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19962026
most citedFractional Fokker--Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises

182 citations · 1.5k across the 227 of their papers we have counts for

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Showing 2012Show all

20 papers · 1 filter

math.DS2012★ 2 cited

Approximation of Random Slow Manifolds and Settling of Inertial Particles under Uncertainty

Jian Ren, Jinqiao Duan, Christopher K. R. T. Jones

A method is provided for approximating random slow manifolds of a class of slow-fast stochastic dynamical systems. Thus approximate, low dimensional, reduced slow systems are obtai…

nlin.AO2012★ 1 cited

Synchronization of an evolving complex hyper-network

Zhaoyan Wu, Jinqiao Duan, Xinchu Fu

In this paper, the synchronization in a hyper-network of coupled dynamical systems is investigated for the first time. An evolving hyper-network model is proposed for better descri…

math.DS2012★ 1 cited

Asymmetric non-Gaussian effects in a tumor growth model with immunization

Mengli Hao, Jinqiao Duan, Renming Song +1

The dynamical evolution of a tumor growth model, under immune surveillance and subject to asymmetric non-Gaussian -stableLévy noise, is explored. The lifetime of a tumor staying…

math.DS2012★ 2 cited

Center manifolds for stochastic evolution equations

Xiaopeng Chen, A. J. Roberts, Jinqiao Duan

Stochastic invariant manifolds are crucial in modelling the dynamical behavior of dynamical systems under uncertainty. Under the assumption of exponential trichotomy, existence and…

math.PR2012

Topological equivalence for discontinuous random dynamical systems and applications

Huijie Qiao, Jinqiao Duan

After defining non-Gaussian Lévy processes for two-sided time, stochastic differential equations with such Lévy processes are considered. Solution paths for these stochastic differ…

math.PR2012★ 2 cited

Stationary Measures for Stochastic Differential Equations with Jumps

Huijie Qiao, Jinqiao Duan

In the paper, stationary measures of stochastic differential equations with jumps are considered. Under some general conditions, existence of stationary measures is proved through…

math.AP2012

Approximating dynamics of a singularly perturbed stochastic wave equation with a random dynamical boundary condition

Guanggan Chen, Jinqiao Duan, Jian Zhang

This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximat…

math.PR2012

Ensemble Averaging for Dynamical Systems under Fast Oscillating Random Boundary Conditions

Wei Wang, Jian Ren, Jinqiao Duan +1

This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principl…

math.DS2012

Non-Gaussian dynamics of a tumor growth system with immunization

Mengli Hao, Ting Gao, Jinqiao Duan +1

This paper is devoted to exploring the effects of non-Gaussian fluctuations on dynamical evolution of a tumor growth model with immunization, subject to non-Gaussian α-stable type…

cond-mat.stat-mech2012★ 92 cited

Lévy Noise-Induced Stochastic Resonance in a Bistable System

Yong Xu, Juanjuan Li, Jing Feng +3

Stochastic resonance phenomenon induced by non-Gaussian Lévy noise in a second-order bistable system is investigated. The signal-noise-ratio for different parameters is computed by…

math.DS2012★ 1 cited

Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach

Xingye Kan, Jinqiao Duan, Ioannis G. Kevrekidis +1

A numerical approach for the approximation of inertial manifolds of stochastic evolutionary equations with multiplicative noise is presented and illustrated. After splitting the st…

math.DS2012

Modeling nonlinear random vibration: Implication of the energy conservation law

Xu Sun, Jinqiao Duan, Xiaofan Li

Nonlinear random vibration under excitations of both Gaussian and Poisson white noises is considered. The model is based on stochastic differential equations, and the corresponding…

math.AP2012

Effective dynamics of stochastic wave equation with a random dynamical boundary condition

Guanggan Chen, Jinqiao Duan, Jian Zhang

This work is devoted to the effective macroscopic dynamics of a weakly damped stochastic nonlinear wave equation with a random dynamical boundary condition. The white noises are ta…

math.PR2012★ 3 cited

Slow Manifolds for Multi-Time-Scale Stochastic Evolutionary Systems

Hongbo Fu, Xianming Liu, Jinqiao Duan

This article deals with invariant manifolds for infinite dimensional random dynamical systems with different time scales. Such a random system is generated by a coupled system of f…

math.PR2012

Quantifying Model Uncertainties in the Space of Probability Measures

Jinqiao Duan, Ting Gao, Guowei He

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus con…

math.PR2012

A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications

Huijie Qiao, Jinqiao Duan

Motivated by studying stochastic systems with non-Gaussian Lévy noise, spectral properties for a type of linear cocycles are considered. These linear cocycles have countable jump d…

math.DS2012

An alternative expression of Di Paola and Falson's formula for stochastic dynamics

Xu Sun, Jinqiao Duan, Xiaofan Li

Di Paola and Falsone's formula is widely used in studying stochastic dynamics of nonlinear systems under Poisson white noise. In this short communication, an alternative expression…

math.DS2012★ 27 cited

Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Levy processes

Xu Sun, Jinqiao Duan

The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertain…

math.DS2012

Elementary bifurcations for a simple dynamical system under non-Gaussian Levy noises

Huiqin Chen, Jinqiao Duan, Chengjian Zhang

Nonlinear dynamical systems are sometimes under the influence of random fluctuations. It is desirable to examine possible bifurcations for stochastic dynamical systems when a param…

math.PR2012★ 1 cited

Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise

Huijie Qiao, Jinqiao Duan

The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric -stable Lévy motions. Since escape probabilities are solutions of…