Related papers: Superdiffusive limits for Bessel-driven stochastic…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…
We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…
We study nonlinear resonance of coupled modes in nano-mechanical systems. To reveal the qualitative features of the dynamics, we consider the limiting cases, where the results can be obtained analytically. For 1:3 resonance, we find the…
We consider a non acoustic chain of harmonic oscillators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the…
Additive noise is known to produce counter-intuitive behaviors in nonlinear dynamical systems. Previously, it was shown that systems with a deterministic limit cycle can display bistable switching between metastable states in the presence…
Nanoscale molecular transport plays a crucial role in regulating mass diffusion and responsiveness in condensed matter systems. In soft porous crystals, in particular, adsorption of guest molecules induces host framework deformation and…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a…
We propose a computational method to simulate anomalous self-diffusion in a simple liquid. The method is based on a molecular dynamics simulation on which we impose the following two conditions: firstly, the inter-particle interaction is…
A recent paper of Melbourne & Stuart, A note on diffusion limits of chaotic skew product flows, Nonlinearity 24 (2011) 1361-1367, gives a rigorous proof of convergence of a fast-slow deterministic system to a stochastic differential…
We present exact results on the dynamics of a biased, by an external force ${\bf F}$, intruder (BI) in a two-dimensional lattice gas of unbiased, randomly moving hard-core particles. Going beyond the usual analysis of the force-velocity…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
We study the standard three-dimensional driven diffusive system on a simple cubic lattice where particle jumps along a given lattice direction are biased by an infinitely strong field, while those along other directions follow the usual…
We study the influence on diffusion in one dimension of a potential energy perturbation varying as a power in space and time. We concentrate on the case of a parabolic perturbation in space decaying as $t^{-\omega}$ which shows a rich…
Model of a passive scalar field advected by the compressible Gaussian strongly anisotropic velocity field with the covariance $\propto \delta(t-t^{\prime})|{\bf x}-{\bf x^{\prime}}|^{2\epsilon}$ is studied by using the field theoretic…
We consider one-dimensional infinite chains of harmonic oscillators with random exchanges of momenta and long-range interaction potentials which have polynomial decay rate $|x|^{-\theta}, x \to \infty, \theta > 1$ where $x \in \mathbb{Z}$…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…