Abstract-- The authors have extended deterministic portHamiltonian systems into stochastic dynamical systems which are described by stochastic differential equations written in the...
We investigate the structural, spectral, and sparsity properties of Stochastic Galerkin matrices as they arise in the discretization of linear differential equations with random co...
The paper provides a systematic way for finding a partial differential equation that directly characterizes the optimal control, in the framework of one
Many perceptual and cognitive processes, like decision-making and bistable perception, involve multistable phenomena under the influence of noise. The role of noise in a multistab...
An analytical approach is presented for determining the response of a neuron or of the activity in a network of connected neurons, represented by systems of nonlinear ordinary stoc...