相关论文: Quasi-Ergodicity of Transient Patterns in Stochast…

We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a…

In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…

In this paper, we consider concentration phenomenon of semiclassical states to the following $2M$-component reaction-diffusion system in $\R \times \R^N$, \begin{align*} \left\{ \begin{aligned} \partial_t u &=\eps^2 \Delta_x u-u-V(x)v +…

A fluctuation theory is presented for the nonequilibrium second order phase transition in a quasi-two-dimensional electron gas. A transverse (with respect to the current through the sample) spontaneous electric field as an order parameter…

Deriving emergent patterns from models of biological processes is a core concern of mathematical biology. In the context of partial differential equations (PDEs), these emergent patterns sometimes appear as local minimisers of a…

We propose a notion of conditioned stochastic stability of invariant measures on repellers: we consider whether quasi-ergodic measures of absorbing Markov processes, generated by random perturbations of the deterministic dynamics and…

This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…

We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…

It has recently been shown that structural conditions on the reaction network, rather than a 'fine-tuning' of system parameters, often suffice to impart 'absolute concentration robustness' on a wide class of biologically relevant,…

This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincar\'e inequality related to a suitable Doob transform entails exponential…

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…

Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…

The paper is to study the asymptotic dynamics in nonmonotone comparable almost periodic reaction-diffusion system with Dirichlet boundary condition, which is comparable with uniformly stable strongly order-preserving system. By appealing to…

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

A better understanding of the instability margin will eventually optimize the operational range for safety-critical industries. In this paper, we investigate the almost-sure exponential asymptotic stability of the trivial solution of a…

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

Conditions sufficient for the transience of the process have been established for the Markov diffusion model with switching and two modes, transient and ergodic, with intensities bounded away from zero. This paper shows limitations on the…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

We consider the estimation of a non-linear reaction term in the stochastic heat or more generally in a semi-linear stochastic partial differential equation (SPDE). Consistent inference is achieved by studying a small diffusivity level,…