Related papers: Higher Order Fluctuation Expansions for Nonlinear …
"Spin noise spectroscopy" (SNS) is a powerful optical technique for probing electron and hole spin dynamics that is based on detecting their intrinsic and random fluctuations while in thermal equilibrium, an approach guaranteed by the…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations…
Recently in [M. Hairer, M. Hutzenthaler, and A. Jentzen, Ann. Probab. 43, 2 (2015), 468--527] and [A. Jentzen, T. M\"uller-Gronbach, and L. Yaroslavtseva, Commun. Math. Sci. 14, 6 (2016), 1477--1500] stochastic differential equations (SDEs)…
By using a change of scale and space, we study a class of stochastic differential equations (SDEs) whose solutions are drift--perturbed and exhibit behaviour analogous to standard Brownian motion including to the Law of the Iterated…
This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…
This paper aims to investigate the asymptotic error distribution of several numerical methods for stochastic partial differential equations (SPDEs) with multiplicative noise. Firstly, we give the limit distribution of the normalized error…
We find sets of solutions to the generalized spheroidal wave equation (GSWE) or, equivalently, to the confluent Heun equation. Each set is constituted by three solutions, one given by a series of ascending powers of the independent…
We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…
We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…
We study an additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics, which is proposed as an approximate model to the fluctuating hydrodynamics of chemotactically interacting particles around their mean-field limit. As such, the…
In the present study we are interested in the Davey-Stewartson equations (DSE) that model packets of surface and capillary-gravity waves. We focus on the elliptic-elliptic case, for which it is known that DSE may develop a finite-time…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
In this paper, as an improvement of the paper [K. Ishige, T. Kawakami and H. Michihisa, SIAM J. Math. Anal. 49 (2017) pp. 2167--2190], we obtain the higher order asymptotic expansions of the large time behavior of the solution to the Cauchy…
We present a method aimed at sampling charge density fluctuations in Coulomb systems. The derivation follows from a functional integral representation of the partition function in terms of charge density fluctuations. Starting from the…
Motivated by problems arising in geophysical fluid dynamics, we investigate resonant and near resonant wave interactions in nonlinear wave equations with quadratic nonlinearity, We place a special focus on interactions between slow wave…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…
We consider two steady-state heat conduction systems called, $S$ and $S_\alpha$, in a multidimensional bounded domain $D$ for the Poisson equation with source energy $g$. In one system, we impose mixed boundary conditions (temperature $b$…
We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…