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Nonlinear random vibration under excitations of both Gaussian and Poisson white noises is considered. The model is based on stochastic differential equations, and the corresponding stochastic integrals are defined in such a way that the…

Dynamical Systems · Mathematics 2012-06-20 Xu Sun , Jinqiao Duan , Xiaofan Li

This paper establishes the global asymptotic equivalence between a Poisson process with variable intensity and white noise with drift under sharp smoothness conditions on the unknown function. This equivalence is also extended to density…

Statistics Theory · Mathematics 2007-06-13 Lawrence D. Brown , Andrew V. Carter , Mark G. Low , Cun-Hui Zhang

We consider random rectangles in $\mathbb{R}^2$ that are distributed according to a Poisson random measure, i.e., independently and uniformly scattered in the plane. The distributions of the length and the width of the rectangles are…

Probability · Mathematics 2018-06-29 Frank Aurzada , Sebastian Schwinn

This thesis is devoted to the study of ergodicity and large deviations for the stochastic nonlinear wave (NLW) equation with smooth white noise in 3D. Under some standard growth and dissipativity assumptions on the nonlinearity, we show…

Analysis of PDEs · Mathematics 2015-11-30 Davit Martirosyan

We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…

Statistical Mechanics · Physics 2015-06-11 Moshe Gitterman , David A. Kessler

This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise of co-normal type. We prove that under this rescaling, the…

Probability · Mathematics 2025-07-29 Sandra Cerrai , Mengzi Xie

We consider a shot-noise field defined on a stationary determinantal point process on $\mathbb{R}^d$ associated with i.i.d. amplitudes and a bounded response function, for which we investigate the scaling limits as the intensity of the…

Probability · Mathematics 2023-08-11 Takumi Aburayama , Naoto Miyoshi

We investigate the classical problem of motion of a mathematical pendulum with an oscillating pivot. This simple mechanical setting is frequently used as the prime example of a system exhibiting the parametric resonance phenomenon, which…

Dynamical Systems · Mathematics 2021-12-30 Dalibor Pražák , Vít Průša , Karel Tůma

We study a noisy oscillator with pulse delayed feedback, theoretically and in an electronic experimental implementation. Without noise, this system has multiple stable periodic regimes. We consider two types of noise: i) phase noise acting…

Adaptation and Self-Organizing Systems · Physics 2020-08-26 Vladimir Klinshov , Dmitry Shchapin , Otti D'Huys

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

Probability · Mathematics 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko

Guided by a geometric understanding developed in earlier works of Wang and Young, we carry out some numerical studies of shear-induced chaos. The settings considered include periodic kicking of limit cycles, random kicks at Poisson times,…

Dynamical Systems · Mathematics 2009-11-13 Kevin K. Lin , Lai-Sang Young

The (standard) Brownian web is a collection of coalescing one- dimensional Brownian motions, starting from each point in space and time. It arises as the diffusive scaling limit of a collection of coalescing random walks. We show that it is…

Probability · Mathematics 2009-09-29 Rongfeng Sun , Jan M. Swart

The concept of spectrum for a class of non-linear wave equations is studied. Instead of looking for stability, the key to the spectral structure is found in the instability phenomena (bifurcations). This aspect is best seen in the…

Quantum Physics · Physics 2016-11-14 P. Grochowski , W. Kaniowski , B. Mielnik

The defining feature of chaos is its hypersensitivity to small perturbations. However, we report a stability of branched flow against large perturbations where the classical trajectories are chaotic, showing that strong perturbations are…

Disordered Systems and Neural Networks · Physics 2014-09-03 Bo Liu

In this paper, we introduce a noisy framework for SFTs, allowing some amount of forbidden patterns to appear. Using the Besicovitch distance, which permits a global comparison of configurations, we then study the closeness of noisy measures…

Probability · Mathematics 2023-02-14 Léo Gayral , Mathieu Sablik

We consider classical nonlinear oscillators on hexagonal lattices. When the coupling between the elements is repulsive, we observe coexisting states, each one with its own basin of attraction. These states differ by their degree of…

Adaptation and Self-Organizing Systems · Physics 2015-06-16 F. Ionita , D. Labavic , M. A. Zaks , H. Meyer-Ortmanns

Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…

Statistical Mechanics · Physics 2010-10-07 Edan Lerner , Itamar Procaccia

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an $L^p$ setting. We obtain existence and uniqueness of mild and weak solutions. The boundary…

Probability · Mathematics 2010-01-14 Roland Schnaubelt , Mark Veraar

We study pattern formation in class of a large-dimensional neural networks posed on random graphs and subject to spatio-temporal stochastic forcing. Under generic conditions on coupling and nodal dynamics, we prove that the network admits a…

Probability · Mathematics 2025-08-26 Daniele Avitabile , James MacLaurin

We examine the effect of noise on societies of agents using an agent-based model of evolutionary norm emergence. Generally, we see that noisy societies are more selfish, smaller and discontent, and are caught in rounds of perpetual…

Multiagent Systems · Computer Science 2024-11-28 Stavros Anagnou , Daniel Polani , Christoph Salge
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