Computing the closest real normal matrix and normal completion

Destabilising nonnormal stochastic differential equations

“…In particular, they constructed a bidimensional example, which we briefly recall in Section 3.1, to illustrate such idea in detail. The main ingredients in the analysis are ε-pseudospectra of nonnormal linear operators, see [5,6,7,9,20] and stability issues for SDEs, [1,3,4,11,14,15,17,18]. Furthermore, several interesting applications in fluid dynamics, population biology, and stochastic control, based on non-normal drift-diffusion interactions in stochastic models, see [2] and references therein, are related to the presented topic.…”