Related papers: Semi-implicit Euler-Maruyama approximation for non…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…
We study the strong convergence order of the Euler-Maruyama scheme for scalar stochastic differential equations with additive noise and irregular drift. We provide a general framework for the error analysis by reducing it to a weighted…
Lie-Poisson electrodynamics describes the semi-classical limit of non-commutative $U(1)$ gauge theory, characterized by Lie-algebra-type non-commutativity. We focus on the mechanics of a charged point-like particle moving in a given gauge…
We consider the dynamics of a collisional model in which both the system and environment are embodied by spin-$1/2$ particles. In order to include non-Markovian features in our model we introduce interactions among the environmental qubits…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
The Brownian motion of a single particle is a paradigmatic model of the nonequilibrium dynamics of dissipative systems. In the system-plus-reservoir approach, one can derive the particle's equations of motion from the reversible dynamics of…
Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…
We study the behaviour of the leftmost particle in a semi-infinite particle system on $\mathbb{Z}$, where each particle performs a continuous-time nearest-neighbour random walk, with particle-specific jump rates, subject to the exclusion…
In this note we consider stochastic differential equations driven by fractional Brownian motions (fBm) with Hurst parameter $H>1/3$. We prove that the corresponding modified Euler scheme and its Malliavin derivatives are integrable,…
We consider a system of partial differential equations, of interest to plasma physics, and provide all its Lie point symmetries, with their respective invariant solutions. We also discuss some of its conditional and partial symmetries. We…
We construct a nonstandard finite difference numerical scheme to approximate stochastic differential equations (SDEs) using the idea of weighed step introduced by R.E. Mickens. We prove the strong convergence of our scheme under locally…
Continuing the development of the ZSM-Newton/Coulomb approach to semiclassical Newtonian gravity/electrodynamics [1], we formulate a ZSM-Newton/Coulomb version of the large N approximation scheme proposed by Oriols et al. [2]. We show that…
Recent works on electric bubbles (including the experimental demonstration of electric skyrmions) constitute a breakthrough akin to the discovery of magnetic skyrmions some 15 years ago. So far research has focused on obtaining and…
In this paper, we focus on numerical approximations of Piecewise Diffusion Markov Processes (PDifMPs), particularly when the explicit flow maps are unavailable. Our approach is based on the thinning method for modelling the jump mechanism…
An asymptotic preserving and energy stable scheme for the Euler-Poisson system under the quasineutral scaling is designed and analysed. Correction terms are introduced in the convective fluxes and the electrostatic potential, which lead to…
We consider the Euler-Maruyama approximation for multi-dimensional stochastic differential equations with irregular coefficients. We provide the rate of strong convergence where the possibly discontinuous drift coefficient satisfies a…
In this article, we consider numerical schemes for polynomial diffusions on the unit ball, which are solutions of stochastic differential equations with a diffusion coefficient of the form $\sqrt{1-|x|^{2}}$. We introduce a semi-implicit…
We study the mathematical theory of second order systems with two species, arising in the dynamics of interacting particles subject to linear damping, to nonlocal forces and to external ones, and resulting into a nonlocal version of the…
In this paper, we are concerned with the non-relativistic limit of a class of computable approximation models for radiation hydrodynamics. The models consist of the compressible Euler equations coupled with moment closure approximations to…
In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…