Related papers: On the Langevin equation with variable friction
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
We present an asymptotic analysis of the Verblunsky coefficients for the polynomials orthogonal on the unit circle with the varying weight $e^{-nV(\cos x)}$, assuming that the potential $V$ has four bounded derivatives on $[-1,1]$ and the…
We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…
In this paper, we study large time behavior of complex-valued solutions to nonlinear Klein-Gordon equation with a gauge invariant quadratic nonlinearity in two spatial dimensions. To find a possible asymptotic behavior, we consider the…
We study the 1D Klein-Gordon equation with variable coefficient cubic nonlinearity. This problem exhibits a striking resonant interaction between the spatial frequencies of the nonlinear coefficients and the temporal oscillations of the…
We determine the second term of the asymptotic expansions for the first m eigenvalues and eigenfunctions of the linearized Liouville-Gel'fand problem associated to solutions which blow-up at m points. Our problem is the case with an…
We consider the compressible barotropic Navier-Stokes equations in a half-line and study the time-asymptotic behavior toward the outgoing viscous shock wave. Precisely, we consider the two boundary problems: impermeable wall and inflow…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…
We show that the solutions to the damped stochastic wave equation converge pathwise to the solution of a stochastic heat equation. This is called the Smoluchowski-Kramers approximation. Cerrai and Freidlin have previously demonstrated that…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We investigate by analytical means the stochastic equations of motion of a linear molecular motor model based on the concept of protein friction. Solving the coupled Langevin equations originally proposed by Mogilner et al. (A. Mogilner et…
We investigate the asymptotic behavior of solutions of Hamilton-Jacobi equations with large drift term in an open subset of two-dimensional Euclidean space. When the drift is given by $\varepsilon^{-1} (H_{x_2}, -H_{x_1})$ of a Hamiltonian…
We establish a scaling limit for autonomous stochastic Newton equations, the solutions are often called nonlinear stochastic oscillators, where the nonlinear drift includes a mean field term of McKean type and the driving noise is Gaussian.…
We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…
We obtain sharp decay estimates and asymptotics for small solutions to the one-dimensional Klein-Gordon equation with constant coefficient cubic and spatially localized, variable coefficient cubic nonlinearities. Vector-field techniques to…
The Cauchy problem for the Vlasov-Maxwell-Boltzmann equations (VMB) is considered. First the renormalized solution to the Vlasov equation with the Lorentz force is discussed and the difficulty on the partial differentiability of the…
This work is devoted to studying asymptotic behaviors for Volterra type McKean-Vlasov stochastic differential equations with small noise. By applying the weak convergence approach, we establish the large and moderate deviation principles.…
We use the inverse scattering transform and a diffusion approximation limit theorem to study the stability of soliton components of the solution of the nonlinear Schr\"{o}dinger and Korteweg-de Vries equations under random perturbations of…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…