Related papers: Periodicity and longtime diffusion for mean field …
We consider stochastic differential systems driven by a Brownian motion and a Poisson point measure where the intensity measure of jumps depends on the solution. This behavior is natural for several physical models (such as Boltzmann…
In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…
We study the N-dependence of the thermodynamical variables and the dynamical behavior of the well-known Hamiltonian Mean Field model. Microcanonical analysis revealed a thermodynamic limit which defers from the a priory traditional…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
In this paper, we consider an opioid epidemic dynamical model with random perturbation that typically describes the interplay between regular prescription use, addictive use, and the process of rehabilitation from addiction and vice-versa.…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
We study the long time behavior of a parabolic Lotka-Volterra type equation considering a time-periodic growth rate with non-local competition. Such equation describes the dynamics of a phenotypically struc-tured population under the effect…
The finest state space resolution that can be achieved in a physical dynamical system is limited by the presence of noise. In the weak-noise approximation the neighborhoods of deterministic periodic orbits can be computed as distributions…
Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of the $i$-th motion is affixed to the…
The steady state distribution of the position of a Brownian particle diffusing in logarithmic-harmonic potential with stochastic resetting is obtained analytically. We show that there are two critical conditions that determine the behavior…
In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…
We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…
Planar travelling waves on $\mathbb R^d,$ with $ d\geq 2,$ are shown to persist in systems of reaction-diffusion equations with multiplicative noise on significantly long timescales with high probability, provided that the wave is orbitally…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…
We study the regularity and long time behavior of the one-dimensional, local, first-order mean field games system and the planning problem, assuming a Hamiltonian of superlinear growth, with a non-separated, strictly monotone dependence on…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
The behavior of interacting populations typically displays irregular temporal and spatial patterns that are difficult to reconcile with an underlying deterministic dynamics. A classical example is the heterogeneous distribution of plankton…