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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 2018Show all

23 papers · 1 filter

math.DS2018

Most probable dynamics of a genetic regulatory network under stable Lévy noise

Xiaoli Chen, Fengyan Wu, Jinqiao Duan +2

Numerous studies have demonstrated the important role of noise in the dynamical behaviour of a complex system. The most probable trajectories of nonlinear systems under the influen…

math.DS2018

Characterization of the Most Probable Transition Paths of Stochastic Dynamical Systems with Stable Lévy Noise

Yuanfei Huang, Ying Chao, Shenglan Yuan +1

This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric -stable Lévy motion () or Brown…

math.PR2018

Homogenization of Non-symmetric Jump Processes

Qiao Huang, Jinqiao Duan, Renming Song

We study the homogenization for a class of non-symmetric pure jump Feller processes. The jump intensity involves periodic and aperiodic constituents, as well as oscillating and non…

math.DS2018★ 12 cited

Hamiltonian Systems with Lévy Noise: Symplecticity, Hamilton's Principle and Averaging Principle

Pingyuan Wei, Ying Chao, Jinqiao Duan

This work focuses on topics related to Hamiltonian stochastic differential equations with Lévy noise. We first show that the phase flow of the stochastic system preserves symplecti…

math-ph2018★ 42 cited

The Onsager-Machlup Function as Lagrangian for the Most Probable Path of a Jump-diffusion Process

Ying Chao, Jinqiao Duan

This work is devoted to deriving the Onsager-Machlup function for a class of stochastic dynamical systems under (non-Gaussian) Levy noise as well as (Gaussian) Brownian noise, and…

cond-mat.stat-mech2018

Mean escape time for randomly switching narrow gates in a cellular flow

Hui Wang, Jinqiao Duan, Xianguo Geng +1

The escape of particles through a narrow absorbing gate in confined domains is a abundant phenomenon in various systems in physics, chemistry and molecular biophysics. We consider…

math.DS2018

Bifurcation in mean phase portraits for stochastic dynamical systems with multiplicative Gaussian noise

Hui Wang, Athanasios Tsiairis, Jinqiao Duan

We investigate the bifurcation phenomena for stochastic systems with multiplicative Gaussian noise, by examining qualitative changes in mean phase portraits. Starting from the Fokk…

math.DS2018

Geometric Methods for Stochastic Dynamical Systems

Jinqiao Duan, Hui Wang

Noisy fluctuations are ubiquitous in complex systems. They play a crucial or delicate role in the dynamical evolution of gene regulation, signal transduction, biochemical reactions…

math.DS2018★ 4 cited

Lévy noise induced escape in the Morris-Lecar model

Yancai Liu, Rui Cai, Jinqiao Duan

The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by…

math.DS2018

Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative -stable noises

Yanjie Zhang, Xiao Wang, Qiao Huang +2

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric -stable noises may not adequately describe the time evolution for the probability densitie…

math.DS2018

Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations

Yanjie Zhang, Xiao Wang, Jinqiao Duan

We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered Lévy fluctuations, which are solutions of nonlocal elliptic…

math.DS2018

Slow manifold and parameter estimation for a nonlocal fast-slow stochastic evolutionary system

Hina Zulfiqar, Ziying He, Meihua Yang +1

We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermo…

q-bio.MN2018

Most Probable Evolution Trajectories in a Genetic Regulatory System Excited by Stable Lévy Noise

Xiujun Cheng, Hui Wang, Xiao Wang +2

We study the most probable trajectories of the concentration evolution for the transcription factor activator in a genetic regulation system, with non-Gaussian stable Lévy noise in…

cond-mat.stat-mech2018★ 5 cited

Target Search of a Protein on DNA in the Presence of Position-dependent Bias

Xi Chen, Xiujun Cheng, Yanmei Kang +1

We study the target searching on the DNA for proteins in the presence of non-constant drift and non-Gaussian -stable Lévy fluctuations. The target searching is realized by the f…

math.ST2018

A parameter estimator based on Smoluchowski-Kramers approximation

Ziying He, Jinqiao Duan, Xiujun Cheng

We devise a simplified parameter estimator for a second order stochastic differential equation by a first order system based on the Smoluchowski-Kramers approximation. We establish…

math.DS2018★ 3 cited

A role of random slow manifolds in detecting stochastic bifurcation

Ziying He, Rui Cai, Jinqiao Duan +1

We consider the relation for the stochastic equilibrium states between the reduced system on a random slow manifold and the original system. This provides a theoretical basis for t…

math.AP2018★ 3 cited

Homogenization of Nonlocal Partial Differential Equations Related to Stochastic Differential Equations with Lévy Noise

Qiao Huang, Jinqiao Duan, Renming Song

We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differe…

math.DS2018★ 1 cited

Fokker-Planck equation driven by asymmetric Lévy motion

Xiao Wang, Wenpeng Shang, Xiaofan Li +2

Non-Gaussian Lévy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equa…

math.PR2018

Effective filtering analysis for non-Gaussian dynamic systems

Yanjie Zhang, Huijie Qiao, Jinqiao Duan

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynami…

math.DS2018

Compactly Generated Shape Index Theory and its Application to a Retarded Nonautonomous Parabolic Equation

Jintao Wang, Jinqiao Duan, Desheng Li

We establish the compactly generated shape (H-shape) index theory for local semiflows on complete metric spaces via more general shape index pairs, and define the H-shape cohomolog…

math.DS2018★ 18 cited

A Stochastic Pitchfork Bifurcation in Most Probable Phase Portraits

Hui Wang, Xiaoli Chen, Jinqiao Duan

We study stochastic bifurcation for a system under multiplicative stable Levy noise (an important class of non-Gaussian noise), by examining the qualitative changes of equilibrium…

math.DS2018★ 1 cited

Data assimilation and parameter estimation for a multiscale stochastic system with alpha-stable Levy noise

Yanjie Zhang, Zhuan Cheng, Xinyong Zhang +3

This work is about low dimensional reduction for a slow-fast data assimilation system with non-Gaussian stable Lévy noise via stochastic averaging. When the observations are on…

math.PR2018

Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation

Li Lin, Meihua Yang, Jinqiao Duan

We study the effective reduction for a nonlocal stochastic partial differential equation with oscillating coefficients. The nonlocal operator in this stochastic partial differentia…