Related papers: Stochastic averaging principle for spatial Markov …
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
This paper has been withdrawn from the arXiv. It is now published by Elsevier in Nonlinear Analysis: Hybrid Systems, see http://dx.doi.org/10.1016/j.nahs.2009.07.008 . A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for…
In this paper, we investigate a class of tumor growth models governed by porous medium-type equations with uncertainties arisen from the growth function, initial condition, tumor support radius or other parameters in the model. We develop a…
Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…
Quantum stochastic cocycles provide a basic model for time-homogeneous Markovian evolutions in a quantum setting, and a direct counterpart in continuous time to quantum random walks, in both the Schrodinger and Heisenberg pictures. This…
We study the stochastic quantization of the system with first class constraints in phase space. Though the Langevin equations of the canonical variables are defined without ordinary gauge fixing procedure, gauge fixing conditions are…
An individual-based model of stochastic branching is proposed and studied, in which point particles drift in $\bar{\mathds{R}}_{+}:=[0,+\infty)$ towards the origin (edge) with unit speed, where each of them splits into two particles that…
The aim of the article is to develop the stochastic interpretation of quantum mechanics by E. Nelson on the basis of balancing the intra-systemic contradiction (i.e., antisymmetry) between "order" and "chaos". For the set task, it is…
We study the stability of quantum pure states and, more generally, subspaces for stochastic dynamics that describe continuously--monitored systems. We show that the target subspace is almost surely invariant if and only if it is invariant…
In this paper we derive an extra class of non-Markovian master equations where the system state is written as a sum of auxiliary matrixes whose evolution involve Lindblad contributions with local coupling between all of them, resembling the…
A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence towards equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably…
Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes…
We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes…
We investigate the global optimization of the objective function arising in continuous sparse regression, specifically the Beurling LASSO (BLASSO), over the space of measures. While Conic Particle Gradient Descent (CPGD) methods are…
In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…
We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…
Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…
Understanding under what conditions interacting populations, whether they be plants, animals, or viral particles, coexist is a question of theoretical and practical importance in population biology. Both biotic interactions and…
We consider a general class of Markovian models describing the growth in a randomly fluctuating environment of a clonal biological population having several phenotypes related by stochastic switching. Phenotypes differ e.g. by the level of…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…