Related papers: Growth-induced stability in modified SLE curve
We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…
In this work we revisit a classical problem of traveling waves in a damped Frenkel-Kontorova lattice driven by a constant external force. We compute these solutions as fixed points of a nonlinear map and obtain the corresponding kinetic…
In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific Lyapunov function, the $H_{\infty}$ stability, asymptotic…
In this article, we study a nonlinear stochastic control problem perturbed by multiplicative Levy noise, where the nonlinear operator in divergence form satisfies p type growth with coercivity assumptions. By using Aldous tightness criteria…
Experimental data from a turbulent jet flow is analysed in terms of an additive, continuous stochastic process where the usual time variable is replaced by the scale. We show that the energy transfer through scales is well described by a…
We consider solutions of L\'evy-driven stochastic differential equations of the form $\mathrm{d} X_t=\sigma(X_{t-})\mathrm{d} L_t$, $X_0=x$ where the function $\sigma$ is twice continuously differentiable and maximal of linear growth and…
We construct radial stochastic Loewner evolution in multiply connected domains, choosing the unit disk with concentric circular slits as a family of standard domains. The natural driving function or input is a diffusion on the associated…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
We derive a Markovian master equation for driven open quantum systems based on the Lewis-Riesenfeld invariants theory, which is available for arbitrary driving protocols.The role of the Lewis-Riesenfeld invariants is to help us bypass the…
Schramm--Loewner evolution (SLE) has been one of the central topics in the probabilistic study of two-dimensional critical systems. It is a random curve in two dimensions to which a cluster interface in a critical lattice system is…
The physical significance of the stochastic processes associated to the generalized Gibbs ensembles is scrutinized here with special attention to the thermodynamic fluctuations of small systems. The contact with the environment produces an…
We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…
We study the evolution of curves with fixed length and clamped boundary conditions moving by the negative $L^2$-gradient flow of the elastic energy. For any initial curve lying merely in the energy space we show existence and parabolic…
We present a modified model for relativistic stars which are usually represented by perfect fluids. Fluctuations of the stress tensor act as source in the modified Einstein's equation, giving it a Langevin equation form. The occurrence of…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
We investigate equilibrium properties of two very different stochastic collision models: (i) the Rayleigh particle and (ii) the driven Maxwell gas. For both models the equilibrium velocity distribution is a L\'evy distribution, the Maxwell…
Obtaining coarse-grained models that accurately incorporate finite-size effects is an important open challenge in the study of complex, multi-scale systems. We apply Langevin regression, a recently developed method for finding stochastic…
In this paper we consider $L^p$-regularity estimates for solutions to stochastic evolution equations, which is called stochastic maximal $L^p$-regularity. Our aim is to find a theory which is analogously to Dore's theory for deterministic…
Modal linear stability analysis has proven very successful in the analysis of coherent structures of turbulent flows. Formally, it describes the evolution of a disturbance in the limit of infinite time. In this work we apply modal linear…
The paper is concerned with a class of stochastic evolution equations in Hilbert space with random coefficients driven by Teugel's martingales and an independent multi-dimensional Brownian motion and its optimal control problem. Here…