Related papers: Stochastic Impedance
In this article, we consider inverse problems of determining a source term and a coefficient of a first-order partial differential equation and prove conditional stability estimates with minimum boundary observation data and relaxed…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
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…
Stochastic electrodynamics is the classical electrodynamic theory of interacting point charges which includes random classical radiation with a Lorentz-invariant spectrum whose scale is set by Planck's constant. Here we give a cursory…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…
This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
The determination of the conductivity of a deterministic or stochastic classical system coupled to reservoirs at its ends can in general be mapped onto the problem of computing the stiffness (the `energy' cost of twisting the boundaries) of…
We propose a stochastic reachability computation framework for occupancy prediction in automated driving by directly solving the underlying transport partial differential equation governing the advection of the closed-loop joint density…
Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…
We propose a stochastic dynamics to be associated to a deterministic motion defined by a set of first order differential equation. The transitions that defined the stochastic dynamics are unidirectional and the rates are equal to the…
We describe a criterion for particles suspended in a randomly moving fluid to aggregate. Aggregation occurs when the expectation value of a random variable is negative. This random variable evolves under a stochastic differential equation.…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by another. We assess these measures from intuitive, axiomatic,…
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…