Stochastic stability criteria for two-dimensional linear autonomous systems perturbed by white noise

受白噪声扰动的可积哈密顿系统的中心极限定理

The central limit theorems for integrable Hamiltonian systems perturbed by white noise

本文利用Nagaev-Guivarc'h方法和Birkhoff遍历定理，证明可积随机哈密顿系统在非小强度高斯或非高斯白噪声扰动下不变环面保持，且渐近服从高斯分布，从而给出系统长期稳定性的肯定回答。

Stochastic Lotka-Volterra Competitive Reaction-Diffusion Systems Perturbed by Space-Time White Noise: Modeling and Analysis

Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation enables spatial dependence of the species. In addition, the noise process is allowed to be space-time white noise. In this work, wellposedness, regularity of solutions, existence of density, and existence of an invariant measure for stochastic reaction-diffusion systems with non-Lipschitz and non-linear growth coefficients and multiplicative noise are considered.…

Criteria for the (in)stability of planar interfaces in singularly perturbed 2-component reaction-diffusion equations

We consider a class of singularly perturbed 2-component reaction-diffusion equations which admit bistable traveling front solutions, manifesting as sharp, slow-fast-slow, interfaces between stable homogeneous rest states. In many example systems, such as models of desertification fronts in dryland ecosystems, such fronts can exhibit an instability by which the interface destabilizes into fingering patterns. Motivated by the appearance of such patterns, we propose two versions of a 2D stability criterion for (transversal) long wavelength perturbations along the interface of these traveling slow…

White noise perturbation of locally stable dynamical systems

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 Itô stochastic differential equation. It is assumed that the noise does not vanish at the equilibrium. In this case the trajectories of the stochastic system may leave any bounded domain with probability one. We analyze the stochastic stability of the equilibrium under a persistent perturbation by white noise on an asymptotically long time interval $0\leq t\leq \mathcal O(μ^{-N})$, where $0<μ\ll 1$ is a perturbation parameter.

Sufficient Criteria for Existence of Pullback Attractors for Stochastic Lattice Dynamical Systems with Deterministic Non-autonomous Terms

We consider the pullback attractors for non-autonomous dynamical systems generated by stochastic lattice differential equations with non-autonomous deterministic terms. We first establish a sufficient condition for existence of pullback attractors of lattice dynamical systems with both non-autonomous deterministic and random forcing terms. As an application of the abstract theory, we prove the existence of a unique pullback attractor for the first-order lattice dynamical systems with both deterministic non-autonomous forcing terms and multiplicative white noise. Our results recover many existi…

Reachability Analysis of Randomly Perturbed Hamiltonian Systems

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems and the corresponding stochastic control systems in the limit of small noise and in the case in which the target state is a measurable subset of the state space. We derive computable expression for hitting probabilities and mean first hitting times in terms of empirical Gramians, when the dynamics is given by a Hamiltonian system perturbed by dissipation and n…