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In this paper we consider a class of non-local in time telegraph equations. Recently, it has been proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We…
Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…
Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…
We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
In this paper we develop a white noise framework for the study of stochastic partial differential equations driven by a d-parameter (pure jump) Levy white noise. As an example we use this theory to solve the stochastic Poisson equation with…
We study random homogenization of second-order, degenerate and quasilinear Hamilton-Jacobi equations which are positively homogeneous in the gradient. Included are the equations of forced mean curvature motion and others describing…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
We determine the asymptotic behavior of the solutions to the linear elastodynamic equations in a stratified medium comprising an alternation of possibly very stiff layers with much softer ones, when the thickness of the layers tends to…
We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…
The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…
By theoretical derivation, we constructed an inhomogeneous coefficient equation to correctly describing harmonic radiation in solids induced by a spatially inhomogeneous field, where the widely used semiconductor Bloch equation fails. This…
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a…
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter 1/4\textless{}H\textless{}1/2 in…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
The effect of a stochastic background of cosmological perturbations on the luminosity-redshift relation is computed to second order through a recently proposed covariant and gauge-invariant light-cone averaging procedure. The resulting…
We consider the Stokes phenomenon for the solutions of some partial differential equations with variable coefficients in two complex variables, where initial data are holomorphic. We use the theory of (moment) summability and the theory of…
We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…
We consider the classical stochastic fluctuations of spacetime geometry induced by quantum fluctuations of massless non-conformal matter fields in the Early Universe. To this end, we supplement the stress-energy tensor of these fields with…
The problem of parameter estimation by the observations of the two-state telegraph process in the presence of white Gaussian noise is considered. The properties of estimator of the method of moments are described in the asymptotics of large…