Related papers: Nonadiabatic escape and stochastic resonance
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
We develop a mean-field approach for multicomponent stochastic spatially extended systems and use it to obtain a multivariate nonlinear self-consistent Fokker-Planck equation defining the probability density of the state of the system,…
We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…
The supersaturation equation for a vertically moving adiabatic cloud parcel is analysed. The effects of turbulent updrafts are incorporated in the shape of a stochastic Lagrangian model, with spatial and time correlations expressed in terms…
A certain class of viruses replicates inside a cell if they can enter the nucleus through one of many small target pores, before being permanently trapped or degraded. We adopt for viral motion a switching stochastic process model and we…
We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…
Driven-dissipative quantum systems can recover stable dynamical attractors in the semiclassical limit, including coexisting limit cycles. At finite fluctuation strength, this classical coexistence becomes quantum metastability: the…
We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable traveling wave solutions to the deterministic system retain their orbital stability if the…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
In this paper we investigate the stationary profiles of a nonlinear Fokker-Planck equation with small diffusion and nonlinear in- and outflow boundary conditions. We consider corridors with a bottleneck whose width has a global…
The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…
The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…
Activated escape of a Brownian particle from the domain of attraction of a stable focus over a limit cycle exhibits non-Kramers behavior: it is non-Poissonian. When the attractor is moved closer to the boundary oscillations can be discerned…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
Spatial pattern formation in excitable fluctuating media was researched analytically from the point of view of the order parameters concept. The reaction-diffusion system in external noise is considered as a model of such medium. Stochastic…
The dynamics of mechanical systems such as turbomachinery with multiple blades are often modeled by arrays of periodically driven coupled nonlinear oscillators. It is known that such systems may have multiple stable vibrational modes, and…
The main concern of the present paper is the study of the multi-scale dynamics of thermonuclear fusion plasmas via a multi-species Fokker-Planck kinetic model. One of the goals is the generalization of the standard Fokker-Planck collision…
We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target (1) stochastic elasto-plastic problems, which involve…
We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in…
Systems of stochastic particles evolving in a multi-well energy landscape and attracted to their barycenter is the prototypical example of mean-field process undergoing phase transitions: at low temperature, the corresponding mean-field…