Related papers: Weiss mean-field approximation for multicomponent …
Sub-Planck structures in non-Gaussian probability densities of phase space variables are pervasive in bosonic quantum systems. They are almost universally present if the bosonic system evolves via nonlinear dynamics or nonlinear…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
We investigate the effects of exponentially correlated noise on birhythmic van der Pol type oscillators. The analytical results are obtained applying the quasi-harmonic assumption to the Langevin equation to derive an approximated…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
We study in this paper the longtime behavior of some large but finite populations of interacting stochastic differential equations whose (infinite population) limit Fokker-Planck PDE admits a stable periodic solution. We show that the…
We consider a pair of stochastic integrate and fire neurons receiving correlated stochastic inputs. The evolution of this system can be described by the corresponding Fokker-Planck equation with non-trivial boundary conditions resulting…
We consider general stochastic systems of interacting particles with noise which are relevant as models for the collective behavior of animals, and rigorously prove that in the mean-field limit the system is close to the solution of a…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…
We present an analitical study of the dynamical process of the approach to steady state for a driven diffusive system represented by the microemulsion phase of a ternary mixture. The external applied field is given by a plane Couette shear…
We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with common noise. By using a drift-randomisation step in space…
We present a study of disorder origination and growth inside an ordered phase processes induced by the presence of multiplicative noise within mean-field approximation. Our research is based on the study of solutions of the nonlinear…
We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…
The purpose of the present paper consists in proposing and discussing a double probabilistic representation for a porous media equation in the whole space perturbed by a multiplicative colored noise. For almost all random realizations…
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…
We consider singular-degenerate, multivalued stochastic fast diffusion equations with multiplicative Lipschitz continuous noise. In particular, this includes the stochastic sign fast diffusion equation arising from the Bak-Tang-Wiesenfeld…
This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a…
A statistical model of self-organization in a generic class of one-dimensional nonlinear Schrodinger (NLS) equations on a bounded interval is developed. The main prediction of this model is that the statistically preferred state for such…
Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In…