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相关论文: Stabilization by Noise of a $\mathbb{C}^2$-Valued …

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We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

概率论 · 数学 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

We consider the synchronization of the solutions to coupled stochastic systems of $N$-stochastic ordinary differential equations (SODEs) driven by Non-Gaussian L\'evy noises ($N\in \mathbb{N})$. We discuss the synchronization between two…

动力系统 · 数学 2014-02-11 Anhui Gu , Yangrong Li

In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…

最优化与控制 · 数学 2023-03-16 Cheng Tan , Zhengqiang Zhang , Haoting Sui , Wing Shing Wong

For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…

动力系统 · 数学 2019-01-11 Fritz Colonius , Guilherme Mazanti

In this paper, we first establish well-posedness of McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs) with common noise, possibly with coefficients having super-linear growth in the state variable. Second, we present…

概率论 · 数学 2020-06-02 Chaman Kumar , Neelima , Christoph Reisinger , Wolfgang Stockinger

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…

偏微分方程分析 · 数学 2020-03-09 C. H. S. Hamster , H. J. Hupkes

In this paper, we consider the modified two-component Camassa-Holm System with multiplicative noise. For these SPDEs, we first establish the local existence and pathwise uniqueness of the pathwise solutions in Sobolev spaces $H^{s}\times…

概率论 · 数学 2023-01-11 Wujun Lv , Xing Huang

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

概率论 · 数学 2025-04-28 Benjamin Fehrman

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…

动力系统 · 数学 2021-04-06 M. M. Shumafov , V. B. Tlyachev

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

最优化与控制 · 数学 2012-09-21 Andrew P. Johnston , Serdar Yüksel

In this article we prove a regularization by noise phenomenon for the energy-critical and mass-critical nonlinear Schr\"odinger equations. We show that for any deterministic data, the probability that the corresponding solution exists…

偏微分方程分析 · 数学 2025-05-09 Martin Spitz , Deng Zhang , Zhenqi Zhao

The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative It\^o noise is studied. In particular, we show that there exists a finite range of noise intensities…

偏微分方程分析 · 数学 2018-11-14 Klemens Fellner , Stefanie Sonner , Bao Quoc Tang , Do Duc Thuan

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…

概率论 · 数学 2015-01-12 Pablo Groisman , Santiago Saglietti

We examine a 2-dimensional ODE which exhibits explosion in finite time. Considered as an SDE with additive white noise, it is known to be complete - in the sense that for each initial condition there is almost surely no explosion.…

概率论 · 数学 2014-08-06 Matti Leimbach , Michael Scheutzow

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 a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…

概率论 · 数学 2013-11-20 Serge Cohen , Fabien Panloup , Samy Tindel

We consider a variant of the classical notion of noise on the Boolean hypercube which gives rise to a new approach to inequalities regarding noise stability. We use this approach to give a new proof of the Majority is Stablest theorem by…

概率论 · 数学 2022-08-16 Ronen Eldan , Dan Mikulincer , Prasad Raghavendra

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

数值分析 · 数学 2025-11-13 Zhihui Liu

We study small random perturbations by additive space-time white noise of a reaction-diffusion equation with a unique stable equilibrium and solutions which blow up in finite time. We show that for initial data in the domain of attraction…

偏微分方程分析 · 数学 2015-01-09 Pablo Groisman , Santiago Saglietti , Nicolas Saintier

We propose a method of estimating ergodization time of a chaotic many-particle system by monitoring equilibrium noise before and after time reversal of dynamics (Loschmidt echo). The ergodization time is defined as the characteristic time…

量子物理 · 物理学 2019-10-10 Andrei E. Tarkhov , Boris V. Fine