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Path-dependent PDEs (PPDEs) are natural objects to study when one deals with non Markovian models. Recently, after the introduction of the so-called pathwise (or functional or Dupire) calculus (see [15]), in the case of finite-dimensional…

Probability · Mathematics 2017-03-07 Andrea Cosso , Salvatore Federico , Fausto Gozzi , Mauro Rosestolato , Nizar Touzi

The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the…

Probability · Mathematics 2022-12-13 Yaozhong Hu , Michael A. Kouritzin , Panqiu Xia , Jiayu Zheng

We present a self-contained theoretical and computational framework for dynamics following photoexcitation in quantum dots near planar interfaces. A microscopic Hamiltonian parameterized by first principles calculations is merged with a…

Mesoscale and Nanoscale Physics · Physics 2015-06-15 Kuljit S. Virk , Mark S. Hybertsen , David R. Reichman

In this paper we study the dynamics of a layer of incompressible viscous fluid bounded below by a rigid boundary and above by a free boundary, in the presence of a uniform gravitational field. We assume that a mass of surfactant is present…

Analysis of PDEs · Mathematics 2017-02-09 Ian Tice , Lei Wu

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

Probability · Mathematics 2024-10-16 Carla Crucianelli , Ludovic Tangpi

We explore the dynamical response of the free surface of an ultra-soft solid driven by a localized moving pressure disturbance. Experiments reveal a steady V-shaped wake analogous to a surface Mach wedge. A simple geometric argument…

Soft Condensed Matter · Physics 2025-11-27 Aditi Chakrabarti , Divya Jaganathan , Robert Haussman , L. Mahadevan

A mechanism for dispersion to automatically arise from the dispersionless Whitham Modulation equations (WMEs) is presented, relying on the use of a moving frame. The speed of this is chosen to be one of the characteristics which emerge from…

Pattern Formation and Solitons · Physics 2019-06-19 D. J. Ratliff

In this paper, we consider a system of $k$ second order non-linear stochastic partial differential equations with spatial dimension $d \geq 1$, driven by a $q$-dimensional Gaussian noise, which is white in time and with some spatially…

Probability · Mathematics 2011-02-17 Eulalia Nualart

An Integral Equation (IE) based field solver to compute the scattered fields from spatially dispersive metasurfaces is proposed and numerically confirmed using various examples involving physical unit cells. The work is a continuation of…

Applied Physics · Physics 2021-09-21 Tom J. Smy , João G. Nizer Rahmeier , Jordan Dugan , Shulabh Gupta

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…

Probability · Mathematics 2026-04-02 Pengcheng Xia , Longjie Xie , Xicheng Zhang

Coupled wave equations are popular tool for investigating longitudinal dynamical effects in semiconductor lasers, for example, sensitivity to delayed optical feedback. We study a model that consists of a hyperbolic linear system of partial…

Dynamical Systems · Mathematics 2013-08-12 Jan Sieber

Based on the recently-established Master kinetic equation and related Master constant H-theorem which describe the statistical behavior of the Boltzmann-Sinai classical dynamical system for smooth and hard spherical particles, the problem…

Fluid Dynamics · Physics 2016-11-01 Massimo Tessarotto , Michael Mond , Claudio Asci

We will present qualitative and numerical results on a partial differential equation (PDE) system which models a certain fluid-structure dynamics. The wellposedness of this PDE model is established by means of constructing for it a…

Analysis of PDEs · Mathematics 2014-02-26 George Avalos , Thomas J. Clark

Hydrodynamic interactions in a suspension of spherical particles confined between two parallel planar walls are studied under creeping-flow conditions. The many-particle friction matrix in this system is evaluated using our novel numerical…

Fluid Dynamics · Physics 2009-11-11 S. Bhattacharya , J. Blawzdziewicz , E. Wajnryb

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

Modeling membrane interactions with arbitrarily shaped colloidal particles, such as environmental micro- and nanoplastics, at the cell scale remains particularly challenging, owing to the complexity of particle geometries and the need to…

Soft Condensed Matter · Physics 2025-09-15 Didarul Ahasan Redwan , Justin Reicher , Xin Yong

Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the system. Our model is described by a system of SDEs with…

Probability · Mathematics 2018-02-05 Franco Flandoli , Enrico Priola , Giovanni Zanco

A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…

Probability · Mathematics 2016-08-02 Francesco C. De Vecchi , Paola Morando , Stefania Ugolini

A computational PDE-constrained optimization approach is proposed for optimal trajectory planning under uncertainty by means of an associated Schroedinger Bridge Problem (SBP). The proposed SBP formulation is interpreted as the mean-field…

Optimization and Control · Mathematics 2026-05-20 Dante Kalise , Wenxin Liu