Related papers: Sticky couplings of multidimensional diffusions wi…
We study the existence of weak martingale solutions to a stochastic moving boundary problem arising from the interaction between an isentropic compressible fluid and a viscoelastic structure. In the model, we consider a three-dimensional…
This work introduces a self and mutually exciting point process that embeds flexible residuals and intensity with discretely Markovian dynamics. By allowing the integration of diverse residual distributions, this model serves as an…
Two-dimensional Stokes flow with injection and suction is investigated through a second-order, perturbative mode-coupling approach. We examine the time-dependent disturbance of an initially circular interface separating two viscous fluids,…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
Classical coupling constructions arrange for copies of the \emph{same} Markov process started at two \emph{different} initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which…
The aim of the book is to present some recent results in the theory of stochastic It\^o equations with singular deterministic part (drift) and its applications to second-order elliptic and parabolic equations with singular first-order…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We investigate the problem of constructing a dynamics on edge--spin configurations which realizes a coupling between a Glauber dynamics of the Ising model and a dynamical evolution of the percolation configurations. We dream of constructing…
We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…
In this paper, we study pinning control problem of coupled dynamical systems with stochastically switching couplings and stochastically selected controller-node set. Here, the coupling matrices and the controller-node sets change with time,…
A methodology for handling block-to-block coupling of nonconforming, multiblock summation-by-parts finite difference methods is proposed. The coupling is based on the construction of projection operators that move a finite difference grid…
The effects of purely elastic collisions on the dynamics of heavy inertial particles is investigated in a three-dimensional random incompressible flow. It is shown that the statistical properties of inter-particle separations and relative…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
A new method is introduced allowing to solve exactly the reactions A+A->inert and A+A->A on the 1D lattice with synchronous diffusional dynamics (simultaneous hopping of all particles). Exact connections are found relating densities and…
The coupled in-plane diffusion dynamics between point-particles embedded in stacked fluid membranes are investigated. We calculate the contributions to the coupling longitudinal and transverse diffusion coefficients due to particle motion…
We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem with the jump-diffusion model. Getting rid of the…
We consider a fluid of hard spheres bearing one or two uniform circular adhesive patches, distributed so as not to overlap. Two spheres interact via a ``sticky'' Baxter potential if the line joining the centers of the two spheres intersects…