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The paper is devoted to the relationship between the continuous Markovian description of Levy flights developed previously and their equivalent representation in terms of discrete steps of a wandering particle, a certain generalization of…

Statistical Mechanics · Physics 2015-06-04 Ihor Lubashevsky

This paper discusses the spectral collocation method for numerically solving nonlocal problems: one dimensional space fractional advection-diffusion equation; and two dimensional linear/nonlinear space fractional advection-diffusion…

Numerical Analysis · Mathematics 2014-01-30 WenYi Tian , Weihua Deng , Yujiang Wu

We study transport in a model perturbed integrable Hamiltonian system by calculating the volume, V(t), of elementary phase space cells visited by a trajectory, as a function of time. We use this function in order to "measure" the fractality…

chao-dyn · Physics 2016-08-31 H. Varvoglis , Ch. Vozikis , B. Barbanis

We consider linear, time-dependent and skew-adjoint perturbations of periodic transport equations on the one-dimensional torus. We describe the long-time behavior of solutions for all non-degenerate perturbations in resonant regime, proving…

Analysis of PDEs · Mathematics 2025-11-25 Maria Teresa Rotolo

A unique form of turbulent-transport equations is derived based on first principles.The role of nonequilibrium statistical mechanics employed to describe the phenomenology is that it enables to single out the unique form consistent with…

chao-dyn · Physics 2007-05-23 Shunichi Tsuge

This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed L\'evy noise. The conditions for the solution of time-changed SDE to be path stable and exponentially path stable are…

Probability · Mathematics 2020-02-17 Erkan Nane , Yinan Ni

We study the stability and dynamics of solitons in the Korteweg-de Vries (KdV) equation in the presence of noise and deterministic forcing. The noise is space-dependent and statistically translation-invariant. We show that, for small…

Analysis of PDEs · Mathematics 2025-04-25 Rik W. S. Westdorp , Hermen Jan Hupkes

Motivated by the fundamental model of a collisionless plasma, the Vlasov-Maxwell (VM) system, we consider a related, nonlinear system of partial differential equations in one space and one momentum dimension. As little is known regarding…

Analysis of PDEs · Mathematics 2015-09-01 Charles Nguyen , Jennifer Anderson , Stephen Pankavich

This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…

Systems and Control · Electrical Eng. & Systems 2019-11-04 Yohei Hosoe , Tomomichi Hagiwara

L\'evy ratchets are minimal models of fluctuation-driven transport in the presence of L\'evy noise and periodic external potentials with broken spatial symmetry. In these systems, a net ratchet current can appear even in the absence of time…

Statistical Mechanics · Physics 2010-09-13 A. Kullberg , D. del-Castillo-Negrete

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

Probability · Mathematics 2016-05-26 Suprio Bhar

We present a framework to describe completely general first-order perturbations of static, spatially compact, and locally rotationally symmetric class II spacetimes within the theory of general relativity. The perturbation variables are by…

General Relativity and Quantum Cosmology · Physics 2024-05-10 Paulo Luz , Sante Carloni

We consider one-dimensional stochastic differential equations with jumps in the general case. We introduce new technics based on local time and we prove new results on pathwise uniqueness and comparison theorems. Our approach are very easy…

Probability · Mathematics 2011-08-22 M. Benabdallah , S. Bouhadou , Y. Ouknine

This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

In this paper, we describe two effects of the L\'evy area correction on the invariant measure of stochastic rigid body dynamics on geometric rough paths. From the viewpoint of dynamics, the L\'evy area correction introduces an additional…

Chaotic Dynamics · Physics 2023-06-21 Theo Diamantakis , Darryl D. Holm , Grigorios A. Pavliotis

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We study anomalous transport arising in disordered one-dimensional spin chains, specifically focusing on the subdiffusive transport typically found in a phase preceding the many-body localization transition. Different types of transport can…

Disordered Systems and Neural Networks · Physics 2020-03-09 Maximilian Schulz , Scott R. Taylor , Antonello Scardicchio , Marko Žnidarič

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

Probability · Mathematics 2016-04-27 Erkan Nane , Yinan Ni

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Probability · Mathematics 2026-01-07 Chang Liu , Dejun Luo

We study the stabilization of localized structures by discreteness in one-dimensional lattices of diffusively coupled nonlinear sites. We find that in an external driving field these structures may lose their stability by either relaxing to…

patt-sol · Physics 2007-05-23 Igor Mitkov , Konstantin Kladko , A. R. Bishop
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