1 citations · 1 across the 3 of their papers we have counts for
7 papers
Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise
Li Lin, Jinqiao Duan, Xiao Wang +1
We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fok…
Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
Yanjie Zhang, Xiao Wang, Zibo Wang +1
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by -stable processes, which…
The persistence of synchronization under -stable noise
Yanjie Zhang, Li Lin, Jinqiao Duan +1
This work is about the synchronization of nonlinear coupled dynamical systems driven by -stable noise. Firstly, we provide a novel technique to construct the relationship betwee…
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…
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…
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…