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This article is concerned with the exponential stability and the uniform propagation of chaos properties of a class of Extended Ensemble Kalman-Bucy filters with respect to the time horizon. This class of nonlinear filters can be…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…
We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
Meso-scale turbulence was originally observed experimentally in various suspensions of swimming bacteria, as well as in the collective motion of active colloids. The corresponding large-scale dynamical patterns were reproduced in a simple…
The equilibrium-dispersive model of the linear GC (gas chromatography) was derived using both assumptions and the method of its derivation different from the known in literature. It was concluded that this model is a specific case of the…
In this work we build a unifying framework to interpolate between density-driven and geometry-based algorithms for data clustering, and specifically, to connect the mean shift algorithm with spectral clustering at discrete and continuum…
By folding nonautonomous differential systems in the plane to scalar differential equations, a sufficient condition for the non-occurrence of chaotic behavior is obtained.
We investigate the monitored quantum dynamics of Gaussian mixed states and derive the universal Fokker-Planck equations that govern the stochastic time evolution of entire density-matrix spectra, obtaining their exact solutions. From these…
Our recent interest is focused on establishing the necessary and sufficient conditions that guarantee a long-term stable evolution of both natural and artificial systems. Two necessary conditions, called global and local boundedness, are…
We study a reaction-diffusion equation with an integral term describing nonlocal consumption of resources. We show that a homogeneous equilibrium can lose its stability resulting in appearance of stationary spatial structures. It is a new…
Chaos is an active research subject in the fields of science in recent years. it is a complex and an erratic behavior that is possible in very simple systems. in the present day, the chaotic behavior can be observed in experiments. Many…
We investigate the topological properties of dynamical states evolving on periodic oriented graphs. This evolution, that encodes the scattering processes occurring at the nodes of the graph, is described by a single-step global operator, in…
Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…
In engineering, simulations play a vital role in predicting the behavior of a nonlinear dynamical system. In order to enhance the reliability of predictions, it is essential to incorporate the inherent uncertainties that are present in all…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
The problems of high linear conductivity in an electric field, as well as nonlinear conductivity, are considered for plasma-like systems. First, we recall several observations of nonlinear fast charge transport in dusty plasma, molecular…