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相关论文: Stabilization by Multiplicative It\^o Noise for Ch…

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The stabilisation by noise on the boundary of the Chafee-Infante equation with dynamical boundary conditions subject to a multiplicative It\^o noise is studied. In particular, we show that there exists a finite range of noise intensities…

偏微分方程分析 · 数学 2018-11-14 Klemens Fellner , Stefanie Sonner , Bao Quoc Tang , Do Duc Thuan

Under natural assumptions, an unstable equilibrium of a difference equation can be stabilized by a bounded multiplicative noise, identically distributed at each step. This includes stabilization of an otherwise unstable positive equilibrium…

动力系统 · 数学 2022-08-22 Elena Braverman , Alexandra Rodkina

We provide a simple framework for the study of parametric (multiplicative) noise, making use of scale parameters. We show that for a large class of stochastic differential equations increasing the multiplicative noise intensity surprisingly…

统计力学 · 物理学 2024-11-22 Ewan T. Phillips , Benjamin Lindner , Holger Kantz

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

概率论 · 数学 2024-09-25 Máté Gerencsér

This paper studies the long time stability of both stochastic heat equations on a bounded domain driven by a correlated noise and their approximations. It is popular for researchers to prove the intermittency of the solution which means…

数值分析 · 数学 2024-02-09 Xiaochen Yang , Yaozhong Hu

The aim of the present paper is to investigate the behavior of the spectrum of the Neumann Laplacian in domains with little holes excised from the interior. More precisely, we consider the eigenvalues of the Laplacian with homogeneous…

偏微分方程分析 · 数学 2025-03-05 Veronica Felli , Lorenzo Liverani , Roberto Ognibene

We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…

概率论 · 数学 2011-04-15 Jianhai Bao , Chenggui Yuan

We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a…

概率论 · 数学 2023-01-13 Florian Bechtold , Fabian A. Harang , Nimit Rana

In this paper we prove the local existence and uniqueness of solutions for a class of stochastic fractional partial differential equations driven by multiplicative noise. We also establish that for this class of equations adding linear…

概率论 · 数学 2013-07-17 Michael Rockner , Rongchan Zhu , Xiangchan Zhu

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

概率论 · 数学 2021-01-05 Rémi Catellier , Fabian A. Harang

Difference equations, such as a Ricker map, for an increased value of the parameter, experience instability of the positive equilibrium and transition to deterministic chaos. To achieve stabilization, various methods can be applied.…

动力系统 · 数学 2020-12-22 Elena Braverman , Josef Diblík , Alexandra Rodkina , Zdeněk Šmarda

The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…

数学物理 · 物理学 2016-02-18 Oskar Sultanov

We present a perturbation method for determining the moment stability of linear ordinary differential equations with parametric forcing by colored noise. In particular, the forcing arises from passing white noise through an $n$th order…

数学物理 · 物理学 2013-01-11 Timothy Blass , L. A. Romero

We show a noise-induced transition in Josephson junction with fundamental as well as second harmonic. A periodically modulated multiplicative colored noise can stabilize an unstable configuration in such a system. The stabilization of the…

超导电性 · 物理学 2018-03-06 Nivedita Bhadra

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

概率论 · 数学 2021-04-21 Lidan Wang , Guoli Zhou

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

偏微分方程分析 · 数学 2020-03-09 C. H. S. Hamster , H. J. Hupkes

In this paper we study the Dirichlet problem for Laplace's equation in a domain $\omega_{\epsilon, \eta}$ perforated periodically with small holes in $\mathbb{R}^d$, where $\epsilon$ represents the scale of the minimal distances between…

偏微分方程分析 · 数学 2022-09-02 Zhongwei Shen , Jamison Wallace

We consider the stabilization of an unstable discrete-time linear system that is observed over a channel corrupted by continuous multiplicative noise. Our main result shows that if the system growth is large enough, then the system cannot…

系统与控制 · 计算机科学 2016-12-22 Jian Ding , Yuval Peres , Gireeja Ranade , Alex Zhai

We present an example of a linear partial differential equation whose Cauchy problem becomes well-posed when perturbed by noise. Specifically, we make clear how a suitable multiplicative Stratonovich perturbation of Brownian type renders a…

概率论 · 数学 2026-03-06 Enrico Bernardi , Alberto Lanconelli

We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of…

概率论 · 数学 2015-09-15 David P. Herzog , Jonathan C. Mattingly
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