相关论文: Moment instabilities in multidimensional systems w…

For stochastic systems with nonvanishing noise, i.e., at the desired state the noise port does not vanish, it is impossible to achieve the global stability of the desired state in the sense of probability. This bad property also leads to…

We investigate the effects of dichotomous noise added to a classical harmonic oscillator in the form of stochastic time-dependent gain and loss states, whose durations are sampled from two distinct exponential waiting time distributions.…

In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…

A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…

A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

The dynamical organization in the presence of noise of a Boolean neural network with random connections is analyzed. For low levels of noise, the system reaches a stationary state in which the majority of its elements acquire the same…

Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Sliding motion is evolution on a switching manifold of a discontinuous, piecewise-smooth system of ordinary differential equations. In this paper we quantitatively study the effects of small-amplitude, additive, white Gaussian noise on…

It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…

We consider instabilities of a single mode with finite wavenumber in inversion symmetric spatially one dimensional systems, where the character of the bifurcation changes from sub- to supercritical behaviour. Starting from a general…

On the basis of the competing cubic-quintic nonlinearity model, stability (instability) of continuous waves in nonlocal random non-Kerr nonlinear media is studied analytically and numerically. Fluctuating media parameters are modeled by the…

We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a…

This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…

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…

We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…

We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…

In this article, we consider the nonlinear stochastic partial differential equation of fractional order in both space and time variables with constant initial condition: \begin{equation*}…