Related papers: Surface Dean--Kawasaki equations
We present a Hawkes modeling of the volatility surface's high-frequency dynamics and show how the Hawkes kernel coefficients govern the surface's skew and convexity. We provide simple sufficient conditions on the coefficients to ensure…
This paper studies the stochastic differential equation (SDE) associated to a two-level quantum system (qubit) subject to Hamiltonian evolution as well as unmonitored and monitored decoherence channels. The latter imply a stochastic…
Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…
We consider interacting particle dynamics with Vicsek type interactions, and their macroscopic PDE limit, in the non-mean-field regime; that is, we consider the case in which each particle/agent in the system interacts only with a…
The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…
In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stochastic differential equations (SDEs) coming from classical…
We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…
We obtain improved local well-posedness results for the Lorentzian timelike minimal surface equation. In dimension $d=3$, for a surface of arbitrary co-dimension, we show a gain of $1/3$ derivative regularity compared to a generic equation…
Thermal fluctuations cause perturbations of fluid-fluid interfaces and highly nonlinear hydrodynamics in multiphase flows. In this work, we develop a novel multiphase smoothed dissipative particle dynamics model. This model accounts for…
In this work, we establish the so-called backward uniqiueness property for a coupled system of partial differential equations (PDEs) which governs a certain fluid-structure interaction. In particular, a three-dimensional Stokes flow…
We present a PDE-based approach for the multidimensional extrapolation of smooth scalar quantities across interfaces with kinks and regions of high curvature. Unlike the commonly used method of [2] in which normal derivatives are…
Atmosphere-breathing electric propulsion systems harness atmospheric particles as propellant, enabling efficient operation across diverse environmental conditions. To accurately simulate the captured gas flow through the modules,…
There are many processes in cell biology that can be modelled in terms of an actively switching particle. The continuous degrees of freedom evolve according to a hybrid stochastic differential equation (hSDE) whose drift term depends on a…
We introduce the longitudinal and transverse static surface modes and use them to solve the full-wave electromagnetic scattering problem from penetrable objects. The longitudinal static modes are the eigenmodes with zero surface curl of the…
A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…
We present an infinite-dimensional hyperk\"ahler reduction that extends the classical moment map picture of Fujiki and Donaldson for the scalar curvature of K\"ahler metrics. We base our approach on an explicit construction of hyperk\"ahler…
In this paper, we establish well-posedness of reflected McKean-Vlasov SDEs and their particle approximations in smooth non-convex domains. We prove convergence of the interacting particle system to the corresponding mean-field limit with…
In this work, we investigate the existence and uniqueness properties of a composite structure (multilayered) fluid interaction PDE system which arises in multi-physics problems, and particularly in biofluidic applications related to the…
Stemming from the stochastic Lotka-Volterra or predator-prey equations, this work aims to model the spatial inhomogeneity by using stochastic partial differential equations (SPDEs). Compared to the classical models, the SPDE model is more…
We use molecular dynamics (MD) to study the kinetics of surface enrichment (SE) in a stable homogeneous mixture (AB), placed in contact with a surface which preferentially attracts A. The SE profiles show a characteristic double-exponential…