Related papers: Path-Integral Formulation of Stochastic Processes …
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
We present SPARC-atomSFE, a spectral finite-element package for accurate and efficient atomic structure calculations within the framework of Kohn-Sham density functional theory. The package supports both all-electron and norm conserving…
Stochastic reaction-diffusion processes may be presented in terms of integrable quantum chains and can be used to describe various biological and chemical systems. Exploiting the integrability of the models one finds in some cases good…
We derive methods for estimating the topology of the stationary probability current $\vec{j}_s$ of the two-species Fokker-Planck equation (FPE) without the need to solve the FPE. These methods are chosen such that they become exact in…
Using the path integral measure factorization method based on the nonlinear filtering equation from the stochastic process theory, we consider the reduction procedure in Wiener path integrals for a mechanical system with symmetry that…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…
We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or…
For a stochastic system, its evolution from one state to another can have a large number of possible paths. Non-uniformity in the field of system variables leads the local dynamics in state transition varies considerably from path to path…
This paper has been withdrawn from the arXiv. It is now published by Elsevier in Nonlinear Analysis: Hybrid Systems, see http://dx.doi.org/10.1016/j.nahs.2009.07.008 . A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for…
This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…
For a wide class of polynomially nonlinear systems of partial differential equations we suggest an algorithmic approach to the s(trong)-consistency analysis of their finite difference approximations on Cartesian grids. First we apply the…
The aim of this paper is to provide a comprehensive analysis of the path-dependent Stochastic Volterra Integral Equations (SVIEs), in which both the drift and the diffusion coefficients are allowed to depend on the whole trajectory of the…
We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…
A new method ( PI-DFT ) which combines path integrals and density functional theory is proposed as a pathway to many fields of physics. Within path integral theory it is possible to construct particle densities without explicitly…
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…
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…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
This work introduces hybrid stochastic differential equations with memory (mH-SDEs), a new class of stochastic systems where transition rates depend on the joint history of both Euclidean and discrete components. This extends existing…
The description of Fermi acceleration developing in the phase-randomized simplified Fermi-Ulam model (SFUM) can be achieved in terms of a random walk taking place in momentum space. Within this framework the evolution of the probability…