相关论文: Ergodicity for the stochastic Complex Ginzburg-Lan…

We prove quantitative convergence rates at which discrete Langevin-like processes converge to the invariant distribution of a related stochastic differential equation. We study the setup where the additive noise can be non-Gaussian and…

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic…

We study the nature of the instability of the homogeneous steady states of the subcritical Ginzburg-Landau equation in the presence of group velocity. The shift of the absolute instability threshold of the trivial steady state, induced by…

This paper presents an introduction to phase transitions and critical phenomena on the one hand, and nonequilibrium patterns on the other, using the Ginzburg-Landau theory as a unified language. In the first part, mean-field theory is…

The stochastic Landau--Lifshitz--Gilbert (LLG) equation describes the behaviour of the magnetization under the influence of the effective field consisting of random fluctuations. We first reformulate the equation into an equation the…

Motivated by studying stochastic systems with non-Gaussian L\'evy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump discontinuities in time. A multiplicative ergodic theorem…

We present a dynamical description and analysis of non-equilibrium transitions in the noisy Ginzburg-Landau equation based on a canonical phase space formulation. The transition pathways are characterized by nucleation and subsequent…

This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…

This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…

We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…

The influence of small additive noise on structure formation near a forwards and near an inverted bifurcation as described by a cubic and quintic Ginzburg Landau amplitude equation, respectively, is studied numerically for group velocities…

We study a compactification of the space of invariant probability measures for a transitive countable Markov shift. We prove that it is affine homeomorphic to the Poulsen simplex. Furthermore, we establish that, depending on a combinatorial…

The zigzag process is a Piecewise Deterministic Markov Process which can be used in a MCMC framework to sample from a given target distribution. We prove the convergence of this process to its target under very weak assumptions, and…

The establishment of generalized chaotic synchronization in Ginzburg-Landau equations unidirectionally coupled at discrete points of space (local coupling) has been studied. It is shown that generalized syn-chronization regimes are also…

We establish the unique ergodicity of a fully discrete scheme for monotone SPDEs with polynomial growth drift and bounded diffusion coefficients driven by multiplicative white noise. The main ingredient of our method depends on the…

We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of a unique invariant measure associated with the transition…

In previous work, we have performed amplitude expansions of the continuum equations for the Grinfeld instability and carried them to high orders. Nevertheless, the approach turned out to be restricted to relatively small amplitudes. In this…

The Schr\"{o}dinger-Poisson-Landau-Lifshitz-Gilbert (SPLLG) system can characterize the spin transfer torque mechanism transferring the spin angular momentum to the magnetization dynamics through spin-magnetization coupling. We study the…