相关论文: Geometric singular perturbation theory for stochas…

A bifurcating system subject to multiplicative noise can exhibit on-off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the…

We consider a nonlinear pendulum whose suspension point undergoes stochastic vibrations in its plane of motion. Stochastic vibrations are constructed by stochastic differential equations with random periodic solutions. Averaging over these…

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

We investigate bifurcation phenomena between slow and fast convergences of synchronization errors arising in the proposed synchronization system consisting of two identical nonlinear dynamical systems linked by a common noisy input only.…

In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…

Chemical, physical and ecological systems passing through a saddle-node bifurcation will, momentarily, find themselves balanced at a semi-stable steady state. If perturbed by noise, such systems will escape from the zero-steady state, with…

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type $A + \varepsilon G$, with $A$ and $G$ maximal monotone operators and $\varepsilon$ a "small"…

We study a class of stochastic time-fractional equations on $\mathbb{R}^d$ driven by a centered Gaussian noise, involving a Caputo time derivative of order $\beta>0$, a fractional (power) Laplacian of order $\alpha>0$, and a…

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

We estimate the time a point or set, respectively, requires to approach the attractor of a radially symmetric gradient type stochastic differential equation driven by small noise. Here, both of these times tend to infinity as the noise gets…

Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

We establish pathwise existence of solutions for porous media and fast diffusion equations with nonlinear gradient noise, in the full regime $m\in(0,\infty)$ and for any initial data in $L^2$. Moreover, if the initial data is positive,…

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

A system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is analyzed in this work. In the vicinity of the limit cycle of the unperturbed deterministic system, we define, construct, and…

We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

In this work we consider piecewise smooth vector fields $X$ defined in $\R^n\setminus \Sigma$, where $\Sigma$ is a self-intersecting switching manifold. A double regularization of $X$ is a 2-parameter family of smooth vector fields…