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We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

概率论 · 数学 2007-05-23 Martin Hairer

We have studied the discrete nonlinear Schroedinger equation (DNLSE) with on-site defects and periodic boundary conditions. When the array dynamics becomes chaotic, the otherwise quasiperiodic amplitude correlations between the oscillators…

混沌动力学 · 物理学 2007-05-23 C. L. Pando L

This paper investigates a stochastic parabolic system under Robin boundary conditions, for which the deterministic counterpart exhibits finite quenching. The stochastic system incorporates mixed noise, combining standard one-dimensional…

We consider a pointwise stabilization problem for a coupled wave and plate equations. We prove under rather general assumptions, that such systems can stabilized so as to have arbitrarily high decay rates and are exactly controllable. We…

最优化与控制 · 数学 2011-05-30 Alia Barhoumi , Abdelkader Saïdi

We study the focusing $L^2$-critical and supercritical stochastic nonlinear Schr\"odinger equation subject to additive or multiplicative noise. We investigate global or long time behavior of solutions in $H^1$, which would correspond to…

偏微分方程分析 · 数学 2025-11-11 Annie Millet , Svetlana Roudenko

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…

广义相对论与量子宇宙学 · 物理学 2009-11-11 Gioel Calabrese , Ian Hinder , Sascha Husa

In this paper, we consider the 2D stochastic Nernst-Planck-Navier-Stokes equations with transport noise. By assuming the ionic species have the same diffusivity and opposite valences, we prove the global well-posedness of the system.…

偏微分方程分析 · 数学 2024-01-23 Quyuan Lin , Rongchang Liu , Weinan Wang

We show how the highly accurate and efficient Constant Perturbation (CP) technique for steady-state Schr\"odinger problems can be used in the solution of time-dependent Schr\"odinger problems with explicitly time-dependent Hamiltonians,…

数值分析 · 数学 2014-06-24 Veerle Ledoux , Marnix Van Daele

We study the focusing stochastic nonlinear Schr\"odinger equation in one spatial dimension with multiplicative noise, driven by a Wiener process white in time and colored in space, in the $L^2$-critical and supercritical cases. The mass…

偏微分方程分析 · 数学 2022-10-11 Annie Millet , Alex D Rodriguez , Svetlana Roudenko , Kai Yang

In this work, we investigate the ergodic behavior of a system of particules, subject to collisions, before it exits a fixed subdomain of its state space. This system is composed of several one-dimensional ordered Brownian particules in…

概率论 · 数学 2025-12-05 Arnaud Guillin , Boris Nectoux , Liming Wu

We consider a system of linear hyperbolic PDEs where the state at one of the boundary points is controlled using the measurements of another boundary point. Because of the disturbances in the measurement, the problem of designing dynamic…

系统与控制 · 计算机科学 2017-07-25 Aneel Tanwani , Christophe Prieur , Sophie Tarbouriech

We analyze the long-time behavior of numerical schemes for a class of monotone stochastic partial differential equations (SPDEs) driven by multiplicative noise. By deriving several time-independent a priori estimates for the numerical…

数值分析 · 数学 2025-01-27 Zhihui Liu

Does a closed quantum many-body system that is continually driven with a time-dependent Hamiltonian finally reach a steady state? This question has only recently been answered for driving protocols that are periodic in time, where the long…

强关联电子 · 物理学 2017-08-24 Sourav Nandy , Arnab Sen , Diptiman Sen

This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…

最优化与控制 · 数学 2015-09-04 Yong Zhao , Weihai Zhang

We have analyzed the interplay between noise and periodic spatial modulations in bistable systems outside equilibrium and found that noise is able to increase the spatial order of the system, giving rise to periodic patterns which otherwise…

统计力学 · 物理学 2016-08-15 J. M. G. Vilar , J. M. Rubí

Asymptotic stability is with no doubts an essential property to be studied for any system. This analysis often becomes very difficult for coupled systems and even harder when different timescales appear. The singular perturbation method…

偏微分方程分析 · 数学 2022-12-07 Swann Marx , Eduardo Cerpa

In this paper we present a general result with an easily checkable condition that ensures a transition from chaotic regime to regular regime in random dynamical systems with additive noise. We show how this result applies to a prototypical…

动力系统 · 数学 2022-11-30 Isaia Nisoli

We study the ground states of a 2D focusing non-linear Schr\"odinger equation with rotation and harmonic trapping. When the strength of the interaction approaches a critical value from below, the system collapses to a profile obtained from…

偏微分方程分析 · 数学 2022-08-18 Van Duong Dinh , Dinh-Thi Nguyen , Nicolas Rougerie

This article establishes cutoff stability also known as abrupt thermalization for generic multidimensional Hurwitz stable Ornstein-Uhlenbeck systems with (possibly degenerate) L\'evy noise at fixed noise intensity. The results are based on…

概率论 · 数学 2024-05-01 Gerardo Barrera , Michael A. Högele

We extend a model of positive feedback and contagion in large mean-field systems, by introducing a common source of noise driven by Brownian motion. Although the driving dynamics are continuous, the positive feedback effect can lead to…

概率论 · 数学 2024-03-29 Sean Ledger , Andreas Sojmark