Related papers: Particle approximation of some Landau equations
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…
The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
Semilinear, $N-$dimensional stochastic differential equations (SDEs) driven by additive L\'evy noise are investigated. Specifically, given $\alpha\in\left(\frac{1}{2},1\right)$, the interest is on SDEs driven by $2\alpha-$stable,…
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a general rough noise, e.g. a fractional Brownian motion. In the…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
We derive approximate iterative analytical solutions of the non-extensive Boltzmann transport equation in the relaxation time approximation. The approximate solutions almost overlap with the exact solution for a considerably wide range of…
Our goal is the discussion of the problem of mathematical interpretation of basic postulates (or `principles') of Quantum Mechanics: transitions to quantum stationary orbits, the wave-particle duality, and the probabilistic interpretation,…
Unlike many deterministic PDEs, stochastic equations are not amenable to the classical variational theory of Euler-Lagrange. In this paper, we show how self-dual variational calculus leads to solutions of various stochastic partial…
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…
Single particle dynamics in electron microscopes, ion or electron lithographic instruments, particle accelerators, and particle spectrographs is described by weakly nonlinear ordinary differential equations. Therefore, the linear part of…
In this paper we treat semilinear stochastic partial differential equations by two methods. First, we extend the framework of [BDR10] from a Hilbert space to a Gelfand triple and as an application we prove the existence of solutions for the…
The dynamics of dissipative soft-sphere gases obeys Newton's equation of motion which are commonly solved numerically by (force-based) Molecular Dynamics schemes. With the assumption of instantaneous, pairwise collisions, the simulation can…
A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…
In this paper Fokker-Planck-Kolmogorov type equations associated with stochastic differential equations driven by a time-changed fractional Brownian motion are derived. Two equivalent forms are suggested. The time-change process considered…
This work deals with the Landau equation for very soft and Coulomb potentials near the associated Maxwellian equilibrium. We first investigate the corresponding linearized operator and develop a method to prove stability estimates of its…
Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…
A quantum model based on a Euler-Lagrange variational approach is proposed. In analogy with the classical transport, our approach maintain the description of the particle motion in terms of trajectories in a configuration space. Our method…
We consider finite element approximations for a one dimensional second order stochastic differential equation of boundary value type driven by a fractional Brownian motion with Hurst index $H\le 1/2$. We make use of a sequence of…