Related papers: A stationary process associated with the Dirichlet…
We study the the Dirichlet problem for the cross-diffusion system \[ \partial_tu_i=\operatorname{div}\left(a_iu_i\nabla (u_1+u_2)\right)+f_i(u_1,u_2),\quad i=1,2,\quad a_i=const>0, \] in the cylinder $Q=\Omega\times (0,T]$. The functions…
This paper provides a new analytical method to obtain Green's functions of linear dispersive partial differential equations. The Euler-Bernoulli beam equation and the one-dimensional heat conduction equation (dissipation equation) under…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
In this paper, we solve the joint probability density for the passive and active particles with harmonic, viscous, and perturbative forces. After deriving the Fokker-Planck equation for a passive and a run-and-tumble particles, we…
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion…
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
In this paper, the distribution dependent stochastic differential equation in a separable Hilbert space with a Dini continuous drift is investigated. The existence and uniqueness of weak and strong solutions are obtained. Moreover, some…
We present an extension of relativistic single-particle distribution function for weakly interacting particles at local thermodynamical equilibrium including spin degrees of freedom, for massive spin 1/2 particles. We infer, on the basis of…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of…
A thermal interpretation of the stochastic formalism of a slow-rolling scalar field in de Sitter (dS) is given. We construct a correspondence between Hubble patches of dS and particles living in another space called an abstract space. By…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…
We study the steady-state distribution function of a run-and-tumble particle evolving around a repulsive hard spherical obstacle. We show that the well-documented activity-induced attraction translates into a delta peak accumulation at the…
We study the long-time behaviour of solutions to a class of $d$-dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)$. The drift consists of a dissipative Lipschitz term and a…
The Dean-Kawasaki (DK) equation is a stochastic partial differential equation (SPDE) for the global density $\rho$ of a gas of $N$ over-damped Brownian particles. In the thermodynamic limit $N\rightarrow \infty$ with weak pairwise…
The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…