相关论文: Stability of Ordinary Differential Equations with …

We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

We study the stability and dynamics of solitons in the Korteweg-de Vries (KdV) equation in the presence of noise and deterministic forcing. The noise is space-dependent and statistically translation-invariant. We show that, for small…

We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on…

A theoretical investigation of magnetic relaxation processes in single domain particles driven by colored noise is presented. Two approaches are considered; the Landau-Lifshitz-Miyazaki-Seki equation, which is a Langevin dynamics model…

We consider a general stochastic differential delay equation (SDDE) with state-dependent colored noises and derive its limit as the time delays and the correlation times of the noises go to zero. The work is motivated by an experiment…

We consider linear stochastic differential-algebraic equations with constant coefficients and additive white noise. Due to the nature of this class of equations, the solution must be defined as a generalised process (in the sense of Dawson…

We have developed a variational perturbation theory based on the Liouville-Neumann equation, which enables one to systematically compute the perturbative correction terms to the variationally determined wave functions of the time-dependent…

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

A combination of implicit and explicit timestepping is analyzed for a system of ODEs motivated by ones arising from spatial discretizations of evolutionary partial differential equations. Loosely speaking, the method we consider is implicit…

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Under natural assumptions, an unstable equilibrium of a difference equation can be stabilized by a bounded multiplicative noise, identically distributed at each step. This includes stabilization of an otherwise unstable positive equilibrium…

This paper proposes a robust disturbance observer framework for maritime autonomous surface vessels considering model and measurement uncertainties. The core contribution lies in a nonlinear disturbance observer, reconstructing the forces…

A parametric constrained convex optimal control problem, where the initial state is perturbed and the linear state equation contains a noise, is considered in this paper. Formulas for computing the subdifferential and the singular…

In this article, we design and analyze an arbitrary-order stabilized finite element method to approximate the unique continuation problem for laminar steady flow described by the linearized incompressible Navier--Stokes equation. We derive…

We analyse stability of observability estimates for solutions to wave and Scr\" odinger equations subjected to additive perturbations. The paper generalises the recent averaged observability/control result by allowing for systems consisting…

White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol…

We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…