Related papers: Semi-implicit Euler-Maruyama approximation for non…
We investigate a quantum nonrelativistic system describing the interaction of two particles with spin 1/2 and spin 0, respectively. We assume that the Hamiltonian is rotationally invariant and parity conserving and identify all such systems…
The quantum dynamics of a subset of interacting bosons in a subspace of fixed particle number is described in terms of symmetrized many-particle states. A suitable partial trace operation over the von Neumann equation of an $N$-particle…
We present a quantum kinetic theory for spin-$1/2$ particles, including the spin-orbit interaction, retaining particle dispersive effects to all orders in $\hbar$, based on a gauge-invariant Wigner transformation. Compared to previous…
The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…
The method of molecular dynamics is used to study behavior of a ultracold non-ideal ion-electron Be plasma in a uniform magnetic field. Our simulations yield an estimate for the rate of electron-ion collisions which is…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
A conservative Feller evolution on continuous bounded functions is constructed from a weakly continuous, time-inhomogeneous transition function describing a pure jump process on a locally compact Polish space. The transition function is…
In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rates are presented if drifts satisfy an integrability…
For a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H> \frac12$ it is known that the classical Euler scheme has the rate of convergence $2H-1$. In this paper we introduce a new numerical…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
In this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator $\widehat{\nu}$ with partial observed data to…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We prove the convergence of $ \nN $-particle systems of Brownian particles with logarithmic interaction potentials onto a system described by the infinite-dimensional stochastic differential equation (ISDE). % For this proof we present two…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
The Hamiltonian of relativistic particles with electric and magnetic dipole moments that interact with an electromagnetic field is determined in the Foldy-Wouthuysen representation. Transition to the semiclassical approximation is carried…
A quantum model based on a Euler-Lagrange variational approach is proposed. In analogy with the classical transport, our approach maintain the description of the particle motion in terms of trajectories in a configuration space. Our method…
We study the long-time behavior of a triangular system of Fisher--KPP type with $k$ interacting components, associated with a reducible multitype branching Brownian motion with $k$ types of particles. For this cascading system, we prove…
We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…
We consider a semi-classical approximation to the dynamics of a point particle in a noncommutative space. In this approximation, the noncommutativity of space coordinates is described by a Poisson bracket. For linear Poisson brackets, the…