Related papers: Ergodic Dynamics of the Stochastic Swift-Hohenberg…
We develop a prototypical stochastic model for local search around a given home. The stochastic dynamic model is motivated by experimental findings of the motion of a fruit fly around a given spot of food but shall generally describe local…
In the present article we are interested in further investigations for the barotropic compressible Navier-Stokes system endowed with a non-local capillarity we studied in [7]. Thanks to an accurate study of the associated linear system…
In this paper, we study the complicated dynamics of Anosov systems driven by an external force in the context of geometric theory (an abundance of random periodic points and random horseshoes) and smooth ergodic theory (random periodic…
We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…
We derive consistency and asymptotic normality results for quasi-maximum likelihood methods for drift parameters of ergodic stochastic processes observed in discrete time in an underlying continuous-time setting. The special feature of our…
The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For…
The instability of the interface between a dielectric and a conducting liquid, excited by a spatially homogeneous interface-normal time-periodic electric field, is studied based on experiments and theory. Special attention is paid to the…
We consider the incompressible 2D Navier-Stokes equations with periodic boundary conditions driven by a deterministic time periodic forcing and a degenerate stochastic forcing. We show that the system possesses a unique ergodic periodic…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
Contact between fluctuating, fluid-lubricated soft surfaces is prevalent in engineering and biological systems, a process starting with adhesive contact, which can give rise to complex coarsening dynamics. One representation of such a…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
We study the ergodic properties of a two-dimensional self-gravitating system using molecular dynamics simulations. We apply three different tests for ergodicity: a direct method comparing the time average of a particle momentum and position…
As two crucial tools characterizing regularity properties of stochastic systems, the log-Harnack inequality and Bismut formula have been intensively studied for distribution dependent (McKean-Vlasov) SDEs. However, due to technical…
We consider the Navier-Stokes system describing the motion of a compressible barotropic fluid driven by stochastic external forces. Our approach is semi-deterministic, based on solving the system for each fixed representative of the random…
We have studied the high-frequency dynamics of salol by inelastic x-ray scattering over a wide temperature range between 50 and 450 K, across the glass transition. We find that salol efficiently realizes the mechanism of dynamical arrest…
This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…
The main objective of the paper is to study the long-time behavior of general discrete dynamics driven by an ergodic stationary Gaussian noise. In our main result, we prove existence and uniqueness of the invariant distribution and exhibit…
Is wave function collapse a prediction of the Schr\"odinger equation? This unusual problem is explored in an enlarged framework of interpretation, where quantum dynamics is considered exact and its interpretation is extended to include…
We obtain a generalisation of the Stroock-Varadhan support theorem for a large class of systems of subcritical singular stochastic PDEs driven by a noise that is either white or approximately self-similar. The main problem that we face is…
This paper investigates the dynamic behavior of a simplified single reed instrument model subject to a stochastic forcing of white noise type when one of its bifurcation parameters (the dimensionless blowing pressure) increases linearly…