Related papers: Boundary value for a nonlinear transport equation …
This paper studies stochastic boundedness of trajectories of a nonvanishing stochastically perturbed stable LTI system. First, two definitions on stochastic boundedness of stochastic processes are presented, then the boundedness is analyzed…
We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…
We study causal optimal transport in continuous time, with Markovian cost, between a finite-state Markov source and a diffusion target. By replacing the source with its conditional law given the observation of the target, we characterize…
We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…
We study the stochastic transport equation with globally $\beta$-H\"older continuous and bounded vector field driven by a non-degenerate pure-jump L\'evy noise of $\alpha$-stable type. Whereas the deterministic transport equation may lack…
We study pathwise approximation of scalar stochastic differential equations at a single time point or globally in time by means of methods that are based on finitely many observations of the driving Brownian motion. We prove lower error…
The transport behavior of strongly anisotropic systems is significantly richer compared to isotropic ones. The most dramatic spatial anisotropy at a critical point occurs at a Lifshitz transition, found in systems with merging Dirac or Weyl…
In this paper, we consider the Cucker-Smale flocking particles which are subject to the same velocity-dependent noise, which exhibits a phase change phenomenon occurs bringing the system from a "non flocking" to a "flocking" state as the…
Transport properties of disordered electron system can be characterized by the conductance, Lyapunov exponent, or level spacing. Two additional parameters, $K_{11}$ and $\gamma $ were introduced recently which measure the non-homogeneity of…
A finite array of $N$ globally coupled Stratonovich models exhibits a continuous nonequilibrium phase transition. In the limit of strong coupling there is a clear separation of time scales of center of mass and relative coordinates. The…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
We consider a system of nonlinear partial differential equations with stochastic dynamical boundary conditions that arises in models of neurophysiology for the diffusion of electrical potentials through a finite network of neurons.…
The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…
A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…
We study the stationary nonhomogeneous Navier--Stokes problem in a two dimensional symmetric domain with a semi-infinite outlet (for instance, either parabo-\\loidal or channel-like). Under the symmetry assumptions on the domain, boundary…
We investigate the dynamics of roll solutions at the zigzag boundary of the planar Swift-Hohenberg equation. Linear analysis shows an algebraic decay of small perturbation with a $t^{- 1/4}$ rate, instead of the classical $t^{- 1/2}$…
This work considers gradient structures for the Becker-D\"oring equation and its macroscopic limits. The result of Niethammer [17] is extended to prove the convergence not only for solutions of the Becker-D\"oring equation towards the…
The critical behavior of semi-infinite $d$-dimensional systems with $n$-component order parameter $\bm{\phi}$ and short-range interactions is investigated at an $m$-axial bulk Lifshitz point whose wave-vector instability is isotropic in an…