相关论文: Noise-Induced Stabilization of Planar Flows I

A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

We obtain well-posedness results for a class of ODE with a singular drift and additive fractional noise, whose right-hand-side involves some bounded variation terms depending on the solution. Examples of such equations are reflected…

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

The combined influence of oscillatory excitations and multiplicative stochastic perturbations of white noise type on isochronous systems in the plane is investigated. It is assumed that the intensity of perturbations decays with time and…

In this paper, we present a pathwise construction of multi-soliton solutions for focusing stochastic nonlinear Schr\"odinger equations with linear multiplicative noise, in both the $L^2$-critical and subcritical cases. The constructed…

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

This work studies robustness to system disturbance and measurement noise of some popular general practical stabilization techniques, namely, Dini aiming, optimization-based stabilization and inf-convolution stabilization. Common to all…

We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then the deterministic system explodes in finite time, but the…

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

We consider the radial focusing energy critical nonlinear wave equation in three spatial dimensions. We establish the stability of the ODE-blowup under random perturbations below the energy space. The argument relies on probabilistic…

In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schr\"odinger(NLS) equation driven by multiplicative noise. First, we show the global existence of the unique solution for the damped stochastic NLS…

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…

Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…

We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…

In this paper, a large deviation principle for the strong solution of the p-Laplace equation on unbounded domain driven by small multiplicative Brownian noise is established. The weak convergence approach and the localized time increment…

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…