Related papers: Persistence distributions for non gaussian markovi…
We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. The method is suitable for arbitrary local interactions as long as the system…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
We formulate the the problem of persistent diffusion in three dimensions from the perspective of the Frenet--Serret equations. In contrast to one and two dimensional systems, in three dimensions persistent diffusion is, in general, a third…
We consider coupled models for particulate flows, where the disperse phase is made of particles with distinct sizes. We are thus led to a system coupling the incompressible Navier-Stokes equations to the multi-component Vlasov-Fokker-Planck…
The paper is devoted to three-parametric self-similar Gaussian Volterra processes that generalize fractional Brownian motion. We study the asymptotic growth of such processes and the properties of long- and short-range dependence. Then we…
Asymptotic expansion of the Fokker-Planck equation in terms of the strength of the fluctuation has been carried out. The mean and the variance of the total kinetic energies of the fission fragments have been calculated and compared with the…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…
The invariant distribution, which is characterized by the stationary Fokker-Planck equation, is an important object in the study of randomly perturbed dynamical systems. Traditional numerical methods for computing the invariant distribution…
In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…
Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
The convergence properties of the stationary Fokker-Planck algorithm for the estimation of the asymptotic density of stochastic search processes is studied. Theoretical and empirical arguments for the characterization of convergence of the…
We study properties of a piecewise deterministic Markov process modeling the changes in concentration of specific antibodies. The evolution of densities of the process is described by a stochastic semigroup. The long-time behaviour of this…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
We propose a method to analyze the dynamics of systems exhibiting slow relaxation which is based on mesoscopic non-equilibrium thermodynamics. The method allows us to obtain kinetic equations of the Fokker-Planck type for the probability…
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…