Related papers: On the controversy over the stochastic density fun…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…
We present a numerically tractable method to solve exactly the evolution of a N boson system with binary interactions. The density operator of the system rho is obtained as the stochastic average of particular operators |Psi_1><Psi_2| of…
Special bases of orthogonal polynomials are defined, that are suited to expansions of density and potential perturbations under strict particle number conservation. Particle-hole expansions of the density response to an arbitrary…
Recent experiments on Brownian colloidal particles have been studied theoretically in terms of overdamped Langevin equations with multiplicative white noise using an unconventional stochastic interpretation. Complementary numerical…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…
We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…
In this paper we establish a substitution formula for stochastic differential equation driven by generalized grey noise. We then apply this formula to investigate the absolute continuity of the solution with respect to the Lebesgue measure…
The stochastic transport of suspended particles through a periodic pattern of obstacles in microfluidic devices is investigated by means of the Fokker-Planck equation. Asymmetric arrays of obstacles have been shown to induce the continuous…
We derive quantitative criteria for the existence of density for stochastic line integrals and iterated line integrals along solutions of hypoelliptic differential equations driven by fractional Brownian motion. As an application, we also…
Since the theorems of Schur and van der Waerden, numerous partition regularity results have been proved for linear equations, but progress has been scarce for non-linear ones, the hardest case being equations in three variables. We prove…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We review some properties of the stationary states of the Fokker - Planck equation for N interacting particles within a mean field approximation, which yields a non-linear integrodifferential equation for the particle density. Analytical…
This article is the exploration of the viewpoint within which propelled particles in a steady-state are regarded as a system with quenched disorder. The analogy is exact when the rate of the drift orientation vanishes and the linear…
The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…
We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…
Using the T-coercivity theory as advocated in [Chesnel, Ciarlet, T -coercivity and continuous Galerkin methods: application to transmission problems with sign changing coefficients (2013)], we propose a new variational formulation of the…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.