Related papers: Asymptotic Stochastic Transformations for Nonlinea…
We study stochastic Euler equations in both compressible and incompressible regimes, on the whole space and on the torus, driven by genuinely mixed multiplicative noise: continuous Stratonovich/It\^o components and a discontinuous Marcus…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…
Consider a random process s solution of the stochastic partial differential equation Ls = w with L a homogeneous operator and w a multidimensional L\'evy white noise. In this paper, we study the asymptotic effect of zooming in or zooming…
We predict phase-transitions in the quantum noise characteristics of systems described by the quantum nonlinear Schr\"odinger equation, showing them to be related to the solitonic field transition at half the fundamental soliton amplitude.…
Resonant systems emerge as weakly nonlinear approximations to problems with highly resonant linearized perturbations. Examples include nonlinear Schroedinger equations in harmonic potentials and nonlinear dynamics in Anti-de Sitter…
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic…
Dyson--Schwinger equations are an established, powerful non-perturbative tool for QCD. In the Hamiltonian formulation of a quantum field theory they can be used to perform variational calculations with non-Gaussian wave functionals. By…
We discuss stationary solutions of the nonlinear Schrodinger equation (NSE) applicable to several quantum spin, electron and classical lattice systems. We show that there may arise chaotic spatial structures in the form of incommensurate or…
In this paper, we develop new high-order numerical methods for hyperbolic systems of nonlinear partial differential equations (PDEs) with uncertainties. The new approach is realized in the semi-discrete finite-volume framework and is based…
The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…
This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
Khasminski's \cite{chas1980stochastic} showed that many of the asymptotic stability and the integrability properties of the solutions to the Stochastic Differential Equations (SDEs) can be obtained using Lyapunov functions techniques. These…
Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of…
We further elaborate on the solvability of stochastic partial differential equations (SPDEs). We shall discuss non-autonomous partial differential equations with an abstract realization of the stochastic integral on the right-hand side. Our…
Intrinsically noisy mechanisms drive most physical, biological and economic phenomena, from stock pricing to phenotypic variability. Frequently, the system's state influences the driving noise intensity, as, for example, the actual value of…
The stochastic limit for the system of spins interacting with a boson field is investigated. In the finite volume an application of the stochastic golden rule shows that in the limit the dynamics of a quantum system is described by a…
Chaos transition, as an important topic, has become an active research subject in non-linear science. By considering a Dicke Hamiltonian coupled to a bath of harmonic oscillator, we have been able to introduce a logistic map with quantum…
We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…