Related papers: Deterministic and Stochastic Becker-D\"oring equat…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
Spectral methods, thanks to their high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the collisional kinetic equations of Boltzmann type, such as the Boltzmann-Nordheim equation. This…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
A general stochastic approach to the description of coagulating aerosol system is developed. As the object of description one can consider arbitrary mesoscopic values (number of aerosol clusters, their size etc). The birth-and-death…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
In a recent paper (J. Differential Equations, 310: 506-554, 2022), the authors proved the existence of martingale solutions to a stochastic version of the classical Patlak-Keller-Segel system in 1 dimension (1D), driven by time-homogeneous…
Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…
We investigate relaxation and correlations in a class of mean-reverting models for stochastic variances. We derive closed-form expressions for the correlation functions and leverage for a general form of the stochastic term. We also discuss…
We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…
A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…
There are nowadays a huge load of publications about dengue epidemic models, which mostly employ deterministic differential equations. The analytical properties of deterministic models are always of particular interest by many experts, but…
We theoretically explore the Bochkov-Kuzovlev-Jarzynski-Crooks work theorems in a finite system subject to external control, which is coupled to a heat reservoir. We first elaborate the mechanical energy-balance between the system and the…
We study a system whose dynamics are governed by predictions of its future states. A general formalism and concrete examples are presented. We find that the dynamical characteristics depend on how to shape the predictions as well as on how…
We describe a new phenomenon in models of coalescence and fragmentation, that of gel-shatter cycles. These are dynamical, unforced, stochastic cycles in which slow, approximately deterministic coalescence up to and beyond gelation is…
Many regenerative arguments in stochastic processes use random times which are akin to stopping times, but which are determined by the future as well as the past behaviour of the process of interest. Such arguments based on "conditioning on…
Contrary to common belief, it is not difficult to construct deterministic models where stochastic behavior is correctly described by quantum mechanical amplitudes, in precise accordance with the Copenhagen-Bohr-Bohm doctrine. What is…