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A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…

数学物理 · 物理学 2022-10-24 Giulia Carigi , Tobias Kuna , Jochen Bröcker

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…

概率论 · 数学 2017-02-12 Nicolas Champagnat , Denis Villemonais

In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and…

概率论 · 数学 2021-03-19 Chunrong Feng , Baoyou Qu , Huaizhong Zhao

Motivated by the rich variety of complex periodic and quasi-periodic patterns found in systems such as two-frequency forced Faraday waves, we study the interaction of two spatially periodic modes that are nearly resonant. Within the…

斑图形成与孤子 · 物理学 2007-05-23 M. Higuera , H. Riecke , M. Silber

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

统计力学 · 物理学 2015-05-14 Sven Dorosz , Michel Pleimling

The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

偏微分方程分析 · 数学 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan

Deterministic approximations to stochastic Susceptible-Infectious-Susceptible models typically predict a stable endemic steady-state when above threshold. This can be hard to relate to the underlying stochastic dynamics, which has no…

种群与进化 · 定量生物学 2022-08-12 Christopher E. Overton , Robert R. Wilkinson , Adedapo Loyinmi , Joel C. Miller , Kieran J. Sharkey

We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…

概率论 · 数学 2024-03-21 Sandra Cerrai , Wen-Tai Hsu

In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…

概率论 · 数学 2013-05-03 Bastien Marmet

We establish the existence and uniqueness of quasi-stationary and quasi-ergodic measures for almost surely absorbed discrete-time Markov chains under weak conditions. We obtain our results by exploiting Banach lattice properties of…

Reaction-diffusion equations coupled to ordinary differential equations (ODEs) may exhibit spatially low-regular stationary solutions. This work provides a comprehensive theory of asymptotic stability of bounded, discontinuous or…

偏微分方程分析 · 数学 2023-05-18 Chris Kowall , Anna Marciniak-Czochra , Finn Münnich

We study stochastic perturbations of ODE with stable limit cycles -- referred to as stochastic oscillators -- and investigate the response of the asymptotic (in time) frequency of oscillations to changing noise amplitude. Unlike previous…

概率论 · 数学 2022-01-26 Zachary P. Adams

We prove that a system of locally interacting diffusions carrying discrete masses, subject to an environmental noise and undergoing mass coagulation, converges to a system of Stochastic Partial Differential Equations (SPDEs) with…

概率论 · 数学 2022-03-15 Franco Flandoli , Ruojun Huang

The theory of slow-fast gradient systems leads in a natural way to non-equilibrium steady states, because on the slow time scale the fast subsystem stays in steady states that are controlled by the interaction with the slow system. Using…

偏微分方程分析 · 数学 2023-10-06 Alexander Mielke

This paper is concerned with quasilinear parabolic reaction-diffusion-advection systems on extended domains. Frameworks for well-posedness in Hilbert spaces and spaces of continuous functions are presented, based on known results using…

动力系统 · 数学 2013-05-17 Martin Meyries , Jens D. M. Rademacher , Eric Siero

Many natural phenomena are quantified by counts of observable events, from the annihilation of quasiparticles in a lattice to predator-prey encounters on a landscape to spikes in a neural network. These events are triggered at random…

An exact solution of non-stationary Schrodinger equation is obtained for a one-dimensional movement of electrons in an electromagnetic field with arbitrary intensity and frequency. Using it, the permeability coefficient is calculated for a…

介观与纳米尺度物理 · 物理学 2012-10-09 M. V. Tkach , Ju. O. Seti , O. M. Voitsekhivska

This paper introduces SPDE bridges with observation noise and contains an analysis of their spatially semidiscrete approximations. The SPDEs are considered in the form of mild solutions in an abstract Hilbert space framework suitable for…

数值分析 · 数学 2023-01-16 Giulia Di Nunno , Salvador Ortiz-Latorre , Andreas Petersson

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

定量方法 · 定量生物学 2015-10-05 Christian A. Yates , Mark B. Flegg

he quasigeostrophic model describes large scale and relatively slow fluid motion in geophysical flows. We investigate the quasigeostrophic model under random forcing and random boundary conditions. We first transform the model into a…

偏微分方程分析 · 数学 2007-05-23 Jinqiao Duan , Peter E. Kloeden , Bjorn Schmalfuss