Related papers: On the controversy over the stochastic density fun…
Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…
We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…
The Fokker-Planck equation describes the evolution of the probability density associated with a stochastic differential equation. As the dimension of the system grows, solving this partial differential equation (PDE) using conventional…
We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($\rho(t)\equiv \wt \rho$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary…
We consider a Markov process on a Riemannian manifold, which solves a stochastic differential equation in the interior of the manifold and jumps according to a deterministic reset map when it reaches the boundary. We derive a partial…
Sampling invariant distributions from an It\^o diffusion process presents a significant challenge in stochastic simulation. Traditional numerical solvers for stochastic differential equations require both a fine step size and a lengthy…
In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…
Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…
The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We…
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when…
The purpose of this note is to introduce a new approach to the study of one of the most basic and seemingly intractable problems in partition theory, namely the conjecture that the partition function $p(n)$ is equidistributed modulo 2. Our…
The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
Deterministic chaotic dynamics presumes that the state space can be partitioned arbitrarily finely. In a physical system, the inevitable presence of some noise sets a finite limit to the finest possible resolution that can be attained. Much…
We provide a statistical framework for characterizing stochastic particle production in the early universe via a precise correspondence to current conduction in wires with impurities. Our approach is particularly useful when the…
We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…