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A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…

Statistical Mechanics · Physics 2015-03-11 Jae Dong Noh , Joongul Lee

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,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Presented here is a study of well-posedness and asymptotic stability of a "degenerately damped" PDE modeling a vibrating elastic string. The coefficient of the damping may vanish at small amplitudes thus weakening the effect of the…

We numerically investigate the role of mechanical stress in modifying the conductivity properties of the cardiac tissue and its impact in computational models for cardiac electromechanics. We follow a theoretical framework recently proposed…

Tissues and Organs · Quantitative Biology 2019-05-02 A. Loppini , A. Gizzi , R. Ruiz Baier , C. Cherubini , F. Fenton , S. Filippi

We consider the nearly incompressible linear elasticity problem with an uncertain spatially varying Young's modulus. The uncertainty is modelled with a finite set of parameters with prescribed probability distribution. We introduce a novel…

Numerical Analysis · Mathematics 2018-10-04 Arbaz Khan , Catherine E. Powell , David J. Silvester

The aim of this work is to provide the strong convergence results of numerical approximations of a general second order non-autonomous semilinear stochastic partial differential equation (SPDE) driven simultaneously by an additive…

Numerical Analysis · Mathematics 2024-09-11 Aurelien Junior Noupelah , Jean Daniel Mukam , Antoine Tambue

Ecological Momentary Assessment (EMA) studies enable the collection of high-frequency self-reports of suicidal thoughts and behaviors (STBs) via smartphones. Latent stochastic differential equations (SDEs) are a promising model class for…

Machine Learning · Statistics 2026-05-26 Malinda Lu , Yue-Jane Liu , Matthew K. Nock , Yaniv Yacoby

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

This paper presents stochastic virtual element methods for propagating uncertainty in linear elastic stochastic problems. We first derive stochastic virtual element equations for 2D and 3D linear elastic problems that may involve…

Numerical Analysis · Mathematics 2023-11-01 Zhibao Zheng , Udo Nackenhorst

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

In this work, we prove existence and uniqueness of a bounded viscosity solution for the Cauchy problem of degenerate parabolic equations with variable exponent coefficients. We construct the solution directly using the stochastic…

Analysis of PDEs · Mathematics 2025-11-13 Mustafa Avci

We analyze the isotropic compaction of mixtures composed of rigid and deformable incompressible particles by the non-smooth contact dynamics approach (NSCD). The deformable bodies are simulated using a hyper-elastic neo-Hookean constitutive…

Soft Condensed Matter · Physics 2020-09-30 Manuel Cárdenas-Barrantes , David Cantor , Jonathan Barés , Mathieu Renouf , Emilien Azéma

We consider a system of nonlinear partial differential equations modelling the steady motion of an incompressible non-Newtonian fluid, which is chemically reacting. The governing system consists of a steady convection-diffusion equation for…

Numerical Analysis · Mathematics 2017-03-16 Seungchan Ko , Petra Pustejovská , Endre Süli

This paper focuses on rate-independent damage in elastic bodies. Since the driving energy is nonconvex, solutions may have jumps as a function of time, and in this situation it is known that the classical concept of energetic solutions for…

Analysis of PDEs · Mathematics 2014-02-06 Dorothee Knees , Riccarda Rossi , Chiara Zanini

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

Probability · Mathematics 2025-09-03 Mengyu Cheng , Xiaobin Sun , Yingchao Xie

We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed to calculate steady state probabilities of order…

Statistical Mechanics · Physics 2015-06-15 Justus A. Kromer , Lutz Schimansky-Geier , Raul Toral

The surrogate process approximation (SPA) is applied to model the nonequilibrium dynamics of a reaction coordinate (RC) associated with the unfolding and refolding processes of a deca-alanine peptide at 300 K. The RC dynamics, which…

Statistical Mechanics · Physics 2008-04-16 Christopher P. Calderon , Riccardo Chelli

We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions and we show that…

Analysis of PDEs · Mathematics 2022-04-12 Elie Abdo , Mihaela Ignatova

Electron collisions, described by stochastic differential equations (SDEs), were simulated using a second-order weak convergence algorithm. Using stochastic analysis, we constructed an SDE for energetic electrons in Lorentz plasma to…

Plasma Physics · Physics 2018-11-15 Wentao Wu , Jian Liu , Hong Qin

In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

Probability · Mathematics 2021-01-12 Filippo de Feo