相关论文: Dynamical Reduction Models with General Gaussian N…

We demonstrate that nonlocally coupled limit-cycle oscillators subject to spatiotemporally white Gaussian noise can exhibit a noise-induced transition to turbulent states. After illustrating noise-induced turbulent states with numerical…

In the present work, we investigate the dynamics of the infinite-dimensional stochastic partial differential equation (SPDE) with multiplicative white noise. We derive the effective equation on the approximate slow manifold in detail by…

We present a detailed derivation of the master equation describing a general time-dependent quantum system with classical Poisson white noise and outline its various properties. We discuss the limiting cases of Poisson white noise and…

For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…

A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be…

The Dean-Kawasaki model consists of a nonlinear stochastic partial differential equation featuring a conservative, multiplicative, stochastic term with non-Lipschitz coefficient, and driven by space-time white noise; this equation describes…

We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…

Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…

Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243, 275 (1998); Hurn et al., Journal of Time Series Analysis…

In pattern forming systems such as Rayleigh-Benard convection or directional solidification, a large number of linearly stable, patterned steady states exist when the basic, simple steady state is unstable. Which of these steady states will…

In this paper we study a class of stochastic partial differential equations in the whole space $\mathbb{R}^{d}$, with arbitrary dimension $d\geq 1$, driven by a Gaussian noise white in time and correlated in space. The differential operator…

Constructing discrete models of stochastic partial differential equations is very delicate. Stochastic centre manifold theory provides novel support for coarse grained, macroscale, spatial discretisations of nonlinear stochastic partial…

In this paper we consider a system of non-linear stochastic heat equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Under some suitable regularity and non degeneracy…

We study stochastic parabolic and elliptic PDEs driven by purely spatial white noise. Even the simplest equations driven by this noise often do not have a square-integrable solution and must be solved in special weighted spaces. We…

In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

We consider stochastic partial differential equations on $\mathbb{R}^{d}, d\geq 1$, driven by a Gaussian noise white in time and colored in space, for which the pathwise uniqueness holds. By using the Skorokhod representation theorem we…

Stochastic systems with memory naturally appear in life science, economy, and finance. We take the modelling point of view of stochastic functional delay equations and we study these structures when the driving noises admit jumps. Our…

We address the interaction of single- and two-qubit systems with external fluctuating transverse fields and analyze in details the dynamical decoherence induced by Gaussian and non-Gaussian noise, e.g. random telegraph noise (RTN). Upon…