Related papers: Evolution of time-fractional stochastic hyperbolic…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
A $g$--subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ is used to describe a process of a continuous transition from subdiffusion with parameters $\alpha$ and $D_\alpha$ to subdiffusion with…
This work develops a dynamic homogenization approach for metamaterials. It finds an approximate macroscopic homogenized equation with constant coefficients posed in space and time; however, the resulting homogenized equation is higher order…
A variety of simulation methodologies have been used for modeling reaction-diffusion dynamics -- including approaches based on Differential Equations (DE), the Stochastic Simulation Algorithm (SSA), Brownian Dynamics (BD), Green's Function…
In this work, we study the well-posedness of a system of partial differential equations that model the dynamics of a two-dimensional Stokes bubble immersed in two-dimensional ambient Stokes fluid of the same viscosity that extends to…
I argue that ``good'' mathematical models of spatio-temporal dynamics in two-dimensions require non-local operators in the nonlinear terms. Consequently, the often used Swift-Hohenberg equation requires modification as it is purely local.…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
Models of stochastic image deformation allow study of time-continuous stochastic effects transforming images by deforming the image domain. Applications include longitudinal medical image analysis with both population trends and random…
The Bass diffusion equation is a well-known and established modeling approach for describing new product adoption in a competitive market. This model also describes diffusion phenomena in various contexts: infectious disease spread modeling…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…
This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…
The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…
We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of a SDE with a time changed Brownian motion, dated back to Doeblin…
We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We determine the range of Hurst parameters that provide the necessary and sufficient conditions for the solvability, in $L^2(\Omega)$, of the stochastic wave equation: $ \frac{\partial^2 }{\partial t^2}u(t,x) =\Delta u(t,x)+\dot{W}(t,x)$,…