalter

Inspired by theories such as Loop Quantum Gravity, a class of stochastic graph dynamics was studied in an attempt to gain a better understanding of discrete relational systems under the influence of local dynamics. Unlabeled graphs in a…

High Energy Physics - Theory · Physics 2007-05-23 Hal Finkel

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

Probability · Mathematics 2009-03-16 Samuel Herrmann Julian Tugaut

Motivated by recent work on instabilities in expanding domains in reaction-diffusion settings, we propose an analog of such mechanisms in energy-conserving wave equations. In particular, we consider a nonlinear Schr{\"o}dinger equation in a…

Pattern Formation and Solitons · Physics 2009-11-13 K. J. H. Law , P. G. Kevrekidis , D. J. Frantzeskakis , A. R. Bishop

An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…

Optimization and Control · Mathematics 2023-01-24 Taras Lukashiv , Yuliia Litvinchuk , Igor Malyk , Anna Golebiewska , Petr V. Nazarov

We introduce a class of multi-scale systems with discrete time, motivated by the problem of inviscid limit in fluid dynamics in the presence of small-scale noise. These systems are infinite-dimensional and defined on a scale-invariant…

Mathematical Physics · Physics 2023-04-19 Alexei A. Mailybaev , Artem Raibekas