Related papers: Deterministic and Stochastic Becker-D\"oring equat…
This essay advocates the view that any problem that has a meaningful empirical content, can be formulated in constructive, more definitely, finite terms. We consider combinatorial models of dynamical systems and approaches to statistical…
We present a numerical investigation of stochastic transport in ideal fluids. According to Holm (Proc Roy Soc, 2015) and Cotter et al. (2017), the principles of transformation theory and multi-time homogenisation, respectively, imply a…
Growth models with internal habit formation have been studied in various settings under the assumption of deterministic dynamics. The purpose of this paper is to explore a stochastic version of the model in Carroll et al. [1997, 2000], one…
We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…
Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…
In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…
In a recent letter, Christian Beck described a theoretical link between a family of stochastic differential equations and the probability density functions (PDF) derived from the formalism of nonextensive statistical mechanics. He applied…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
Dynamics near and far away from thermal equilibrium is studied within the framework of Langevin equations. A stochasticity-dissipation relation is proposed to emphasize the equal importance of the stochastic and deterministic forces in…
Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…
We apply ideas from renormalization theory to models of cluster formation in nucleation and growth processes. We study a simple case of the Becker-Doring system of equations and show how a novel coarse-graining procedure applied to the…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
The aim of this paper is threefold. Firstly, we develop the author's previous work on the dynamical relationship between determinantal point processes and CAR algebras. Secondly, we present a novel application of the theory of stochastic…
This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…
This work is devoted to the derivation and the matematical study of a new model for water-soluble polymers and metal ions interactions, which are used in chemistry for their wide range of applications. First, we motivate and derive a model…
We introduce stochastic models of chemotaxis generalizing the deterministic Keller-Segel model. These models include fluctuations which are important in systems with small particle numbers or close to a critical point. Following Dean's…
Persistence in spatially extended dynamical systems (like coarsening systems and other nonequilibrium systems) is reviewed. We discuss, in particular, the spatial correlations in the persistent regions and their evolution in time in these…
We survey and refine recent results on weak and strong well-posedness of stochastic differential equations with singular drift satisfying some minimal assumptions.
We prove that deterministic motion in dissipative systems emerges as a strict geometric attractor of contact flow, not a statistical approximation. Building on the contact geometry of stochastic vector bundles, we develop time-dependent…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…