Related papers: Theoretical and Numerical Study of Self-Organizing…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
In this report we summarize a few methods for solving the stochastic differential equations (SDE) and the corresponding Fokker-Planck equations describing the Gompertz and logistic random dynamics. It is shown that the solutions of the…
Stochastic differential equations describe well many physical, biological and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and…
The possibility of production of pulses with scale-invariant properties at presence of fluctuations of parameters of self-oscillatory system with three-dimensional phase space is shown. The system of equations of inertial nonlinearity…
We discuss the roles of the macroscopic limit and of different system-environment interactions in the quantum-classical transition for a chaotic system. We consider the kicked harmonic oscillator subject to reservoirs that correspond in the…
We consider a class of models describing a quantum oscillator in interaction with an environment. We show that models of continuous spontaneous localization based on a stochastic Schr\"odinger equation can be derived as an approximation to…
Stochastic partial differential equations (SPDEs) describe the evolution of random processes over space and time, but their solutions are often analytically intractable and computationally expensive to estimate. In this paper, we propose…
To study discrete dynamical systems of different types --- deterministic, statistical and quantum --- we develop various approaches. We introduce the concept of a system of discrete relations on an abstract simplicial complex and develop…
The experiments conducted by various scientific groups indicate that, in dense two-dimensional systems of elongated particles subjected to vibration, the pattern formation is possible. Computer simulations have evidenced that the random…
In this paper, three topics on semi-selfdecomposable distributions are studied. The first one is to characterize semi-selfdecomposable distributions by stochastic integrals with respect to Levy processes. This characterization defines a…
Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic…
The viability of a variant of numerical stochastic perturbation theory, where the Langevin equation is replaced by the SMD algorithm, is examined. In particular, the convergence of the process to a unique stationary state is rigorously…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
We present local distributed, stochastic algorithms for \emph{alignment} in self-organizing particle systems (SOPS) on two-dimensional lattices, where particles occupy unique sites on the lattice, and particles can make spatial moves to…
We present all real quantum mechanical potentials in a two-dimensional Euclidean space that have the following properties: 1. They allow separation of variables of the Schr\"odinger equation in polar coordinates, 2. They allow an…
Classical mechanical systems with internal constraints will be examined using the extended symplectic formalism of Faddeev-Jackiw. We will derive the generalized brackets of the theory and the corresponding equations of motion. The…