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相关论文: Synchronization of Coupled Stochastic Systems Driv…

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In this article, well-posedness of stochastic anisotropic $p$-Laplace equation driven by L\'evy noise is shown. Such an equation in deterministic setting was considered by Lions [7]. The results obtained in this article can be applied to…

概率论 · 数学 2022-02-08 Neelima

Generalized synchronization is analyzed in unidirectionally coupled oscillatory systems exhibiting spatiotemporal chaotic behavior described by Ginzburg-Landau equations. Several types of coupling betweenthe systems are analyzed. The…

混沌动力学 · 物理学 2007-05-23 A. A. Koronovskii , P. V. Popov , A. E. Hramov

The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…

概率论 · 数学 2014-02-18 Huijie Qiao , Jinqiao Duan

We find analytical solution of pair of stochastic equations with arbitrary forces and multiplicative L\'evy noises in a steady-state nonequilibrium case. This solution shows that L\'evy flights suppress always a quasi-periodical motion…

统计力学 · 物理学 2010-01-04 A. I. Olemskoi , S. S. Borysov , I. A. Shuda

We study the synchronization behavior of a noisy network in which each system is driven by two sources of state-dependent noise: (1) an intrinsic noise which is common among all systems and can be generated by the environment or any…

动力系统 · 数学 2021-03-09 Zahra Aminzare , Vaibhav Srivastava

We study inference for the driving L\'evy noise of an ergodic stochastic differential equation (SDE) model, when the process is observed at high-frequency and long time and when the drift and scale coefficients contain finite-dimensional…

统计方法学 · 统计学 2022-03-22 Hiroki Masuda , Lorenzo Mercuri , Yuma Uehara

Full understanding of synchronous behavior in coupled dynamical systems beyond the identical case requires an explicit construction of the generalized synchronization manifold, whether we wish to compare the systems, or to understand their…

混沌动力学 · 物理学 2009-11-13 Jie Sun , Erik M. Bollt , Takashi Nishikawa

A geometric approach is introduced for understanding the phenomenon of phase synchronization in coupled nonlinear systems in the presence of additive noise. We show that the emergence of cooperative behaviour through a change of stability…

适应与自组织系统 · 物理学 2009-11-11 J. Balakrishnan

In the paper, we consider nonlinear filtering problems of multiscale systems in two cases-correlated sensor L\'evy noises and correlated L\'evy noises. First of all, we prove that the slow part of the origin system converges to the…

概率论 · 数学 2020-02-06 Huijie Qiao

We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…

概率论 · 数学 2022-03-07 Lucio Galeati , Fabian A. Harang , Avi Mayorcas

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…

概率论 · 数学 2016-11-02 Austin McDaniel , Ozer Duman , Giovanni Volpe , Jan Wehr

Motivated by applications to a manifold of semilinear and quasilinear stochastic partial differential equations (SPDEs) we establish the existence and uniqueness of strong solutions to coercive and locally monotone SPDEs driven by L\'{e}vy…

偏微分方程分析 · 数学 2013-05-22 Zdzisław Brzeźniak , Wei Liu , Jiahui Zhu

Spatially extended dynamical systems, namely coupled map lattices, driven by additive spatio-temporal noise are shown to exhibit stochastic synchronization. In analogy with low-dymensional systems, synchronization can be achieved only if…

混沌动力学 · 物理学 2009-10-31 Lucia Baroni , Roberto Livi , Alessandro Torcini

In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…

系统与控制 · 电气工程与系统科学 2023-02-16 Fengjiao Liu , Panagiotis Tsiotras

Cooperative effects of periodic force and noise in globally Cooperative effects of periodic force and noise in globally coupled systems are studied using a nonlinear diffusion equation for the number density. The amplitude of the order…

混沌动力学 · 物理学 2009-11-07 Hidetsugu Sakaguchi

This paper is concerned with the study of synchronization and consensus phenomena in complex networks of diffusively-coupled nodes subject to external disturbances. Specifically, we make use of stochastic Lyapunov functions to provide…

系统与控制 · 计算机科学 2016-03-22 Giovanni Russo , Rovert Shorten

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…

动力系统 · 数学 2022-11-22 Shenglan Yuan , René Schilling , Jinqiao Duan

In this paper, we present a novel explicit analytical solution for the normalized state equations of mutually-coupled simple chaotic systems. A generalized analytical solution is obtained for a class of simple nonlinear electronic circuits…

混沌动力学 · 物理学 2018-08-24 G. Sivaganesh , A. Arulgnanam , A. N. Seethalakshmi

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

概率论 · 数学 2024-02-27 Nils Berglund , Rita Nader

In this paper, we investigate synchronization of coupled second-order linear harmonic oscillators with random noises and time delays. The interaction topology is modeled by a weighted directed graph and the weights are perturbed by white…

数据分析、统计与概率 · 物理学 2009-09-29 Yilun Shang