Related papers: Stochastic Representations for the Wave Equation o…
A stochastic approach is implemented to address the problem of a marine structure exposed to water wave impacts. The focus is on (i) the average frequency of wave impacts, and (ii) the related probability distribution of impact kinematic…
In this paper we dwell over the study of the boundary layer problem in a hydrodynamical description of the electrons in gated graphene. It has been verified experimentally that this fluid can display non-Poiseuille like flow as reproduced…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
Hydrodynamic interactions in a suspension of spherical particles confined between two parallel planar walls are studied under creeping-flow conditions. The many-particle friction matrix in this system is evaluated using our novel numerical…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
We propose a model for a two dimensional, associative water-like lattice gas with one single variable representing both long and short-range interactions. The corresponding hamiltonian was solved exactly, by state enumeration in a finite…
In this paper we review, and extend to the non-isothermal case, some results concerning the application of the maximum entropy closure technique to the derivation of hydrodynamic equations for particles with spin-orbit interaction and…
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean) systems whose Hamiltonians involve L\'{e}vy-type…
In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…
We consider a family of stochastic models of evolving two-dimensional Young diagrams, given in terms of certain energies, with Gibbs invariant measures. `Static' scaling limits of the shape functions, under these Gibbs measures, have been…
The maximum entropy principle is applied to the formal derivation of isothermal, Euler-like equations for semiclassical fermions (electrons and holes) in graphene. After proving general mathematical properties of the equations so obtained,…
Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…
This paper concerns with the hydrodynamic limit of the Kob-Andersen model, an interacting particle system that has been introduced by physicists in order to explain glassy behavior, and widely studies since. We will see that the density…
This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…
A stochastic Euler equation is proposed, describing the motion of a particle density, forced by the random action of virtual photons in vacuum. After time averaging, the Euler equation is reduced to the Reynolds equation, well studied in…
Inspired by "quantum graphity" models for spacetime, a statistical model of graphs is proposed to explore possible realizations of emergent manifolds. Graphs with given numbers of vertices and edges are considered, governed by a very…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
This paper is concerned with the study of interaction of waves originating from the Riemann problem centred at two different points for a system of equations modelling propagation of elastic waves. The system consists of two equations for…
We describe the macroscopic behaviour of a particle system with long-range interactions. We describe conditions on the interaction strength in dependency of the distance of the particles, such that the scaling limit of the particle system…
Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…