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Related papers: Mixing local and nonlocal evolution equations

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In this paper we develop a new approach to stochastic evolution equations with an unbounded drift $A$ which is dependent on time and the underlying probability space in an adapted way. It is well-known that the semigroup approach to…

Probability · Mathematics 2014-02-28 Matthijs Pronk , Mark Veraar

We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…

Quantum Physics · Physics 2009-11-11 V. P. Belavkin , O. Melsheimer

We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…

Probability · Mathematics 2019-12-02 Johann Gehringer , Xue-Mei Li

The aim of this study is to build a non-local homogenized model for three-dimensional composites with inclusions randomly embedded within a matrix according to a stochastic point process w in a bounded open set associated with a suitable…

Computational Engineering, Finance, and Science · Computer Science 2020-07-13 Sami Ben Elhaj Salah , Azdine Nait-Ali , Mikael Gueguen , Carole Nadot-Martin

We consider here a logistic equation, modeling processes of nonlocal character both in the diffusion and proliferation terms. More precisely, for populations that propagate according to a L\'evy process and can reach resources in a…

Analysis of PDEs · Mathematics 2016-01-22 Luis Caffarelli , Serena Dipierro , Enrico Valdinoci

We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…

Probability · Mathematics 2023-04-03 Miquel Montero

The time evolution of spatial fluctuations in inhomogeneous d-dimensional biological systems is analyzed. A single species continuous growth model, in which the population disperses via diffusion and convection is considered.…

Disordered Systems and Neural Networks · Physics 2009-10-30 David R. Nelson , Nadav M. Shnerb

A microscopic heterogeneous system under random influence is considered. The randomness enters the system at physical boundary of small scale obstacles as well as at the interior of the physical medium. This system is modeled by a…

Analysis of PDEs · Mathematics 2009-11-13 Wei Wang , Jinqiao Duan

We prove the existence and uniqueness of solutions of degenerate linear stochastic evolution equations driven by jump processes in a Hilbert scale using the variational framework of stochastic evolution equations and the method of vanishing…

Probability · Mathematics 2015-04-27 James-Michael Leahy , Remigijus Mikulevicius

This paper is concerned with homogenization of systems of linear elasticity with rapidly oscillating periodic coefficients. We establish sharp convergence rates in $L^2$ for the mixed boundary value problems with bounded measurable…

Analysis of PDEs · Mathematics 2017-02-14 Zhongwei Shen , Jinping Zhuge

The present work deals with the resolution of the Poisson equation in a bounded domain made of a thin and periodic layer of finite length placed into a homogeneous medium. We provide and justify a high order asymptotic expansion which takes…

Analysis of PDEs · Mathematics 2015-06-24 Bérangère Delourme , Kersten Schmidt , Adrien Semin

We study the dynamics of an inertial particle coupled to forcing, dissipation, and noise in the small mass limit. We derive an expression for the limiting (homogenized) joint distribution of the position and (scaled) velocity degrees of…

Mathematical Physics · Physics 2018-04-04 Jeremiah Birrell , Janek Wehr

We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

Probability · Mathematics 2026-04-30 Andrea Agazzi , Giuseppe Bruno , Eloy Mosig García , Samuele Saviozzi , Marco Romito

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

We study the "periodic homogenization" for a class of nonlocal partial differential equations of parabolic-type with rapidly oscillating coefficients, related to stochastic differential equations driven by multiplicative isotropic…

Analysis of PDEs · Mathematics 2021-04-29 Qiao Huang , Jinqiao Duan , Renming Song

We show that for a large class of evolutionary nonlinear and nonlocal partial differential equations, symmetry of solutions implies very restrictive properties of the solutions and symmetry axes. These restrictions are formulated in terms…

Analysis of PDEs · Mathematics 2017-09-22 Gabriele Bruell , Mats Ehrnstrom , Anna Geyer , Long Pei

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

Probability · Mathematics 2025-12-02 Hongjiang Qian

We present and rigorously analyze the behavior of a distributed, stochastic algorithm for separation and integration in self-organizing particle systems, an abstraction of programmable matter. Such systems are composed of individual…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-06 Sarah Cannon , Joshua J. Daymude , Cem Gokmen , Dana Randall , Andréa W. Richa

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

Probability · Mathematics 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…

Disordered Systems and Neural Networks · Physics 2015-06-25 V. I. Yukalov