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We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic projected reflected gradient algorithm and show its almost…
This paper extends the high-order entropy stable (ES) adaptive moving mesh finite difference schemes developed in [14] to the two- and three-dimensional (multi-component) compressible Euler equations with the stiffened equation of state.…
Fluid transport across nanometric channels induced by electric, pressure and concentration gradients is ubiquitous in biological systems and fosters various applications. In this context, computer simulation setups with well-defined…
It is essential that mesoscopic simulations of reactive systems reproduce the correct statistical distributions at thermodynamic equilibrium. By considering a compressible fluctuating hydrodynamics (FHD) simulation method of ideal gas…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
Dynamical systems that are subject to continuous uncertain fluctuations can be modelled using Stochastic Differential Equations (SDEs). Controlling such system results in solving path constrained SDEs. Broadly, these problems fall under the…
Generalizing response theory of open systems far from equilibrium is a central quest of nonequilibrium statistical physics. Using stochastic thermodynamics, we develop an algebraic method to study the response of nonequilibrium steady state…
Electrostatically actuated nanotubes and nanowires have many promising applications as nano-switches, ultra sensitive sensors and signal processing elements. These devices can be modelled as slender beams with circular cross-section. In…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
In nano-scale systems coupled to finite-size reservoirs, the reservoir temperature may fluctuate due to heat exchange between the system and the reservoirs. To date, a stochastic thermodynamic analysis of heat, work and entropy production…
Sub-Gaussian and subexponential distributions are introduced and applied to study the fluctuation-response relation out of equilibrium. A bound on the difference in expected values of an arbitrary sub-Gaussian or subexponential physical…
This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…
We consider a model of chemically reacting heat conducting compressible mixture. We investigate the corresponding system of partial differential equations in the steady regime with slip boundary conditions for the velocity and, in…
We present new numerical schemes to integrate stochastic partial differential equations which describe the spatio-temporal dynamics of reaction-diffusion (RD) problems under the effect of internal fluctuations. The schemes conserve the…
We present a simulation scheme for discrete-velocity gases based on {\em local thermodynamic equilibrium}. Exploiting the kinetic nature of discrete-velocity gases, in that context, results in a natural splitting of fluxes, and the…
Neural Stochastic Differential Equations (NSDE) have been trained as both Variational Autoencoders, and as GANs. However, the resulting Stochastic Differential Equations can be hard to interpret or analyse due to the generic nature of the…
This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on the law of the solution. These reflected equations have been introduced recently by…
Numerical schemes derived from gas-kinetic theory can be applied to simulations in the hydrodynamics limit, in laminar and also turbulent regimes. In the latter case, the underlying Boltzmann equation describes a distribution of eddies, in…
The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit…
Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…