Related papers: Random dynamics of two-dimensional stochastic seco…
We consider a discrete time dynamic system described by a difference equation with periodic coefficients and with additive stochastic noise. We investigate the possibility of the periodicity for the solution. In particular, we found…
We consider an infinite-dimensional dynamical system with polynomial nonlinearity and additive noise given by a finite number of Wiener processes. By studying how randomness is spread by the system we develop a counterpart of Hormander's…
We introduce a second-order stochastic model to explore the variability in growth of biological shapes with applications to medical imaging. Our model is a perturbation with a random force of the Hamiltonian formulation of the geodesics.…
It is well-known that the fundamental diagram in a realistic traffic system is featured by capacity drop. From a mesoscopic approach, we demonstrate that such a phenomenon is linked to the unique properties of stochastic noise, which, when…
The objective of the paper is to identify and investigate all possible types of asymptotic behavior for the maximum likelihood estimators of the unknown parameters in the second-order linear stochastic ordinary differential equation driven…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We consider systems of particles coupled with fluids. The particles are described by the evolution of their density, and the fluid is described by the Navier-Stokes equations. The particles add stress to the fluid and the fluid carries and…
We propose a mathematical derivation of stochastic compressible Navier-Stokes equation. We consider many-particle systems with a Hamiltonian dynamics supplemented by a friction term and environmental noise. Both the interaction potential…
We prove local well-posedness in regular spaces and a Beale-Kato-Majda blow-up criterion for a recently derived stochastic model of the 3D Euler fluid equation for incompressible flow. This model describes incompressible fluid motions whose…
We derive relativistic second-order dissipative fluid-dynamical equations of motion for massive spin-1/2 particles from kinetic theory using the method of moments. Besides the usual conservation laws for charge, energy, and momentum, such a…
We analyse the gravitational behaviour of a relativistic heat conducting fluid in a shear-free spherically symmetric spacetime. We show that the isotropy of pressure is a consistency condition which realises a second order nonlinear…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
Persistent currents in disordered mesoscopic rings threaded by a magnetic flux are calculated using exact diagonalization methods in the one-dimensional (1D) case and self-consistent Hartree-Fock treatments for two dimensional (2D) systems.…
The purpose of this paper is to deal with the issue of well-posedness for a class of non-Newtonian fluid dynamics equations. These sets of equations are commonly used to describe various complex models that appear in nature, industry, and…
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient…
This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…
We study the constraints imposed by conformal symmetry on the equations of fluid dynamics at second order in gradients of the hydrodynamic variables. At zeroth order conformal symmetry implies a constraint on the equation of state, E=2/3 P,…
We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…
We consider a thermodynamically consistent model for the evolution of thermally conducting two-phase incompressible fluids. Complementing previous results, we prove additional regularity properties of solutions in the case when the…