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The nonlinear Schr\"odinger equation is widely used as an approximate model for the evolution in time of the water wave envelope. In the context of simulating ocean waves, initial conditions are typically generated from a measured power…
We present recent results on noise-induced transitions in a nonlinear oscillator with randomly modulated frequency. The presence of stochastic perturbations drastically alters the dynamical behaviour of the oscillator: noise can wash out a…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…
Straightforward method for the derivation of linearized version of stochastic stability analysis of the nonlinear differential equations is presented. Methods for the study of large time behavior of the moments are exposed. These general…
We study the dynamics of nonequilibrium instabilities in anisotropically expanding systems. The most prominent example of such a system is the 'Glasma' in the context of relativistic heavy-ion collision experiments, where the expansion is a…
We explore the effects of spatial locality on the dynamics of random quantum systems subject to a Markovian noise. To this end, we study a model in which the system Hamiltonian and its couplings to the noise are random matrices whose…
Equations governing the nonlinear dynamics of complex systems are usually unknown and indirect methods are used to reconstruct their manifolds. In turn, they depend on embedding parameters requiring other methods and long temporal sequences…
Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…
This paper considers nonlinear dynamics of polarization oscillations when some materials when they are subjected to the action of an electromagnetic wave modeled by multifrequency forced Duffing equation. Multiresonance and chaotic behavior…
The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…
Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…
In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…
We present approximate analytical method of analysis of stationary states of nonlinear quantum systems with the noise. As an example we consider quantum nonlinear oscillator excited by fluctuating force and found parameter regions with more…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
We study the properties of mode-mode interactions for waves propagating in nonlinear disordered one-dimensional systems. We focus on i) the localization volume of a mode which defines the number of interacting partner modes, ii) the overlap…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
The stability properties and perturbation-induced dynamics of the full set of stationary states of the nonlinear Schroedinger equation are investigated numerically in two physical contexts: periodic solutions on a ring and confinement by a…
We investigate the dynamical behavior of pull-back trajectories for nonautonomous stochastic feedback systems with multiplicative noise. We proved that there exists a random periodic solution of this system and all pull-back trajectories…
In this paper, a novel Koopman-type inverse operator for linear time-invariant non-minimum phase systems with stochastic disturbances is proposed. This operator employs functions of the desired output to directly calculate the input.…