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We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…
This paper is concerned with a kineitc-fluid model with random initial inputs in the fine particle regime, which is a system coupling the incompressible Navier-Stokes equations and the Vlasov-Fokker-Planck equations that model dispersed…
Chaotic dynamics with sensitive dependence on initial conditions may result in exponential decay of correlation functions. We show that for one-dimensional interval maps the corresponding quantities, that is, Lyapunov exponents and…
In this paper, BDG-type inequality for G-stochastic calculus with respect to G-Levy process is obtained and solutions of stochastic differential equations driven by G-Levy process under non-Lipschitz condition are constructed. Moreover, we…
The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…
In uncertainty quantification, critical parameters of mathematical models are substituted by random variables. We consider dynamical systems composed of ordinary differential equations. The unknown solution is expanded into an orthogonal…
For the spatially homogeneous Boltzmann equation with hard po- tentials and Grad's cutoff (e.g. hard spheres), we give quantitative estimates of exponential convergence to equilibrium, and we show that the rate of exponential decay is…
This paper deals with the study of some particular kinetic models, where the randomness acts only on the velocity variable level. Usually, the Markovian generator cannot satisfy any Poincar\'e's inequality. Hence, no Gronwall's lemma can…
Langevin equations for several competitive growth models in one dimension are derived. For models with crossover from random deposition (RD) to some correlated deposition (CD) dynamics, with small probability p of CD, the surface tension…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood. We provide conditions under which the perturbed system is ergodic and admits a…
Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process.…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy…
We review the Lyapunov functional method for linear ODEs and give an explicit construction of such functionals that yields sharp decay estimates, including an extension to defective ODE systems. As an application, we consider three…
We study the steady-state Navier-Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For…
In this paper, we investigate the energy decay of the solution to a viscoelastic wave equation with variable exponents logarithmic nonlinearity and weak damping in a bounded domain. We establish an explicit general decay result under mild…
For a class of stationary Markov-dependent sequences $(A_n,B_n)\in\mathbb{R}^2,$ we consider the random linear recursion $S_n=A_n+B_nS_{n-1},$ $n\in\mathbb{Z},$ and show that the distribution tail of its stationary solution has a power law…
We use a classical combinatorial inequality to establish a Markov inequality for multivariate binary Markov processes on trees. We then apply this result, alongside with the FKG inequality, to compare the expected loss of biodiversity under…
The goal of this paper is to study a nonlinear viscoelastic wave equation with strong damping, time-varying delay and dynamical boundary condition. By introducing suitable energy and Lyapunov functionals, under suitable assumptions, we then…