Related papers: Stochastic Impedance
Dynamic conductivity of the one-dimensional ion conductor is investigated at different values of the interaction constant between particles and the modulating field. The consideration is based on the hard-core boson lattice model.…
A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…
We present a solution to an optimal stopping problem for a process with a wide-class of novel dynamics. The dynamics model the support/resistance line concept from financial technical analysis.
A mass transport directed from low to high density region in an inhomogeneous medium is modeled as a limiting case of a two-component lattice gas with excluded volume constraint and one of the components fixed. In the long-wavelength…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…
We investigate a driven two-channel system where particles on different lanes mutually obstruct each others motion extending an earlier model by Popkov and Peschel [1]. This obstruction may occur in biological contexts due to steric…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
It is understood that congestion in traffic can be interpreted in terms of the instability of the equation of dynamic motion. The evolution of a traffic system from an unstable or metastable state to a globally stable state bears a strong…
We model incompressible flows with an adaptive stabilized finite element method Stokes flows, which solves a discretely stable saddle-point problem to approximate the velocity-pressure pair. Additionally, this saddle-point problem delivers…
Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
The paper introduces a new numerical characteristic of one dimensional stochastic systems. This quantity is a measure of minimal periodicity, can be detected in the process deep differential structure. The claim is that this new measure of…
Based on a first order gradient expansion a consistent transport equation is derived for a nonrelativistic system beyond the quasiparticle approximation, i.e. for a regime where the dynamically generated width of the states is allowed to be…
By means of a novel variational approach and using dual maps techniques and general ideas of dynamical system theory we derive exact results about several models of transport flows, for which we also obtain a complete description of their…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…
We study the effect on the stationary currents of constraints affecting the hopping rates in stochastic particle systems. In the framework of Zero Range Processes with drift within a finite volume, we discuss how the current is reduced by…
Existence of an entropy current with non-negative divergence puts a lot of constraints on the transport coefficients of a fluid, so does the existence of equilibrium. In all the cases we have studied so far we have seen an overlap between…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…