Related papers: Finite-difference time-domain formulation of stoch…
In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…
We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…
We consider the combined influence of linear damping and noise on a dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a…
Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…
The influence of a Gaussian environment on a quantum system can be described by effectively replacing the continuum with a discrete set of ancillary quantum and classical degrees of freedom. This defines a pseudomode model which can be used…
A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…
In this paper, we address the question of the discretization of Stochastic Partial Differential Equations (SPDE's) for excitable media. Working with SPDE's driven by colored noise, we consider a numerical scheme based on finite differences…
This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…
This paper provides a small noise approximation for local random center manifolds of a class of stochastic dynamical systems in Euclidean space. An example is presented to illustrate the method.
We formulate low Mach number fluctuating hydrodynamic equations appropriate for modeling diffusive mixing in isothermal mixtures of fluids with different density and transport coefficients. These equations eliminate the fluctuations in…
The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…
As CMOS technology scales down, thermal fluctuations increasingly impact circuit behavior, posing challenges to conventional circuit design. However, the inherent stochasticity introduced by thermal noise is now being explored as a…
Acoustic scattering of waves by bounded inhomogeneities in an unbounded homogeneous domain is considered. A symmetric coupled system of time-domain boundary integral equations and the second order formulation of the wave equation is…
Stability and convergence analysis for the domain decomposition finite element/finite difference (FE/FD) method is presented. The analysis is designed for semi-discrete finite element scheme for the time-dependent Maxwell's equations. The…