相关论文: A small-gain theorem for nonlinear stochastic syst…

We prove new characterisations of exponential stability for positive linear discrete-time systems in ordered Banach spaces, in terms of small-gain conditions. Such conditions have played an important role in the finite-dimensional systems…

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

We introduce a notion of minimal uniform attractor for nonautonomous random dynamical systems, which depends jointly on time and on a random parameter. Several examples are provided to illustrate the concept and to compare it with existing…

This paper introduces small-gain sufficient conditions for $2$-contraction of feedback interconnected systems, on the basis of individual gains of suitable subsystems arising from a modular decomposition of the second additive compound…

A networked output feedback loop subject to packetized transmissions of the output signal is considered. Based on the small gain theorem, an easy-to-use stability criterion covering two important cases is presented. In the first case a…

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…

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

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…

We analyse the effect of intrinsic fluctuations on the properties of bistable stochastic systems with time scale separation operating under1 quasi-steady state conditions. We first formulate a stochastic generalisation of the quasi-steady…

We demonstrate a novel algorithm for generating stationary stochastic signals with a specified power spectral density (or equivalently, via the Wiener-Khinchin relation, a specified autocorrelation function) while satisfying constraints on…

Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

A stochastic adding machine is a Markov chain on the set of non-negative integers $\mathbb{Z}_{+}$ that models the process of adding one by successively updating the digits of a number's expansion in a given numeration system. At each step,…

On the one hand, we investigate the existence and pathwise uniqueness of a nonnegative martingale solution to the stochastic evolution system of nonlinear advection-diffusion equations proposed by Klausmeier with Gaussian multiplicative…

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

We are concerned with a nonlinear nonautonomous model represented by an equation describing the dynamics of an age-structured population diffusing in a space habitat $O,$ governed by local Lipschitz vital factors and by a stochastic…

It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…

The study of nonlinear Schr\"odinger-type equations with nonzero boundary conditions define challenging problems both for the continuous (partial differential equation) or the discrete (lattice) counterparts. They are associated with…