Related papers: A stationary process associated with the Dirichlet…
Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…
We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…
Motivated by a phenomenon of phase transition in a model of alignment of self-propelled particles, we obtain a kinetic mean-field equation which is nothing else than the Doi equation (also called Smoluchowski equation) with dipolar…
Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
This work extends monotonicity-based methods in inverse problems to the case of the Helmholtz (or stationary Schr\"odinger) equation $(\Delta + k^2 q) u = 0$ in a bounded domain for fixed non-resonance frequency $k>0$ and real-valued…
We start from a static, spherically symmetric space-time in the presence of an electrostatic field and construct the mini-superspace Lagrangian that reproduces the well known Reissner - Nordstr\"om solution. We identify the classical…
The conserved Kuramoto-Sivashinsky (CKS) equation, u_t = -(u+u_xx+u_x^2)_xx, has recently been derived in the context of crystal growth, and it is also strictly related to a similar equation appearing, e.g., in sand-ripple dynamics. We show…
We consider a rather general class of evolutionary PDEs involving dissipation (of possibly fractional order), which competes with quadratic nonlinearities on the regularity of the overall equation. This includes as prototype models,…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We establish the singularity with respect to Lebesgue measure as a function of time of the conditional probability that the sum of two one-dimensional Brownian motions will exit from the unit interval before time $t$, given the trajectory…
The problem of random motion of 1D quantum reactive harmonic oscillator (QRHO) is formulated in terms of a wave functional regarded as a complex probability process in an extended space. In the complex stochastic differential equation (SDE)…
If $U$ is a $C^{\infty}$ function with compact support in the plane, we let $u$ be its restriction to the unit circle $\mathbb{S}$, and denote by $U_i,\,U_e$ the harmonic extensions of $u$ respectively in the interior and the exterior of…
In this work, we generalize Sacks-Uhlenbeck's existence result for harmonic spheres, constructing for $n \ge 2$, regular, non-trivial, $n$-harmonic $n$-spheres into suitable target manifolds. We obtain an infinite family of new…
A celebrated result of Legendre and Gauss determines which integers can be represented as a sum of three squares, and for those it is typically the case that there are many ways of doing so. These different representations give collections…
We consider a system of $d$ non-linear stochastic heat equations in spatial dimension $k \geq 1$, whose solution is an $\R^d$-valued random field $u= \{u(t\,,x),\, (t,x) \in \R_+ \times \R^k\}$. The $d$-dimensional driving noise is white in…
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…
We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises--Fisher, the Watson and the angular Gaussian families. In addition to several special results we…