Related papers: Solutions of kinetic-type equations with perturbed…
For a time dependent family of probability measures $(\rho_t)_{t\ge 0}$ we consider a kinetic-type evolution equation $\partial \phi_t/\partial t + \phi_t = \widehat{Q} \phi_t$ where $\widehat{Q}$ is a smoothing transform and $\phi_t$ is…
We study the asymptotic behavior as $t \to \infty$ of a time-dependent family $(\mu_t)_{t \geq 0}$ of probability measures on $\mathbb{R}$ solving the kinetic-type evolution equation $\partial_t \mu_t + \mu_t = Q(\mu_t)$ where $Q$ is a…
The asymptotic behavior, as $T\to\infty$, of some functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,dW_T(s)$, $t\ge0$ is studied. Here $\xi_T(t)$ is the solution to the time-inhomogeneous It\^{o} stochastic differential…
In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…
One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…
The known nonlinear kinetic equations (in particular, the wave kinetic equation and the quantum Nordheim -- Uehling -- Uhlenbeck equations) are considered as a natural generalization of the classical spatially homogeneous Boltzmann…
We study the asymptotic behavior of mixed functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,d\xi_T(s)$, $t\ge0$, as $T\to\infty$. Here $\xi_T(t)$ is a strong solution of the stochastic differential equation…
We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…
Differential equations with state-dependent delays define a semiflow of continuously differentiable solution operators in general only on the associated {\it solution manifold} $X\subset C^1([-h,0],\mathbb{R}^n)$. For systems with discrete…
We show the existence of unique global strong solutions of a class of stochastic differential equations on the cone of symmetric positive definite matrices. Our result includes affine diffusion processes and therefore extends considerably…
Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…
We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
Difference Kinetic Equations are derived quantum mechanically in a plane wavelets representation with account of two-particle correlations. It is shown that the set of plane wavelet orthonormal functions is complete. The set of ket vectors…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
Tail asymptotics of the solution $R$ to a fixpoint problem of type $R =_{st} Q + \sum_1^N R_m$ is derived under heavy-tailed conditions allowing both dependence between $Q$ and $N$ and the tails to be of the same order of magnitude. Similar…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
We present a new way of quantum kinetic equation derivation. This method appears as a natural generalization of the many-particle quantum hydrodynamic method. Kinetic equations are derived for different system of particles. First of all we…
In this paper we characterise the global stability, global boundedness and recurrence of solutions of a scalar nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable autonomous…
We develop a general technique for proving convergence of repeated quantum interactions to the solution of a quantum stochastic differential equation. The wide applicability of the method is illustrated in a variety of examples. Our main…