Related papers: Stochastic Impedance
We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…
This chapter gives an overview of transport problems where chaotic dynamics of the system plays a crucial role. We begin with single-particle transport problems and then come to conservative and then dissipative systems of identical…
Motion of particles (bodies) in presence of random effects can be considered stochastic process. However, application of widely known stochastic processes used for description of particle motion is reduced to relatively small class of…
We study stochastic resonance in an over-damped approximation of the stochastic Duffing oscillator from a random dynamical systems point of view. We analyse this problem in the general framework of random dynamical systems with a…
We deal with the inverse scattering problem of determining the surface impedance of a partially coated obstacle. We prove a stability estimate of logarithmic type for the impedance term by the far field measurements.
The classical dynamics of a particle that is driven by a rapidly oscillating potential (with frequency $\omega$) is studied. The motion is separated into a slow part and a fast part that oscillates around the slow part. The motion of the…
By means of a novel variational approach we study ergodic properties of a model of a multi lane traffic flow, considered as a (deterministic) wandering of interacting particles on an infinite lattice. For a class of initial configurations…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
We establish sharp stability estimates of logarithmic type in determining an impedance obstacle in $\mathbb{R}^2$. The obstacle is of general polygonal shape and the impedance parameter can be variable. We establish the stability results by…
A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the…
We study the dynamics of condensation for a stochastic continuous mass transport process defined on a one-dimensional lattice. Specifically we introduce three different variations of the truncated random average process. We generalize…
We give a further step in the quantum mechanical description of engineered atomic spin structures by deriving a master equation of the Redfield type that governs the dynamics of the atomic spin density matrix. By generalizing this approach…
The scientific question resolved by this paper is that the continuity equation appears as an equivalent language of the system of first-order linear ODE. The main result characterizes the fact that the continuity equation contains…
We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…
Classical transport equations with probabilistic initial conditions can be viewed as quantum systems. In a discrete version they are probabilistic automata. The time-local probabilistic information is encoded in a classical wave function.…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…