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This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient…
In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on the coefficients, we first prove that the slow component…
We study the long-time behavior of symmetric solutions of the nonlinear Boltzmann equation and a closely related nonlinear Fokker-Planck equation. If the symmetry of the solutions corresponds to shear flows, the existence of stationary…
Many complex phenomena occurring in physics,chemistry, biology, finance, etc. can be reduced, by some projection process, to a 1-d stochastic Differential Equation (SDE) for the variable of interest. Typically, this SDE is both non-linear…
Treating diffusion and advection/reaction separately is an effective strategy for solving semilinear advection-diffusion-reaction equations. However, such an approach is prone to suffer from order reduction, especially in the presence of…
We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to the…
We study the nonlinear wave equation for arbitrary function with fourth order dissipation. A special case that is analysed exclusively is the model of nerve membranes; we consider this model, both, in the presence and absence of the fourth…
Coulomb collision is a fundamental diffusion process in plasmas that can be described by the Landau-Fokker-Planck (LFP) equation or the stochastic differential equation (SDE). While energy and momentum are conserved exactly in the LFP…
Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in engineering and physical sciences. The probability density of…
The inference of causal relationships among observed variables is a pivotal, longstanding problem in the scientific community. An intuitive method for quantifying these causal links involves examining the response of one variable to…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
This paper deals with stability of a certain class of fractional order linear and nonlinear systems. The stability is investigated in the time domain and the frequency domain. The general stability conditions and several illustrative…
We consider a kinetic model for a system of two species of particles interacting through a longrange repulsive potential and a reservoir at given temperature. The model is described by a set of two coupled Vlasov-Fokker-Plank equations. The…
In this paper we consider interacting particle systems which are frequently used to model collective behavior in animal swarms and other applications. We study the stability of orientationally aligned formations called flock solutions, one…
We study a one-dimensional parabolic PDE with degenerate diffusion and non-Lipschitz nonlinearity involving the derivative. This evolution equation arises when searching radially symmetric solutions of a chemotaxis model of…
We extend the concept of self-consistency for the Fokker-Planck equation (FPE) to the more general McKean-Vlasov equation (MVE). While FPE describes the macroscopic behavior of particles under drift and diffusion, MVE accounts for the…
General first- and higher-order intertwining relations between non-stationary one-dimensional Schr\"odinger operators are introduced. For the first-order case it is shown that the intertwining relations imply some hidden symmetry which in…