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The effects of thermal fluctuations on nanoscale flows are captured by a numerical scheme that is underpinned by fluctuating hydrodynamics. A stochastic lubrication equation (SLE) is solved on non-uniform adaptive grids to study a series of…
This paper aims to establish a first general error estimate for numerical approximations of the system of reaction-diffusion equations (SRDEs), using reasonable regularity assumptions on the exact solutions. We employ the gradient…
This paper investigates the mean-square exponential stability of neutral stochastic differential delay equations (NSDDEs) with Markovian switching. The analysis addresses the complexities arising from the interaction between the neutral…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
The stochastic dynamics of small elastic objects in fluid are central to many important and emerging technologies. It is now possible to measure and use the higher modes of motion of elastic structures when driven by Brownian motion alone.…
We present a new formulation of the correlated electron-ion dynamics (CEID) scheme, which systematically improves Ehrenfest dynamics by including quantum fluctuations around the mean-field atomic trajectories. We show that the method can…
We consider the estimation of a non-linear reaction term in the stochastic heat or more generally in a semi-linear stochastic partial differential equation (SPDE). Consistent inference is achieved by studying a small diffusivity level,…
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…
The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…
In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
The kinetic theory of gases has suggested the idea of viscosity to model the effect of thermal fluctuations on the resolved flow. Supported by the assumed analogy between molecules and the eddies in a turbulent flows, the idea of an eddy…
The recent developments of quantum computing present potential novel pathways for quantum chemistry, as the increased computational power of quantum computers could be harnessed to naturally encode and solve electronic structure problems.…
Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…
We use random matrix models to investigate the ground state energy of electrons confined to a nanoparticle. Our expression for the energy includes the charging effect, the single-particle energies, and the residual screened interactions…
Instability and rupture dynamics of a liquid nano-thread, subjected to external hydrodynamic perturbations, are captured by a stochastic lubrication equation (SLE) incorporating thermal fluctuations via Gaussian white noise. Linear…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…
Coarse correlated equilibria (CCE) are a good alternative to Nash equilibria (NE), as they arise more naturally as outcomes of learning algorithms and they may exhibit higher payoffs than NE. CCEs include a device which allows players'…
In the continuum flow regime, the Navier-Stokes equations are usually used for the description of gas dynamics. On the other hand, the Boltzmann equation is applied for the rarefied gas dynamics. Both equations are constructed from modeling…
We present a new algorithm for generating the equilibrium configurations of fluctuating continuous elastic filaments, based on a combination of statistical mechanics and differential geometry. We use this to calculate the distribution…