Equations stochastiques du type Navier-Stokes

We consider the problem of existence of solutions for stochastic Navier-Stokes equations. The random elements are the initial value of the solution and forcing terms which may be white noise in time.The method uses results on multi-valued functions. We also give energy type results and present examples.     

A random attractor for a stochastic second order lattice system with random coupled coefficients

In this paper, we mainly focus on the asymptotic behavior of solutions to the second-order stochastic lattice equations with random coupled coefficients and multiplicative white noises in weighted spaces of infinite sequences. We first transfer stochastic lattice equations into random lattice equations and prove the existence and uniqueness of solutions which generate a random dynamical system. Second we consider the existence of a tempered random bounded absorbing set and a random attractor for the system. Then we establish the upper semicontinuity of random attractors as the coefficient of the white noise term tends to zero. Finally we present the corresponding results for the system with additive white noises.     

Stochastic stability of FitzHugh-Nagumo systems in infinite lattice perturbed by Gaussian white noise

The current paper is devoted to the study of stochastic stability of FitzHugh-Nagumo systems in infinite lattice perturbed by Gaussian white noise. We first study the dynamics of stochastic FitzHugh-Nagumo systems, then prove the existence and uniqueness of their equilibriums, which mix exponentially. Finally, we investigate asymptotic behavior of equilibriums when the size of noise gets to zero.     

Collapse of attractors for ODEs under small random perturbations

This paper concerns comparisons between attractors for random dynamical systems and their corresponding noiseless systems. It is shown that if a random dynamical system has negative time trajectories that are transient or explode with probability one, then the random attractor cannot contain any open set. The result applies to any Polish space and when applied to autonomous stochastic differential equations with additive noise requires only a mild dissipation of the drift. Additionally, following observations from numerical simulations in a previous paper, analytical results are presented proving that the random global attractors for a class of gradient-like stochastic differential equations consist of a single random point. Comparison with the noiseless system reveals that arbitrarily small non-degenerate additive white noise causes the deterministic global attractor, which may have non-zero dimension, to ‘collapse’. Unlike existing results of this type, no order preserving property is necessary.      

Stochastic stability of Burgers equation

The current paper is devoted to stochastic Burgers equation with driving forcing given by white noise type in time and periodic in space. Motivated by the numerical results of Hairer and Voss, we prove that the Burgers equation is stochastic stable in the sense that statistically steady regimes of fluid flows of stochastic Burgers equation converge to that of determinstic Burgers equation as noise tends to zero.     

Signal-to-noise ratio gain by stochastic resonance in a bistable system

It was shown recently that the signal-to-noise ratio (SNR) could be improved by stochastic resonance (SR) in certain monostable systems and certain systems with monotonous nonlinearity working in the nonlinear response (NLR) regime. Here we demonstrate that a simple bistable system driven by periodic pulse train and band-limited Gaussian white noise can also provide an SNR gain. We show the reasons why SNR gain had not been found in double well potential systems, despite strong efforts made during the last 15 years.     

Stability and robustness analysis of a linear time-periodic system subjected to random perturbations

In this work, new methods of guaranteeing the stability of linear time periodic dynamical systems with stochastic perturbations are presented. In the approaches presented here, the Lyapunov-Floquet (L-F) transformation is applied first so that the linear time-periodic part of the equations becomes time-invariant. For the linear time periodic system with stochastic perturbations, a stability theorem and related corollary have been suggested using the results previously obtained by Infante. This technique is not only applicable to systems with stochastic parameters but also to systems with deterministic variation in parameters. Some illustrative examples are presented to show the practical applications. These methods can be used to investigate the degree of robustness and design controllers for systems with time periodic coefficients subjected to random perturbations.     

Stability of stochastic partial differential equation

Stochastic partial differential equations such as occur in vibration problems for mechanical structures subjected to random loading are modelled as infinite dimensional stochastic Itô differential equations using a semigroup approach. Sufficient conditions for exponential stability of the expected energy of the system, as well as for the exponential decay of the sample paths of the displacement and velocity, are given. Under these same conditions it is shown that the zero solution is pathwise asymptotically stable relative to finite dimensional initial conditions. Illustrative examples are included.     

Random attractor and upper semi-continuity for Zakharov lattice system with multiplicative white noise

In this paper, we study the long-term asymptotic behaviour of solutions to the stochastic Zakharov lattice equation with multiplicative white noise. We first transfer the stochastic lattice equation into a random lattice equation and prove the existence and uniqueness of solutions which generate a random dynamical system. Then we consider the existence of a tempered random bounded absorbing set and a random attractor for the system. Finally we establish the upper semi-continuity of random attractor to the global attractor of the limiting system as the coefficients of the white noise terms tend to zero.     

Numerical resolution of stochastic focusing NLS equations

In this note, we numerically investigate a stochastic nonlinear Schrödinger equation derived as a perturbation of the deterministic NLS equation. The classical NLS equation with focusing nonlinearity of power law type is perturbed by a random term; it is a strong perturbation since we consider a space-time white noise. It acts either as a forcing term (additive noise) or as a potential (multiplicative noise). For simulations made on a uniform grid, we see that all trajectories blow-up in finite time, no matter how the initial data are chosen. Such a grid cannot represent a noise with zero correlation lengths, so that in these experiments, the noise is, in fact, spatially smooth. On the contrary, we simulate a noise with arbitrarily small scales using local refinement and show that in the multiplicative case, blow-up is prevented by a space-time white noise. We also present results on noise induced soliton diffusion.     

Long‐Time Behavior,Invariant Measures,and Regularizing Effects for Stochastic Scalar Conservation Laws

We study the long‐time behavior and regularity of the pathwise entropy solutions to stochastic scalar conservation laws with random‐in‐time spatially homogeneous fluxes and periodic initial data. We prove that the solutions converge to their spatial average, which is the unique invariant measure of the associated random dynamical system, and provide a rate of convergence, the latter being new even in the deterministic case for dimensions higher than 2. The main tool is a new regularization result in the spirit of averaging lemmata for scalar conservation laws, which, in particular, implies a regularization by noise‐type result for pathwise quasi‐solutions.© 2016 Wiley Periodicals, Inc.     

On Noisy Extensions of Nonholonomic Constraints

We propose several stochastic extensions of nonholonomic constraints for mechanical systems and study the effects on the dynamics and on the conservation laws. Our approach relies on a stochastic extension of the Lagrange–d’Alembert framework. The mechanical system we focus on is the example of a Routh sphere, i.e., a rolling unbalanced ball on the plane. We interpret the noise in the constraint as either a stochastic motion of the plane, random slip or roughness of the surface. Without the noise, this system possesses three integrals of motion: energy, Jellet and Routh. Depending on the nature of noise in the constraint, we show that either energy, or Jellet, or both integrals can be conserved, with probability 1. We also present some exact solutions for particular types of motion in terms of stochastic integrals. Next, for an arbitrary nonholonomic system, we consider two different ways of including stochasticity in the constraints. We show that when the noise preserves the linearity of the constraints, then energy is preserved. For other types of noise in the constraint, e.g., in the case of an affine noise, the energy is not conserved. We study in detail a class of Lagrangian mechanical systems on semidirect products of Lie groups, with “rolling ball type” constraints. We conclude with numerical simulations illustrating our theories, and some pedagogical examples of noise in constraints for other nonholonomic systems popular in the literature, such as the nonholonomic particle, the rolling disk and the Chaplygin sleigh.     

Random attractor for stochastic second-order non-autonomous stochastic lattice equations with dispersive term

In this paper, we consider the asymptotic behaviour of solutions to second-order non-autonomous stochastic lattice equations with dispersive term and additive white noises in the space of infinite sequences. We first transfer the stochastic lattice equations into random lattice equations, and prove the existence and uniqueness of solutions that generate a random dynamical system. Second, we prove the existence of a tempered random absorbing set and a random attractor for the system. Finally, we establish the upper semi-continuity of the random attractors as the coefficient of the white noise term tends to zero.     

Extended and unscented filtering algorithms using one-step randomly delayed observations

In this paper, the least squares filtering problem is investigated for a class of nonlinear discrete-time stochastic systems using observations with stochastic delays contaminated by additive white noise. The delay is considered to be random and modelled by a binary white noise with values of zero or one; these values indicate that the measurement arrives on time or that it is delayed by one sampling time. Using two different approximations of the first and second-order statistics of a nonlinear transformation of a random vector, we propose two filtering algorithms; the first is based on linear approximations of the system equations and the second on approximations using the scaled unscented transformation. These algorithms generalize the extended and unscented Kalman filters to the case in which the arrival of measurements can be one-step delayed and, hence, the measurement available to estimate the state may not be up-to-date. The accuracy of the different approximations is also analyzed and the performance of the proposed algorithms is compared in a numerical simulation example.     

具有白噪声的随机格点系统的随机吸引子的Kolmogorov熵

基于耗散的随机格点系统解的渐近行为理论,主要运用元素分解法与有限维空间中多面体球覆盖的拓扑性质,研究了具有白噪声的随机Klein-Gordon-Schr?dinger格点动力系统的随机吸引子的Kolmogorov熵,并得到它的一个上界.     

The Stochastic Burger's Equation in Ito's Sense

We consider the solution to Burger's equation coupled to a stochastic noise in Ito's sense. The main random properties of the wave are determined. The solution is related to a deterministic problem with a rescaled diffusion coefficient. Depending on the value of a parameter, the initial value problem may be ill posed, well posed up to an explosion time, or well posed for all time. Traveling waves are destroyed asymptotically by white noise. However, the only effect of colored noise is to render the wave position random.     

ASYMPTOTIC BEHAVIOR FOR GENERALIZED GINZBURG-LANDAU POPULATION EQUATION WITH STOCHASTIC PERTURBATION

In this paper, we are devoted to the asymptotic behavior for a nonlinear parabolic type equation of higher order with additive white noise. We focus on the Ginzburg-Landau population equation perturbed with additive noise. Firstly, we show that the stochastic Ginzburg-Landau equation with additive noise can be recast as a random dynamical system. And then, it is proved that under some growth conditions on the nonlinear term, this stochastic equation has a compact random attractor, which has a finite Hausdorff dimension.     

Gauss噪声扰动下的FitzHugh-Nagumo系统的随机稳定性

在Gauss噪声扰动下FitzHugh-Nagumo系统的随机稳定性是该文的研究目的．通过研究随机FitzHugh-Nagumo系统的动力学行为, 证明其存在唯一的、具有指数混合速度的不变测度．最后, 考察当噪声趋于0时不变测度的渐近行为．     

Robustness of Random Attractors for a Stochastic Reaction-Diffusion System

Asymptotic pullback dynamics of a typical stochastic reaction-diffusion system, the reversible Schnackenberg equations, with multiplicative white noise is investigated. The robustness of random attractor with respect to the reverse reaction rate as it tends to zero is proved through the uniform pullback absorbing property and the uniform convergence of reversible to non-reversible cocycles. This result means that, even if the reverse reactions would be neglected, the dynamics of this class of stochastic reversible reaction-diffusion systems can still be captured by the random attractor of the non-reversible stochastic raction-diffusion system in a long run.     

带刚性限位的双层隔振系统的离散随机模型

研究由多刚体组成的带刚性限位的双层隔振系统,对其冲击后受到周期性外激励和低强度噪声扰动共同作用下可能会产生的碰撞进行了分析．基于单向约束多体动力学理论,导出了此隔振系统的最大Poincaré映射,建立了其冲击后的零次近似随机离散模型和一次近似随机离散模型．通过对一MTU公司的柴油机隔振系统冲击作用后振动响应的调查指出,由于可能发生间歇性碰撞,该系统呈现复杂的非线性特性．零次近似模型和一次近似模型有较大的区别,低强度的噪声也会对系统产生较大的影响．得到的结果对如何正确设计带刚性限位的双层隔振系统提供了理论参考依据．