Related papers: Smoluchowski-Kramers approximation and large devia…
A pointlike particle of finite mass m, moving in a one-dimensional viscous environment and biased by a spatially dependent force, is considered. We present a rigorous mapping of the Fokker-Planck equation, which determines evolution of the…
Smoluchowski's equation is a macroscopic description of a many particle system with coagulation and shattering interactions. We give a microscopic model of the system from which we derive this equation rigorously. Provided the existence of…
In this paper we consider a nonlinear stochastic approach to the description of quantum systems. It is shown that a possibility to derive quantum properties - spectrum quantization, zero point positive energy and uncertainty relations,…
We devise a simplified parameter estimator for a second order stochastic differential equation by a first order system based on the Smoluchowski-Kramers approximation. We establish the consistency of the estimator by using…
We consider the small mass asymptotic (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The friction coefficient is assumed to be vanishing within certain region. We introduce a…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
Based on the dynamical quantization method we derive a quantum phase-space non-Markovian Smoluchowski equation describing the non-inertial Brownian motion of a harmonic oscillator immersed in a generic environment. In the long-time regime…
The stochastic limit approximation method for ``rapid'' decay is presented, where the damping rate \gamma is comparable to the system frequency \Omega, i.e., \gamma \sim \Omega, whereas the usual stochastic limit approximation is applied…
We give an example of a mathematical model describing quantum mechanical processes interacting with medium. As a model, we consider the process of heat scattering of a wave function defined on the phase space. We consider the case when the…
This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…
We begin a study of a multi-parameter family of Cauchy initial-value problems for the modified nonlinear Schr\"odinger equation, analyzing the solution in the semiclassical limit. We use the inverse scattering transform for this equation,…
We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially…
Wave self-focusing in molecular systems subject to thermal effects, such as thin molecular films and long biomolecules, can be modeled by stochastic versions of the Discrete Self-Trapping equation of Eilbeck, Lomdahl and Scott, and this can…
A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…
Consider the symmetric exclusion process evolving on an interval and weakly interacting at the end-points with reservoirs. Denote by $I_{[0,T]} (\cdot)$ its dynamical large deviations functional and by $V(\cdot)$ the associated…
In this paper, we study discrete approximations of semi-Dirichlet forms obtained by adding non-symmetric drift terms, expressed in terms of mutual energy measures, to resistance forms whose associated resistance metric spaces are compact.…
We present two complementary approaches for determining the reference for the covariant Hamiltonian boundary term quasi-local energy and test them on spherically symmetric spacetimes. On the one hand, we isometrically match the 2-surface…
We consider a quantum system linearly coupled to a reservoir of harmonic oscillators. For finite coupling strengths, the stationary distribution of the damped system is not of the Gibbs form, in contrast to standard thermodynamics. With the…
In this paper, we consider the long time behaviour of collisionless kinetic equation with stochastic diffuse boundary operators for velocities bounded away from zero. We show that under suitable reasonable conditions, the semigroup is…
We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak…