Related papers: Stochastic averaging lemmas for kinetic equations
This paper develops a general data-driven approach to stochastic elastoplastic modelling that leverages atomistic simulation data directly rather than by fitting parameters. The approach is developed in the context of metallic glasses,…
The cloud of cold atoms obtained from a magneto-optical trap is known to exhibit two types of instabilities in the regime of high atomic densities: stochastic instabilities and deterministic instabilities. In the present paper, the…
We prove new velocity averaging results for second-order multidimensional equations of the general form, $\op(\nabla_x,v)f(x,v)=g(x,v)$ where $\op(\nabla_x,v):=\bba(v)\cdot\nabla_x-\nabla_x^\top\cdot\bbb(v)\nabla_x$. These results quantify…
We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…
We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…
This paper investigates a non-autonomous slow-fast system, which is generalized by stochastic differential equations (SDEs) with locally Lipschitz coefficients, subjected to standard Brownian motion (Bm) and fractional Brownian motion (fBm)…
Motivated by the traditional Lotka-Volterra competitive models, this paper proposes and analyzes a class of stochastic reaction-diffusion partial differential equations. In contrast to the models in the literature, the new formulation…
We study a stochastic version of the dynamical Casimir effect, computing the particle creation inside a cavity produced by a random motion of one of its walls. We first present a calculation perturbative in the amplitude of the motion. We…
We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
A continuous-time average consensus system is a linear dynamical system defined over a graph, where each node has its own state value that evolves according to a simultaneous linear differential equation. A node is allowed to interact with…
This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…
In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Stochastic quantisation is applied to the problem of calculating real-time evolution on a Minkowskian space-time lattice. We employ optimized updating using reweighting, or gauge fixing, respectively. These procedures do not affect the…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…
We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…
We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
We develop a new approach to velocity averaging lemmas based on the dispersive properties of the kinetic transport operator. This method yields unprecedented sharp results, which display, in some cases, a gain of one full derivative.…