Intermittency for stochastic partial differential equations driven by strongly inhomogeneous space–time white noises

In this paper, the main topic is to investigate the intermittent property of the one-dimensional stochastic heat equation driven by an inhomogeneous Brownian sheet, which is a noise deduced from the study of the catalytic super-Brownian motion. Under some proper conditions on the catalytic measure of the inhomogeneous Brownian sheet, we show that the solution is weakly full intermittent based on the estimates of moments of the solution. In particular, it is proved that the second moment of the solution grows at the exponential rate. The novelty is that the catalytic measure relative to the inhomogeneous noise is not required to be absolutely continuous with respect to the Lebesgue measure on $\mathbb{R}$.     

Small noise and long time phase diffusion in stochastic limit cycle oscillators

We study the effect of additive Brownian noise on an ODE system that has a stable hyperbolic limit cycle, for initial data that are attracted to the limit cycle. The analysis is performed in the limit of small noise – that is, we modulate the noise by a factor $\epsilon \searrow 0$ – and on a long time horizon. We prove explicit estimates on the proximity of the noisy trajectory and the limit cycle up to times $\exp ?\left(c{\epsilon }^{?2}\right)$, $c>0$, and we show both that on the time scale ${\epsilon }^{?2}$ the dephasing (i.e., the difference between noiseless and noisy system measured in a natural coordinate system that involves a phase) is close to a Brownian motion with constant drift, and that on longer time scales the dephasing dynamics is dominated by the drift. The natural choice of coordinates, that reduces the dynamics in a neighborhood of the cycle to a rotation, plays a central role and makes the connection with the applied science literature in which noisy limit cycle dynamics are often reduced to a diffusion model for the phase of the limit cycle.     

The stochastic wave equations driven by fractional and colored noises

We investigate a wave equation in the plane with an additive noise which is fractional in time and has a non-degenerate spatial covariance. The equation is shown to admit a process-valued solution. Also we give a continuity modulus of the solution, and the HSlder continuity is presented.     

锯齿尾缘降噪翼型优化设计研究

大量研究工作表明旋转风电叶片的主要气动噪声来自叶尖尾缘区域,一直以来都是严重影响居民生活和叶片气动性能发挥的重要因素之一.为此,针对决定叶片重要气动特性单元——二维翼型,采用有别于传统的仿猫头鹰翅膀锯齿尾缘流动控制方法,将锯齿关键尺寸参数融入到风力机翼型设计之中,从而开发仿生锯齿翼型的优化设计方法,获得低噪声与高气动性...     

Fully Data-Driven Time-Delay Interferometry with Time-Varying Delays

Raw space-based gravitational-wave data like laser interferometer space antenna's (LISA) phase measurements are dominated by laser frequency noise. The standard technique to make this data usable for gravitational-wave detection is time-delay interferometry (TDI), which cancels laser noise terms by forming suitable combinations of delayed measurements. To do so, TDI relies on inter-spacecraft distances and on how laser noise enters the interferometric data. The basic concepts of an alternative approach which does not rely on independent knowledge of temporal correlations in the dominant noise recently introduced. Instead, this automated principal component interferometry (aPCI) approach only assumes that one can produce some linear combinations of the temporally nearby regularly spaced phase measurements, which cancel the laser noise. Then the data is let to reveal those combinations, thus providing a set of laser-noise-free data channels. The authors' previous approach relies on the simplifying additional assumption that the filters which lead to the laser-noise-free data streams are time-independent. In LISA, however, these filters will vary as the constellation armlengths evolve. Here, a generalization of the basic aPCI concept compatible with data dominated by a still unmodeled but slowly varying dominant noise covariance is discussed. Despite its independence on any model, aPCI successfully mitigates laser frequency noise below the other noises' level, and its sensitivity to gravitational waves is the same as the state-of-the-art second-generation TDI, up to a 2% error.     

Stochastic recursive inclusions with non-additive iterate-dependent Markov noise

In this paper we study the asymptotic behaviour of stochastic approximation schemes with set-valued drift function and non-additive iterate-dependent Markov noise. We show that a linearly interpolated trajectory of such a recursion is an asymptotic pseudotrajectory for the flow of a limiting differential inclusion obtained by averaging the set-valued drift function of the recursion w.r.t. the stationary distributions of the Markov noise. The limit set theorem by Benaim is then used to characterize the limit sets of the recursion in terms of the dynamics of the limiting differential inclusion. We then state two variants of the Markov noise assumption under which the analysis of the recursion is similar to the one presented in this paper. Scenarios where our recursion naturally appears are presented as applications. These include controlled stochastic approximation, subgradient descent, approximate drift problem and analysis of discontinuous dynamics all in the presence of non-additive iterate-dependent Markov noise.     

Elliptic boundary value problems with Gaussian white noise loads

Linear second order elliptic boundary value problems (BVP) on bounded Lipschitz domains are studied in the case of Gaussian white noise loads. The challenging cases of Neumann and Robin BVPs are considered.The main obstacle for usual variational methods is the irregularity of the load. In particular, the Neumann boundary values are not well-defined.In this work, the BVP is formulated by replacing the continuity of boundary trace mappings with measurability. Instead of variational methods alone, the novel BVP derives also from Cameron–Martin space techniques.The new BVP returns the study of irregular white noise to the study of $L^2$-loads.     

Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications

This article assesses the distance between the laws of stochastic differential equations with multiplicative Lévy noise on path space in terms of their characteristics. The notion of transportation distance on the set of Lévy kernels introduced by Kosenkova and Kulik yields a natural and statistically tractable upper bound on the noise sensitivity. This extends recent results for the additive case in terms of coupling distances to the multiplicative case. The strength of this notion is shown in a statistical implementation for simulations and the example of a benchmark time series in paleoclimate.     

Recovery of periodicities hidden in heavy‐tailed noise

We address a parametric joint detection‐estimation problem for discrete signals of the form , , with an additive noise represented by independent centered complex random variables . The distributions of are assumed to be unknown, but satisfying various sets of conditions. We prove that in the case of a heavy‐tailed noise it is possible to construct asymptotically strongly consistent estimators for the unknown parameters of the signal, i.e., frequencies , their number N, and complex coefficients . For example, one of considered classes of noise is the following: are independent identically distributed random variables with and . The construction of estimators is based on detection of singularities of anti‐derivatives for Z‐transforms and on a two‐level selection procedure for special discretized versions of superlevel sets. The consistency proof relies on the convergence theory for random Fourier series.     

The suppression of selected acoustic frequencies in MRI

A study is made of certain dominant frequencies in the acoustic noise spectrum of the magnetic resonance imaging system. Motivated by both spring and string ideas, we investigate whether the contributions to the sound from certain frequencies can be canceled by the appropriate gradient pulse sequence design. From both simulations and experiments, vibrations resulting from an impulsive force associated with a ramping up of a gradient pulse are shown to be cancelled immediately upon the application of another impulsive force coming from the subsequent appropriately timed ramping down of that pulse. A general approach to suppression of multiple-frequency contributions involving a series of gradient pulses with variable timings is given for the cancellations between pairs of impulsive forces. Various examples are confirmed through string simulations, MRI experiments, and linear response theory. This also provides a foundation to explain some results in previous papers on this subject. The method suggests that a variety of pulse profiles and timing combinations can be used to attenuate important contributions to the acoustic spectrum.