相关论文: Corrigendum to the chapter "Some aspects concernin…

In this paper, we consider the 2D periodic stochastic Nernst-Planck-Navier-Stokes equations with body forces perturbed by multiplicative white noise. We first transform the stochastic Nernst-Planck-Navier-Stokes system into the…

In this paper we analyze a chemostat model with wall growth where the input flow is affected by two different stochastic processes: the well-known standard Wiener process, which leads into several drawbacks from the biological point of…

The phenomenon of stochastic resonance, wherein the stimulus-response of a system can be maximized by an intermediate level of noise, has been extensively investigated through linear response theory. As yet a unified response-noise or…

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…

The problem of analyzing the Ito stochastic differential system and its filtering has received attention. The classical approach to accomplish filtering for the Ito SDE is the Kushner equation. In contrast to the classical filtering…

Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…

A natural non-Markovian extension of the theory of white noise quantum trajectories is presented. In order to introduce memory effects in the formalism an Ornstein-Uhlenbeck coloured noise is considered as the output driving process. Under…

In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…

The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…

The main goal of this article is to prove the existence of a random attractor for a stochastic evolution equation driven by a fractional Brownian motion with $H\in (1/2,1)$. We would like to emphasize that we do not use the usual cohomology…

We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…

We prove the existence of a global random attractor for a certain class of stochastic partly dissipative systems. These systems consist of a partial (PDE) and an ordinary differential equation (ODE), where both equations are coupled and…

The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…

The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…

We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…

We use a probabilistic method to describe the effect of laser noise on the laser-atom interaction, in the case that the atom is a two level system without spontaneous emission. The stochastic differential equation for the laser-atom…

In order to test theoretical predictions, we have studied the phenomenon of stochastic resonance in an electronic experimental system driven by white non Gaussian noise. In agreement with the theoretical predictions our main findings are:…

The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic…