Related papers: Stochastic differential equations for models of no…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
We describe some general results that constrain the dynamical fluctuations that can occur in non-equilibrium steady states, with a focus on molecular dynamics. That is, we consider Hamiltonian systems, coupled to external heat baths, and…
We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…
A Feynman-Kac-type formula for a L\'evy and an infinite dimensional Gaussian random process associated with a quantized radiation field is derived. In particular, a functional integral representation of $e^{-t\PF}$ generated by the…
We consider the local field dynamical temperature correlation function of the Quantum Nonlinear Schrodinger equation with the finite coupling constant. This correlation function admits a Fredholm determinant representation. The related…
We formulate theoretical modeling approaches and develop practical computational simulation methods for investigating the non-equilibrium statistical mechanics of fluid interfaces with passive and active immersed particles. Our approaches…
The partially observed linear Gaussian system of stochastic differential equations with low noise in observations is considered. A kernel-type estimators are used for estimation of the quadratic variation of the derivative of the limit of…
We set up a general framework for systematically building and classifying, in the linear regime, causal and stable dissipative hydrodynamic theories that, alongside with the usual hydrodynamic modes, also allow for an arbitrary number of…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…
We describe the temporal evolution of the time-resolved photoemission response of the spinless Falicov-Kimball model driven out of equilibrium by strong applied fields. The model is one of the few possessing a metal-insulator transition and…
Using the statistical inference method, a non-relativistic, spinless, non-linear quantum dynamical equation is derived with the Fisher information metric substituted by the Jensen-Shannon distance information. Among all possible…
Three models for nonlocal electron thermal transport are here compared against Vlasov-Fokker-Planck (VFP) codes to assess their accuracy in situations relevant to both inertial fusion hohlraums and tokamak scrape-off layers. The models…
A unified canonical operator formalism for quantum stochastic differential equations, including the quantum stochastic Liouville equation and the quantum Langevin equation both of the It\^o and the Stratonovich types, is presented within…
We prove the existence of density for the solution to the multiplicative semilinear stochastic heat equation on an unbounded spatial domain, with drift term satisfying a half-Lipschitz type condition. The methodology is based on a careful…
It is shown that non-Markovian master equations for an open system which are local in time can be unravelled through a piecewise deterministic quantum jump process in its Hilbert space. We derive a stochastic Schr\"odinger equation that…