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We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…

Analysis of PDEs · Mathematics 2025-12-16 Agus L. Soenjaya , Thanh Tran

In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…

Computational Physics · Physics 2021-03-17 Tianbai Xiao , Martin Frank

We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast…

Statistical Mechanics · Physics 2016-12-21 Jeroen Wouters , Stamen I. Dolaptchiev , Valerio Lucarini , Ulrich Achatz

A stabilized finite element method is introduced for the simulation of time-periodic creeping flows, such as those found in the cardiorespiratory systems. The new technique, which is formulated in the frequency rather than time domain,…

Numerical Analysis · Mathematics 2022-11-30 Mahdi Esmaily

This paper is devoted to studying the weak convergence for a slow-fast system with jumps modulated by Markovian switching regimes with the martingale method. However, due to the coexistence of fast component and Markovian switching regimes,…

Dynamical Systems · Mathematics 2024-03-13 Yong Xu , Xiaoyu Yang , Bin Pei , Yuzhen Bai

We derive an analytical approximation to the probability distribution function (pdf) for the response of Mathieu's equation under parametric excitation by a random process with a spectrum peaked at the main resonant frequency, motivated by…

Dynamical Systems · Mathematics 2017-06-05 Mustafa A. Mohamad , Themistoklis P. Sapsis

The paper presents a computational stochastic model of virtual cells irradiation, based on Quasi-Markov Chain Monte Carlo method and using biophysical input. The model is based on a stochastic tree of probabilities for each cell of the…

Biological Physics · Physics 2014-12-23 Krzysztof Wojciech Fornalski

The increasing application of cardiorespiratory simulations for diagnosis and surgical planning necessitates the development of computational methods significantly faster than the current technology. To achieve this objective, we leverage…

Numerical Analysis · Mathematics 2024-03-21 Mahdi Esmaily , Dongjie Jia

We use a constant velocity steered molecular dynamics (SMD) simulation of the stretching of deca-alanine in vacuum to demonstrate a technique that can be used to create surrogate stochastic processes using the time series that come out of…

Statistical Mechanics · Physics 2015-06-25 Christopher P. Calderon

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

The aim of this paper is to propose a systematic way to obtain convergent finite element schemes for the Darcy-Stokes flow problem by combining well-known mixed finite elements that are separately convergent for Darcy and Stokes problems.…

Numerical Analysis · Mathematics 2012-03-22 Antonio Márquez , Salim Meddahi , Francisco-Javier Sayas

Reversible electropermeabilization, commonly referred to as electroporation, is a transient increase in cell membrane permeability induced by short, high-voltage electric pulses. We present a stochastically perturbed version of a…

Analysis of PDEs · Mathematics 2026-04-14 Tobias Gebäck , Oleksandr Misiats , Ioanna Motschan-Armen , Irina Pettersson

This paper is devoted to the design and analysis of a numerical algorithm for approximating solutions of a degenerate cross-diffusion system, which models particular instances of taxis-type migration processes under local sensing…

Numerical Analysis · Mathematics 2025-10-09 Juan Vicente Gutiérrez-Santacreu

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

Dynamical Systems · Mathematics 2017-09-05 Luke Mohr , Hong-Kun Zhang

We consider a system of differential equations the behavior of which solutions possesses several properties characteristic of the blood pressure distribution. The system can be used for a compartmental modeling of the cardiovascular system.…

Tissues and Organs · Quantitative Biology 2007-12-27 M. U. Akhmet , G. A. Bekmukhambetova

Mathematical models describing the spatial spreading and invasion of populations of biological cells are often developed in a continuum modelling framework using reaction-diffusion equations. While continuum models based on linear diffusion…

Cellular Automata and Lattice Gases · Physics 2024-01-23 Matthew J Simpson , Keeley M Murphy , Scott W McCue , Pascal R Buenzli

The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…

Mathematical Physics · Physics 2012-12-03 Frank Noé , Feliks Nüske

We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…

Analysis of PDEs · Mathematics 2017-01-03 Dominic Breit , Martina Hofmanová
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