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We show that simulations of polymer rheology at a fluctuating mesoscopic scale and at the macroscopic scale where flow instabilities occur can be achieved at the same time with dissipative particle dynamics (DPD) technique.} We model the…

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. We deal with linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic equation…

Probability · Mathematics 2014-04-07 Nishanth Lingala , N. Sri Namachchivaya

We study the thermodynamic properties of a semiflexible polymer confined inside strips of widths L<=9 defined on a square lattice. The polymer is modeled as a self-avoiding walk and a short range interaction between the monomers and the…

Statistical Mechanics · Physics 2007-05-23 Jurgen F. Stilck

We introduce an algorithm for the solution of a system of radial Schr\"odinger equations describing the inelastic scattering of particles with spin in a partial wave with definite total angular momentum. The system of differential equations…

Quantum Physics · Physics 2026-03-17 Roberto Bruschini

We study a lattice gas of persistent walkers, in which each site is occupied by at most one particle and the direction each particle attempts to move to depends on its last step. We analyse the mean squared displacement (MSD) of the…

Statistical Mechanics · Physics 2019-08-28 Eial Teomy , Ralf Metzler

Low-dimensional, complex systems are often characterized by logarithmically slow dynamics. We study the generic motion of a labeled particle in an ensemble of identical diffusing particles with hardcore interactions in a strongly…

In particle systems, flocking refers to the phenomenon where particles' individual velocities eventually align. The Cucker-Smale model is a well-known mathematical framework that describes this behavior. Many continuous descriptions of the…

Analysis of PDEs · Mathematics 2024-07-29 Sebastian Zimper , Federico Cornalba , Nataša Djurdjevac Conrad , Ana Djurdjevac

In this paper, we investigate a numerical approximation of a general second order semilinear parabolic non-autonomous stochastic partial differential equation (SPDE) driven by additive noise. Numerical approximations for autonomous SPDEs…

Numerical Analysis · Mathematics 2018-09-18 Jean Daniel Mukam , Antoine Tambue

In this paper we review and improve pathwise uniqueness results for some types of one-dimensional stochastic differential equations (SDE) involving the local time of the unknown process. The diffusion coefficient of the SDEs we consider is…

Probability · Mathematics 2018-11-07 Olivier Menoukeu-Pamen , Youssef Ouknine , Ludovic Tangpi

We study the numerical approximation of the invariant measure of a viscous scalar conservation law, one-dimensional and periodic in the space variable, and stochastically forced with a white-in-time but spatially correlated noise. The flux…

Analysis of PDEs · Mathematics 2021-05-27 Sébastien Boyaval , Sofiane Martel , Julien Reygner

This paper is a follow-up work of arxiv.org/abs/2101.05949. We study a non-directed polymer model in random environments. The polymer is represented by a simple symmetric random walk $S$ on $\mathbb{Z}^d$ with $d\geq2$ and the random…

Probability · Mathematics 2025-09-23 Niccolo Torri , Ran Wei

We use stochastic rotation dynamics to examine the dynamics of the ejection of an initially strongly confined flexible polymer from a spherical capsid with and without hydrodynamics. The results obtained using SRD are compared to similar…

Biological Physics · Physics 2017-06-07 Joonas Piili , Pauli M. Suhonen , Riku P. Linna

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Numerical Analysis · Mathematics 2025-12-16 Leonardo A. Poveda , Shubin Fu , Guanglian Li , Eric Chung

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

Dynamical Systems · Mathematics 2019-10-08 Hongbo Fu , Dirk Blömker

We consider a generalization of the classical nonrelativistic St\"{o}rmer problem, describing the motion of charged particles in a purely magnetic dipole field, by taking into account the effects of the dissipation, assumed to be of…

High Energy Astrophysical Phenomena · Physics 2026-04-28 Tiberiu Harko , Gabriela Raluca Mocanu

A new, improved split-step backward Euler (SSBE) method is introduced and analyzed for stochastic differential delay equations(SDDEs) with generic variable delay. The method is proved to be convergent in mean-square sense under conditions…

Numerical Analysis · Mathematics 2011-07-05 Xiaojie Wang , Siqing Gan

The behavior of mesoscopic particles dissolved in a dilute solution of long, flexible, and nonadsorbing polymer chains is studied by field-theoretic methods. For spherical and cylindrical particles the solvation free energy for immersing a…

Soft Condensed Matter · Physics 2009-10-31 A. Hanke , E. Eisenriegler , S. Dietrich

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

Statistics Theory · Mathematics 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…

Probability · Mathematics 2023-01-02 Sandra Cerrai , Yichun Zhu