Many real-world systems exhibit noisy evolution; interpreting their finite-time behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis in a variety of fields. Here we argue that a class of differential equations where evolution depends nonlinearly on a random or effectively-random quantity may exhibit finite-time stochastic behavior in line with an equivalent It\^o process, which is of great utility for their numerical simulation and theoretical analysis. We put forward a method for this conversion, develop an equilibrium-moment relation for It\^o attractors, and show that this relation holds for our example system. This work enables the theoretical and...
Thesis (Ph.D.)--University of Washington, 2018Stochastic dynamical systems, as a rapidly growing are...
International audienceThis article attempts a unification of the two approaches that have dominated ...
Nonlinear stochastic dynamical systems are widely used to model systems across the sciences and engi...
Randomness in natural systems come from various sources, for example from the discrete nature of the...
Cataloged from PDF version of article.Intrinsically noisy mechanisms drive most physical, biological...
In this paper, we study an ordinary differential equation with a degenerate global attractor at the ...
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena. Frequently, t...
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena. Frequently, t...
In 2019 it has been estimated that the amount of digital data in the world is 40 zettabytes, 40 time...
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on sever...
Motivated by the possibility of noise to cure equations of finite-time blowup, recent work arXiv:210...
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+...
It is shown that a digital simulation of a noise induced phase transition using an algorithm consist...
We study the asymptotic behaviour of a reaction-diffusion equation, and prove that the addition of m...
Stochastic differential equations (SDEs) have been subject of extensive research ever since the fou...
Thesis (Ph.D.)--University of Washington, 2018Stochastic dynamical systems, as a rapidly growing are...
International audienceThis article attempts a unification of the two approaches that have dominated ...
Nonlinear stochastic dynamical systems are widely used to model systems across the sciences and engi...
Randomness in natural systems come from various sources, for example from the discrete nature of the...
Cataloged from PDF version of article.Intrinsically noisy mechanisms drive most physical, biological...
In this paper, we study an ordinary differential equation with a degenerate global attractor at the ...
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena. Frequently, t...
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena. Frequently, t...
In 2019 it has been estimated that the amount of digital data in the world is 40 zettabytes, 40 time...
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on sever...
Motivated by the possibility of noise to cure equations of finite-time blowup, recent work arXiv:210...
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+...
It is shown that a digital simulation of a noise induced phase transition using an algorithm consist...
We study the asymptotic behaviour of a reaction-diffusion equation, and prove that the addition of m...
Stochastic differential equations (SDEs) have been subject of extensive research ever since the fou...
Thesis (Ph.D.)--University of Washington, 2018Stochastic dynamical systems, as a rapidly growing are...
International audienceThis article attempts a unification of the two approaches that have dominated ...
Nonlinear stochastic dynamical systems are widely used to model systems across the sciences and engi...