Related papers: Recent results on multiplicative noise
The Langevin system subjected to non-Gaussian noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable…
Our understanding of the one-dimensional KPZ equation, \textit{alias} noisy Burgers equation, has advanced substantially over the past five years. We provide a non-technical review, where we limit ourselves to the stochastic PDE and lattice…
We investigate the stationary-state fluctuations of a growing one-dimensional interface described by the KPZ dynamics with a noise featuring smooth spatial correlations of characteristic range $\xi$. We employ Non-perturbative Functional…
The kangaroo process (KP) is characterized by various forms of the covariance and can serve as a useful model of random noises. We discuss properties of that process for the exponential, stretched exponential and algebraic (power-law)…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-varying tails, with tail indices $\alpha,\alpha'>0$,…
We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…
Spatially extended dynamical systems, namely coupled map lattices, driven by additive spatio-temporal noise are shown to exhibit stochastic synchronization. In analogy with low-dymensional systems, synchronization can be achieved only if…
The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude $x^{a}$ is determined by an exponent $0<a<1$ ($x$ being…
We prove well-posedness in $H^{\sigma}(\mathbb{R})$ for any $\sigma \in [0,\infty)$ of a parametrically forced nonlinear Schr\"odinger equation (PFNLS) in one dimension driven by multiplicative Stratonovich noise which has spatially…
Stochastic Bloch equations which model the fluorescence of two level molecules and atoms, NMR experiments and Josephson junctions are investigated to illustrate the profound effect of multiplicative noise on the critical frequency of a…
The long-wavelength properties of a noisy Kuramoto-Sivashinsky (KS) equation in 1+1 dimensions are investigated by use of the dynamic renormalization group (RG) and direct numerical simulations. It is shown that the noisy KS equation is in…
This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…
We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…
The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes…
Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of…
We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…
We present an analytic mean field theory for relaxational dynamics in spatially extended systems that undergo purely noise-induced phase transitions to ordered states. The theory augments the usual mean field approach with a Gaussian ansatz…
Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…
We prove, using probabilistic techniques and analysis on the Wiener space, that the large scale fluctuations of the KPZ equation in $d\geq 3$ with a small coupling constant, driven by a white in time and colored in space noise, are given by…