Related papers: Noise and dynamical pattern selection
We consider the problem of state selection for a stochastic system, initially in an unstable stationary state, when multiple metastable states compete for occupation. Using path-integral techniques we derive remarkably simple and accurate…
Asymptotic behavior of a class of nonlinear Schr\"odinger equations are studied. Particular cases of 1D weakly focusing and Bose-Einstein condensates are considered. A statistical approach is presented to describe the stationary probability…
Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…
Gravitational wave detectors will need optimal signal-processing algorithms to extract weak signals from the detector noise. Most algorithms designed to date are based on the unrealistic assumption that the detector noise may be modeled as…
In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…
We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…
It is well acknowledged that the sequence of glacial-interglacial cycles is paced by the astronomical forcing. However, how much is the sequence robust against natural fluctuations associated, for example, with the chaotic motions of…
The standing surface waves in a rectangular vertically oscillating vessel filled with water (Faraday waves) in the presence of a floating elastic sheet are studied experimentally and theoretically. The threshold amplitude of the instability…
When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…
The aim of the article is to study the stability of a non-local kinetic model proposed by Loy and Preziosi (2019a). We split the population in two subgroups and perform a linear stability analysis. We show that pattern formation results…
We study the development of mean structures in a nonlinear model of large scale ocean dynamics with bottom topography and dissipation, and forced with a noise term. We show that the presence of noise in this nonlinear model leads to…
A central challenge in Gravitational Wave Astronomy is identifying weak signals in the presence of non-stationary and non-Gaussian noise. The separation of gravitational wave signals from noise requires good models for both. When accurate…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
We consider multiscale stochastic dynamical systems. In this article an \emph{intermediate} reduced model is obtained for a slow-fast system with fast mode driven by white noise. First, the reduced stochastic system on exponentially…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
Flow of a thin viscous film down a flat inclined plane becomes unstable to long wave interfacial fluctuations when the Reynolds number based on the mean film thickness becomes larger than a critical value (this value decreases as the angle…
Stability of solitary waves in a thin inextensible and unshearable rod of infinite length is studied. Solitary-wave profile ofthe elastica of such a rod without torsion has the form of a planar loop and its speed depends on a tension in the…
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dissipative assumption of the drift coefficient function, we…
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…