Related papers: Infinite-dimensional stochastic differential equat…
We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
We study numerically the motion of a one dimensional array of Brownian particles in a washboard potential, driven by an external stochastic force and interacting via short range repulsive forces. In particular, we investigate the role of…
We demonstrate the feasibility and efficiency of the Coulomb-Sturmian separable expansion method for generating accurate solutions of the Faddeev equations. Results obtained with this method are reported for several benchmark cases of…
In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…
Consider the stochastic differential equation $\mathrm dX_t = -A X_t \,\mathrm dt + f(t, X_t) \,\mathrm dt + \mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…
This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…
We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…
In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…
Stochastic differential equations (SDEs) are of utmost importance in various scientific and industrial areas. They are the natural description of dynamical processes whose precise equations of motion are either not known or too expensive to…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
In this paper we study the well-posedness of the kinetic stochastic differential equation (SDE) in $\mathbb R^{2d}(d\geq2)$ driven by Brownian motion: $$\mathord{{\rm d}} X_t=V_t\mathord{{\rm d}} t,\ \mathord{{\rm d}}…
We develop an asymptotic theory for the jump robust measurement of covariations in the context of stochastic evolution equation in infinite dimensions. Namely, we identify scaling limits for realized covariations of solution processes with…
In this paper we discuss the analysis of a cross-diffusion PDE system for a mixture of hard spheres, which was derived by Bruna and Chapman from a stochastic system of interacting Brownian particles using the method of matched asymptotic…
This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an $m$-dimensional Brownian motion and a $d$-dimensional canonical process with uniform Lipschitzian coefficients. Such…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
Ising models, and the physical systems described by them, play a central role in generating entangled states for use in quantum metrology and quantum information. In particular, ultracold atomic gases, trapped ion systems, and Rydberg atoms…
Many-mode interacting Bose gases (1D,2D,3D) are simulated from first principles. The model uses a second-quantized Hamiltonian with two-particle interactions (possibly ranged), external potential, and interactions with an environment, with…