Related papers: Stochastic hydrodynamics and hydro-kinetics: Simil…
Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…
The existence of martingale solutions of the hydrodynamic-type equations in 3D possibly unbounded domains is proved. The construction of the solution is based on the Faedo-Galerkin approximation. To overcome the difficulty related to the…
Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…
We study the effects of noise in two models of spiny dendrites. Through the introduction of different types of noise to both the Spike-diffuse-spike (SDS) and Baer-Rinzel (BR) models we investigate the change in behaviour of the travelling…
Stochastic learning dynamics based on Langevin or Levy stochastic differential equations (SDEs) in deep neural networks control the variance of noise by varying the size of the mini-batch or directly those of injecting noise. Since the…
We apply the projection operator formalism to the problem of determining the asymptotic behavior of the lattice BGK equation in the hydrodynamic limit. As an alternative to the more usual Chapman-Enskog expansion, this approach offers many…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…
Fluctuating hydrodynamics (FH) describes the dynamics of the fluctuations for fluids at mesoscopic scales. Here we use this approach to study the fluctuations of the hydrodynamic variables of a thermotropic nematic liquid crystal (NLC) in a…
We consider a purely harmonic chain of oscillators which is perturbed by a stochastic noise. Under this perturbation, the system exhibits two conserved quantities: the volume and the energy. At the level of the hydrodynamic limit, under…
The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response…
We study the focusing stochastic nonlinear Schr\"odinger equation in 1D in the $L^2$-critical and supercritical cases with an additive or multiplicative perturbation driven by space-time white noise. Unlike the deterministic case, the…
We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…
This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…
By providing mathematical estimates, this paper answers a fundamental question -- "what leads to Stokes drift"? Although overwhelmingly understood for water waves, Stokes drift is a generic mechanism that stems from kinematics and occurs in…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
This paper presents a system of stochastic differential equations (SDEs) as mathematical model to describe the spatial-temporal dynamics of predator-prey system in an artificial aquatic environment with schooling behavior imposed upon the…
We prove the existence, uniqueness, and comparison of solutions for a nonlinear stochastic parabolic partial differential equation that includes the Solar variability in terms of a multiplicative Wiener cylindrical noise in the term of the…
The inclusion of stochastic terms in equations of motion for fluid problems enables a statistical representation of processes which are left unresolved by numerical computation. Here, we derive stochastic equations for the behaviour of…