4 papers
The memory-dependent FPK equation for fractional Gaussian noise
Lifang Feng, Bin Pei, Yong Xu
This paper aims to explore non-Markovian dynamics of nonlinear dynamical systems subjected to fractional Gaussian noise (FGN) and Gaussian white noise (GWN). A novel memory-depende…
Averaging principle for slow-fast systems of PDEs with rough drivers
Miaomiao Li, Bin Pei, Yong Xu +1
This paper investigates a class of slow--fast systems of rough partial differential equations defined over a monotone family of interpolation Hilbert spaces. By employing the contr…
Averaging principle for semilinear slow-fast rough partial differential equations
Miaomiao Li, Yunzhang Li, Bin Pei +1
In this paper, we investigate the averaging principle for a class of semilinear slow-fast partial differential equations driven by finite-dimensional rough multiplicative noise. Sp…
Non-Markovian dynamics: the memory-dependent probability density evolution equations
Bin Pei, Lifang Feng, Yunzhang Li +1
This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to…