Related papers: Stochastic averaging lemmas for kinetic equations
We develop a simple model to study classical fields on the background of a fluctuating spacetime volume. It is applied to formulate the stochastic Einstein equations with a perfect-fluid source. We investigate the particular case of a…
We study the implications of time-varying wave mechanics, and show how the standard wave equation is modified if the speed of a wave is not constant in time. In particular, waves which experience longitudinal acceleration are shown to have…
A system of stochastic differential equations for the velocity and density of a classical self-gravitating matter is investigated by means of the field theoretic renormalization group. The existence of two types of large-scale scaling…
Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…
We are interested in viscous scalar conservation laws with a white-in-time but spatially correlated stochastic forcing. The equation is assumed to be one-dimensional and periodic in the space variable, and its flux function to be locally…
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…
Enzyme kinetics has historically been described by deterministic models, with the Michaelis-Menten (MM) equation serving as a paradigm. However, recent experimental and theoretical advances have made it clear that stochastic fluctuations,…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
In this paper we study the effect of randomness in kinetic equations that preserve mass. Our focus is in proving the analyticity of the solution with respect to the randomness, which naturally leads to the convergence of numerical methods.…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We consider stochastic scalar conservation laws with spatially inhomogeneous flux. The regularity of the flux function with respect to its spatial variable is assumed to be low, so that entropy solutions are not necessarily unique in the…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
Suppose the observations of Lagrangian trajectories for fluid flow in some physical situation can be modelled sufficiently accurately by a spatially correlated It\^o stochastic process (with zero mean) obtained from data which is taken in…
This paper considers stochastic population dynamics driven by Levy noise. The contributions of this paper lie in that (a) Using Khasminskii-Mao theorem, we show that the stochastic differential equation associated with the model has a…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
Perhaps the most basic question we can ask about cosmological correlations is how their strength changes as we smoothly vary kinematic parameters. The answer is encoded in differential equations that govern this evolution in kinematic…
The averaging principle is established for the slow component and the fast component being two dimensional stochastic Navier-Stokes equations and stochastic reaction-diffusion equations, respectively. The classical Khasminskii approach…
In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate…
We develop further ideas on how to construct low-dimensional models of stochastic dynamical systems. The aim is to derive a consistent and accurate model from the originally high-dimensional system. This is done with the support of centre…