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We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…
In this paper we extend the standard differential geometric theory of Hamiltonian dynamics to noncommutative spaces, beginning with symplectic forms. Derivations on the algebra are used instead of vector fields, and interior products and…
In continuum mechanics, the equations of motion for mixtures are derived through the use of Hamilton's extended principle which regards the mixture as a collection of distinct continua. The internal energy is assumed to be a function of…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
A Lie system is a nonautonomous system of first-order differential equations possessing a superposition rule, i.e. a map expressing its general solution in terms of a generic finite family of particular solutions and some constants.…
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and exhibiting generic nonlinearities. The scenario is…
We study the optimal control of general stochastic McKean-Vlasov equation. Such problem is motivated originally from the asymptotic formulation of cooperative equilibrium for a large population of particles (players) in mean-field…
We first state a special type of It\^o formula involving stochastic integrals of both standard and fractional Brownian motions. Then we use Doss-Sussman transformation to establish the link between backward doubly stochastic differential…
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…
Langevin equation with a multiplicative stochastic force is considered. That force is uncorrelated, it has the L\'evy distribution and the power-law intensity. The Fokker-Planck equations, which correspond both to the It\^o and Stratonovich…
Techniques for coordinate changes that depend on both dependent and independent variables are developed and applied to the Maxwell-Vlasov Hamiltonian theory. Particle coordinate changes with a new velocity variable dependent on the magnetic…
We extend our previous work (Proukakis {\em et al.}, Phys.~Rev.~D~108,~083513 (2023)) on the dynamics of bosonic, non-relativistic and self-interacting dark matter that simultaneously contains both a ``fuzzy'' low-momentum component and one…
This paper focuses on the numerical scheme for delay-type stochastic McKean-Vlasov equations (DSMVEs) driven by fractional Brownian motion with Hurst parameter $H\in (0,1/2)\cup (1/2,1)$. The existence and uniqueness of the solutions to…
This paper studies the existence and uniqueness of solution of It\^o type stochastic differential equation $dx(t)=b(t, x(t), \om)dt+\si(t,x(t), \om) d B(t)$, where $B(t)$ is a fractional Brownian motion of Hurst parameter $H>1/2$ and…
It is argued that the world is a dissipative dynamic system, a phase flow of which is formed by conformally-symplectic mapping. The key assumption is that the concept of energy in microcosm makes sense only for the steady motions…
In this paper we show that the transverse image of the momentum map of a Hamiltonian Lie group action admits a natural integral affine stratification with the property that over each stratum the momentum map is an equivariantly locally…
We formulate a generalized self-consistent stochastic quantum kinetic theory for finite-temperature ultracold Bose gases interacting via a generic long-range interaction, applicable to a broad range of systems, by means of Keldysh…
We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…