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We develope a perturbation theory for stochastic differential equations (SDEs) by which we mean both stochastic ordinary differential equations (SODEs) and stochastic partial differential equations (SPDEs). In particular, we estimate the $…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…

Statistics Theory · Mathematics 2024-05-29 Yuga Iguchi , Alexandros Beskos , Matthew Graham

This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…

Probability · Mathematics 2016-11-17 Igor G. Vladimirov

A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…

Analysis of PDEs · Mathematics 2023-11-29 Ansgar Jüngel , Martin Vetter

Hysteresis in the relation between the capillary pressure and the moisture content in unsaturated porous media, which is due to surface tension at the liquid-gas interface, exhibits strong degeneracy in the resulting mass balance equation.…

Analysis of PDEs · Mathematics 2025-01-07 Chiara Gavioli , Pavel Krejčí

Due to the existence of multiple stationary distributions, we study the stability and instability of a stationary distribution for distribution dependent stochastic differential equations. This note is devoted to the instability of a…

Probability · Mathematics 2025-10-07 Shao-Qin Zhang

Recently a covariant approach to cold matter universes in the zero-shear hypersurfaces (or longitudinal) gauge has been developed. This approach reveals the existence of an integrability condition, which does not appear in standard…

Astrophysics · Physics 2009-10-30 Roy Maartens

We consider the Kolmogorov-Sinai entropy for dilute gases of $N$ hard disks or spheres. This can be expanded in density as $h_{\mathrm{KS}} \propto n N [\ln n a^d+ B + O(n a^d)+O(1/N)]$, with $a$ the diameter of the sphere or disk, $n$ the…

Chaotic Dynamics · Physics 2013-05-22 Astrid S. de Wijn , Henk van Beijeren

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

Probability · Mathematics 2017-07-07 Sören Christensen , Albrecht Irle

We uncover a strong coupling between nonlinearity and diffraction in a photonic crystal at the supercollimation point. We show this is modeled by a nonlinear diffraction term in a nonlinear schroedinger type equation, in which the…

We study the effect of turbulence on a sedimenting layer of particles by means of direct numerical simulations. A Lagrangian model in which particles are considered as tracers with an additional downward settling velocity is integrated…

Fluid Dynamics · Physics 2020-07-08 Alessandro Sozza , Gabor Drotos , Emilio Hernández-García , Cristóbal López

Two dimensional passive scalar turbulence is studied by means of a k-space diffusion model based on a third order differential approximation. This simple description of local nonlinear interactions in Fourier space is shown to present a…

Fluid Dynamics · Physics 2019-10-08 Pierre Morel , Shaokang Xu , Özgür D. Gürcan

Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…

Computational Physics · Physics 2020-11-20 Jakob Tómas Bullerjahn , Sören von Bülow , Gerhard Hummer

In this work we consider how the appearance of gradients of pseudoscalar condensates in dense systems may possibly influence the transport properties of photons in such a medium as well as other thermodynamic characteristics. We adopt the…

High Energy Physics - Phenomenology · Physics 2016-04-20 A. A. Andrianov , V. A. Andrianov , D. Espriu , S. S. Kolevatov

Non-uniform structures of nuclear matter are studied in a wide density-range. Using the density functional theory with a relativistic mean-field model, we examine non-uniform structures at sub-nuclear densities (nuclear ``pastas'') and at…

Stability is a key aspect of data analysis. In many applications, the natural notion of stability is geometric, as illustrated for example in computer vision. Scattering transforms construct deep convolutional representations which are…

Machine Learning · Computer Science 2018-11-28 Fernando Gama , Alejandro Ribeiro , Joan Bruna

The spectroscopic quality of covariant density functional theory has been accessed by analyzing the accuracy and theoretical uncertainties in the description of spectroscopic observables. Such analysis is first presented for the energies of…

Nuclear Theory · Physics 2015-08-25 A. V. Afanasjev

We consider a scalar diffusion equation with a sign-changing coefficient in its principle part. The well-posedness of such problems has already been studied extensively provided that the contrast of the coefficient is non-critical.…

Numerical Analysis · Mathematics 2025-04-11 Martin Halla , Florian Oberender

In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…

Probability · Mathematics 2023-03-10 Martin Redmann

We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…

Analysis of PDEs · Mathematics 2014-03-21 Ennio Fedrizzi