Related papers: Boundary value for a nonlinear transport equation …
We study, in finite volume, a grand canonical version of the McKean-Vlasov equation where the total particle content is allowed to vary. The dynamics is anticipated to minimize an appropriate grand canonical free energy; we make this notion…
In this work we study the one-dimensional stochastic Kimura equation $\partial_{t}u\left(z,t\right)=z\partial_{z}^{2}u\left(z,t\right)+u\left(z,t\right)\dot{W}\left(z,t\right)$ for $z,t>0$ equipped with a Dirichlet boundary condition at…
We show that some boundary conditions assumed at a thin membrane may result in normal diffusion not being the stochastic Markov process. We consider boundary conditions defined in terms of the Laplace transform in which there is a linear…
In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a mean-field interaction and a space and time-dependent…
We study the existence and stability of localized states in the two-dimensional (2D) nonlinear Schrodinger (NLS)/Gross-Pitaevskii equation with a symmetric four-well potential. Using a fourmode approximation, we are able to trace the…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
We are motivated by studying a boundary-value problem for a class of semilinear degenerate elliptic equations \begin{align}\tag{P}\label{P} \begin{cases} - \Delta_x u - |x|^{2\alpha} \dfrac{\partial^2 u}{\partial y^2} = f(x,y,u) &…
Deterministic rate equations are widely used in the study of stochastic, interacting particles systems. This approach assumes that the inherent noise, associated with the discreteness of the elementary constituents, may be neglected when…
We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…
Time-dependently driven stochastic systems form a vast and manifold class of non-equilibrium systems used to model important applications on small length scales such as bit erasure protocols or microscopic heat engines. One property that…
Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et…
We consider approximations of the Stefan-type condition by imbalances of volume closely around the inner interface and study convergence of the solutions of the corresponding semilinear stochastic moving boundary problems. After a…
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our article focuses on the…
This article studies Markovian stochastic motion of a particle on a graph with finite number of nodes and periodically time-dependent transition rates that satisfy the detailed balance condition at any time. We show that under general…
We investigate the qualitative behaviour of the solutions of a stochastic boundary value problem on the half-line for a nonlinear system of parabolic reaction-diffusion equations, from a numerical point of view. The model describes the…
The paper is concerned with a nonlinear system of partial differential equations with parameters and the random external force. This system describes the two-layer quasi-solenoidal Lorenz model for a baroclinic atmosphere on a rotating…
We study a Cucker-Smale-type system with time delay in which agents interact with each other through normalized communication weights. We construct a Lyapunov functional for the system and provide sufficient conditions for asymptotic…
Phase coarsening is a fundamental process of microstructure evolution in multiphase materials. A thorough understanding of its kinetics is of great significance for material processing and performance. Generally, coarsening can be divided…
This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…
In this paper, we study the Dirichlet boundary value problem of steady-state relativistic Boltzmann equation in half-line with hard potential model, given the data for the outgoing particles at the boundary and a relativistic global…