Related papers: Local Stability of Dynamical Processes in Random M…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
We prove that the statistical properties of random perturbations of a nonuniformly hyperbolic diffeomorphism are described by a finite number of stationary measures. We also give necessary and sufficient conditions for the stochastic…
We study the stability of Stokes waves on a free surface of an ideal fluid of infinite depth. For small steepness the modulational instability dominates the dynamics, but its growth rate is vastly surpassed for steeper waves by an…
The dynamics of two-dimensional fluids confined within a random matrix of obstacles is investigated using both colloidal model experiments and molecular dynamics simulations. By varying fluid and matrix area fractions in the experiment, we…
We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
Semiconductor $p^+ - p^- - n - p^+ - n^{++}$ structures with large junction and contact areas are treated as 1 \times 2-dimensional active media, in which self-organized pattern formation can be expected. The local bistable behavior of the…
This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture,…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
We study modulational instability in a dispersion-managed system where the sign of the group-velocity dispersion is changed at uniformly distributed random distances around a reference length. An analytical technique is presented to…
This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
Stability is among the most important concepts in dynamical systems. Local stability is well-studied, whereas determining how "globally stable" a nonlinear system is very challenging. Over the last few decades, many different ideas have…
We present a computational framework to investigate steady state distributions and perform stability analysis for random ordinary differential equations driven by parameter uncertainty. Using the nonlinear Rosenzweig McArthur predator prey…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…
This paper is devoted to the exponential stability for one-dimensional linear wave equations with in-domain localized damping and several types of Wentzell (or dynamic) boundary conditions. In a quite general boundary setting, we establish…