Related papers: On the Stochastic Processes on $7$-Dimensional Sph…
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
We extend the Ito -to- Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes.…
A family of exponential martingales of a stochastic Laplacian growth problem is proposed. Stochastic Laplacian growth describes a regularized interface dynamics in a two-fluid system, where the viscous fluid is incompressible at a large…
We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or…
The coupled system of the spherically symmetric Einstein--Maxwell differential equations is solved under two different source conditions: non-zero electric charge and pressure anisotropy. Expressions for the metric functions, and pressures…
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to the…
We numerically demonstrate the feasibility of kinematic fast dynamos for a class of time-periodic axisymmetric flows of conducting fluid confined inside a sphere. The novelty of our work is in considering the realistic flows, which are…
In this work, we study the well-posedness of a system of partial differential equations that model the dynamics of a two-dimensional Stokes bubble immersed in two-dimensional ambient Stokes fluid of the same viscosity that extends to…
Beam dynamics calculations that are based on the Vlasov equation do not permit the the treatment of stochastic phenomena such as intra-beam scattering. If the nature of the stochastic process can be regarded as a Markov process, we are…
Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…
Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…
After reviewing the basic relevant properties of stationary stochastic processes (SSP), defining basic terms and quantities, we discuss the properties of the so-called Harrison-Zeldovich like spectra. These correlations, usually…
Periodic eigendecomposition, to be formulated in this paper, is a numerical method to compute Floquet spectrum and Floquet vectors along periodic orbits in a dynamical system. It is rooted in numerical algorithms advances in computation of…
We construct steady non-spherical bubbles and drops, which are traveling wave solutions to the axisymmetric two-phase Euler equations with surface tension, whose inner phase is a bounded connected domain. The solutions have a uniform…
The dynamic resistance of a sphere with a general inhomogeneous slip boundary condition is analysed in Newtonian unbounded uniform flow at low Reynolds number. The boundary condition is treated as a perturbation to a homogeneous sphere,…
The stochastic differential equation of McKean-Vlasov type is identified such that the Fokker-Planck equation associated to it is the Boltzmann equation. Hence, we call its solutions as Boltzmann processes. They describe the dynamics (in…
The celebrated De Giorgi-Nash-Moser theory ensures that solutions to uniformly elliptic or parabolic PDEs are bounded and H\"older continuous, even with merely bounded measurable coefficients. For parabolic SPDEs with transport noise,…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…
The article is devoted to the systematic derivation of new representations of the Hu-Meyer formulas. The formula expressing a multiple Wiener stochastic integral through the sum of multiple Stratonovich stochastic integrals and the formula…