We extend the Killeen-Taylor study [Nonlinearity 13 (2000)] by investigating in different Banach spaces (l(alpha)(N), c(0)(N),c(N)) the point, continuous and residual spectra of stochastic perturbations of the shift operator ...

We extend the Killeen-Taylor study [Nonlinearity 13 (2000)] by investigating in different Banach spaces (l(alpha)(N), c(0)(N),c(N)) the point, continuous and residual spectra of stochastic perturbations of the shift operator ...

In this work we use the stochastic flow decomposition technique to get components that represent the dynamics of the slow and fast motion of a stochastic differential equation with a random perturbation. Assuming a Lipschitz ...

We study random perturbations of a reaction–diffusion equation with a unique stable equilibrium and solutions that blow-up in finite time. If the strength of the perturbation ε>0 is small and the initial data is in the ...

Two concepts are proposed to characterize the behavior of stochastic systems under sustained random perturbations in time: Using Lyapunov exponents we define the region where an electric power system can be operated under ...

We consider a strictly convex billiard table with C 2 boundary, with the dynamics subjected to random perturbations. Each time the billiard ball hits the boundary its reflection angle has a random perturbation. The ...

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. ...

The elephant walk model originally proposed by Schutz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk ...