Related papers: Kinetic Equation for Stochastic Vector Bundles
A fundamental aspect of turbulence theory is related to the identification of realizable phase-space statistical descriptions able to reproduce in some suitable sense the stochastic fluid equations of a turbulent fluid. In particular, a…
In this paper, we investigate the link between kinetic equations (including Boltzmann with or without cutoff assumption and Landau equations) and the incompressible Navier-Stokes equation. We work with strong solutions and we treat all the…
In this paper, we study the Navier-Stokes equation and the Burgers equation for the dynamical motion of a passive particle with harmonic and viscous forces, subject to an exponentially correlated Gaussian force. As deriving the…
General Stochastic Hybrid Systems (GSHS) have been formulated to represent various types of uncertainties in hybrid dynamical systems. In this paper, we propose computational techniques for Bayesian estimation of GSHS. In particular, the…
The steady-state nucleation rate and flux of composite nucleus at the saddle point is studied by extending the theory of binary nucleation. The Fokker-Planck equation that describes the nucleation flux is derived using the Master equation…
This paper proposes a governing equation for stock market indexes that accounts for non-stationary effects. This is a linear Fokker-Planck equation (FPE) that describes the time evolution of the probability distribution function (PDF) of…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
In the continuum flow regime, the Navier-Stokes equations are usually used for the description of gas dynamics. On the other hand, the Boltzmann equation is applied for the rarefied gas dynamics. Both equations are constructed from modeling…
A stochastic field theory approach is applied to a coarse-grained polymer model that will enable studies of polymer behavior under non-equilibrium conditions. This article is focused on the validation of the new model in comparison to…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
We present a microscopic approach to quantum dissipation and sketch the derivation of the kinetic equation describing the evolution of a simple quantum system in interaction with a complex quantum system. A typical quantum complex system is…
In present paper we suggest a new universal approach to study complex systems by microscopic, mesoscopic and macroscopic methods. We discuss new possibilities of extracting information on nonstationarity, unsteadiness and non-Markovity of…
We introduce a deep neural network-based numerical method for solving kinetic Fokker Planck equations, including both linear and nonlinear cases. Building upon the conservative dissipative structure of Vlasov-type equations, we formulate a…
Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
This work presents an alternative approach to obtain the quantum field equations in curved spacetime, considering that sufficiently small particles follow stochastic trajectories around geodesic. Our proposal is based on a stochastic…
Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…
We present a framework, which, from the trajectories detailing the spatiotemporal dynamics of a population, simultaneously reconstructs a transport map as well as the Fokker-Planck equation governing the coarse-grained probability…