相关论文: Quasi-Ergodicity of Transient Patterns in Stochast…
We study nonlinear energy transfer and the existence of stationary measures in a class of degenerately forced SDEs on $\mathbb R^d$ with a quadratic, conservative nonlinearity $B(x,x)$ constrained to possess various properties common to…
We derive Harnack inequalities for a stochastic reaction-diffusion equation with dissipative drift driven by additive irregular noise in the $L^p$-space for any $p \ge 2$. These inequalities are utilized to investigate the ergodicity of the…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
We present an experimental and theoretical study of the effect of spatio-temporal fluctuations in quasi-reversible systems displaying a spatial quintic supercritical bifurcation. The saturation mechanism is drastically changed by the…
We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
Turing patterns can be observed in reaction-diffusion systems where chemical species have different diffusion constants. In recent years, several studies investigated the effects of noise on Turing patterns and showed that the parameter…
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…
We have studied stationary and quasi-stationary signal light pulses in cold lambda-type atomic media driven by counterpropagating control laser fields at the condition of electromagnetically induced transparency. By deriving a dispersion…
Quasistationary states are long-lived nonequilibrium states, observed in some systems with long-range interactions under deterministic Hamiltonian evolution. These intriguing non-Boltzmann states relax to equilibrium over times which…
In this paper, we study two PDEs that generalize the urban crime model proposed by Short \emph{et al}. [Math. Models Methods Appl. Sci., 18 (2008), pp. 1249-1267]. Our modifications are made under assumption of the spatial heterogeneity of…
We consider parameter estimation of the reaction term for a second order linear parabolic stochastic partial differential equation in two space dimensions driven by a $Q$-Wiener process under small diffusivity. We first construct an…
This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system…
We consider Markov processes that alternate continuous motions and jumps in a general locally compact polish space. Starting from a mechanistic construction, a first contribution of this article is to provide conditions on the dynamics so…
The global existence and boundedness of solutions to quasi-linear reaction-diffusion systems are investigated. The system arises from compartmental models describing the spread of infectious diseases proposed in [Viguerie et al, Appl. Math.…
Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…
We deal with parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) with a small dispersion parameter based on high frequency data which are observed in time and space. By using the thinned…
The convergence to the stationary regime is studied for Stochastic Differential Equations driven by an additive Gaussian noise and evolving in a semi-contractive environment, i.e. when the drift is only contractive out of a compact set but…
Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…