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We investigate the curved-spacetime dynamics of charged spin-$\frac{1}{2}$ particles minimally coupled to the electromagnetic field and propagating in superposed states of different masses. For that purpose, we make use of a…
We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
We study the Cauchy problem for the Schr\"odinger-improved Boussinesq system in a two dimensional domain. Under natural assumptions on the data without smallness, we prove the existence and uniqueness of global strong solutions. Moreover,…
We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the…
In this paper, we show that the quantum bound state problems are mapped to $N$ point vortices with the identical circulation or strength using the Steiljes electrostatic model with imaginary charges. We also show that these $N$ point…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…
A nonlinear Schrodinger equation arising from light propagation down an inhomogeneous medium is considered. The inhomogeneity is reflected through a non-uniform coefficient of the non-linear term in the equation. In particular, a…
Do stochastic Schr\"odinger equations, also known as unravelings, have a physical interpretation? In the Markovian limit, where the system {\em on average} obeys a master equation, the answer is yes. Markovian stochastic Schr\"odinger…
We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…
We consider slow-fast systems of differential equations, in which both the slow and fast variables are perturbed by noise. When the deterministic system admits a uniformly asymptotically stable slow manifold, we show that the sample paths…
This paper addresses the Cauchy problem for wave equations with scale-invariant time-dependent damping and nonlinear time-derivative terms, modeled as $$\partial_{t}^2u- \Delta u +\frac{\mu}{1+t}\partial_tu= f(\partial_tu), \quad x\in…
We consider a nonlinear Schr\"odinger equation with a bounded local potential in $R^3$. The linear Hamiltonian is assumed to have three or more bound states with the eigenvalues satisfying some resonance conditions. Suppose that the initial…
This paper is dedicated to investigating the adaptive Euler-Maruyama (EM) schemes for the approximation of McKean-Vlasov stochastic differential equations (SDEs) with common noise. When the drift and diffusion coefficients both satisfy the…
In quantum systems theory one of the fundamental problems boils down to: given an initial state, which final states can be reached by the dynamic system in question. Here we consider infinite dimensional open quantum dynamical systems…
Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…
In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…
We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…