Related papers: Uniform exponential ergodicity of stochastic dissi…
This paper investigates the global well-posedness and large-time behavior of solutions for a coupled fluid model in $\mathbb{R}^3$ consisting of the isothermal compressible Euler-Poisson system and incompressible Navier-Stokes equations…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
This paper deals with the stability analysis of a nonlinear time-delayed dispersive equation of order four. First, we prove the well-posedness of the system and give some regularity results. Then, we show that the zero solution of the…
A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
This paper deals with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_t=\mathrm{d}B_t-g(t)\nabla…
We consider an inviscid stochastically forced dyadic model, where the additive noise acts only on the first component. We prove that a strong solution for this problem exists and is unique by means of uniform energy estimates. Moreover, we…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
We consider a class of reaction-diffusion equations with a stochastic perturbation on the boundary. We show that in the limit of fast diffusion, one can rigorously approximate solutions of the system of PDEs with stochastic Neumann boundary…
We analyze several aspects of the phenomenon of stochastic resonance in reaction-diffusion systems, exploiting the nonequilibrium potential's framework. The generalization of this formalism (sketched in the appendix) to extended systems is…
Quantitative estimates for the top Lyapunov exponents for systems of stochastic reaction-diffusion equations are proven. The treatment includes reaction potentials with degenerate minima. The proof relies on an asymptotic expansion of the…
This paper studies, in fine details, the long-time asymptotic behavior of decaying solutions of a general class of dissipative systems of nonlinear differential equations in complex Euclidean spaces. The forcing functions decay, as time…
In this paper we study time semi-discrete approximations of a class of exponentially stable infinite dimensional systems with unbounded feedbacks. It has recently been proved that for time semi-discrete systems, due to high frequency…
In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…
We study the mixing and dissipation properties of the advection-diffusion equation with diffusivity $0 < \kappa \ll 1$ and advection by a class of random velocity fields on $\mathbb T^d$, $d=\{2,3\}$, including solutions of the 2D…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
In this paper we study a stochastic version of an inviscid shell model of turbulence with multiplicative noise. The deterministic counterpart of this model is quite general and includes inviscid GOY and Sabra shell models of turbulence. We…
Non-ergodic renewal processes have recently been shown by several authors to be insensitive to periodic perturbations, thereby apparently sanctioning the death of linear response, a building block of nonequilibrium statistical physics. We…
We determine the asymptotic behavior of the solutions to the linear elastodynamic equations in a stratified medium comprising an alternation of possibly very stiff layers with much softer ones, when the thickness of the layers tends to…
We study a class of ergodic BSDEs related to PDEs with Neumann boundary conditions. The randomness of the drift is given by a forward process under weakly dissipative assumptions with an invertible and bounded diffusion matrix. Furthermore,…