Related papers: Finite dimensional systems with random external fi…
We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…
We study the electromagnetic coupling of a neutrino that propagates in a two-stream electron background medium. Specifically, we calculate the electromagnetic vertex function for a medium that consists of a \emph{normal} electron background…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
In dense neutrino backgrounds present in supernovae and in the early Universe neutrino oscillations may exhibit complex collective phenomena, such as synchronized oscillations, bipolar oscillations and spectral splits and swaps. We consider…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
The exact dynamics of a system coupled to an environment can be described by an integro-differential stochastic equation of its reduced density. The influence of the environment is incorporated through a mean-field which is both stochastic…
When high-frequency sound waves travel through media with anomalous diffusion, such as biological tissues, their motion can be described by nonlinear wave equations of fractional higher order. These can be understood as nonlocal…
We investigate quantum effects in the evolution of general systems. For studying such temporal quantum phenomena, it is paramount to have a rigorous concept and profound understanding of the classical dynamics in such a system in the first…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
We obtain an implicit equation for the correlation dimension which describes clustering of inertial particles in a complex flow onto a fractal measure. Our general equation involves a propagator of a nonlinear stochastic process in which…
We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…
We present a novel and flexible data-driven framework for estimating the response of higher-order moments of nonlinear stochastic systems to small external perturbations. The classical Generalized Fluctuation--Dissipation Theorem (GFDT)…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
We study transient work Fluctuation Relations (FRs) for Gaussian stochastic systems generating anomalous diffusion. For this purpose we use a Langevin approach by employing two different types of additive noise: (i) internal noise where the…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
Numerical continuation techniques are powerful tools that have been extensively used to identify particular solutions of nonlinear dynamical systems and enable trajectory design in chaotic astrodynamics problems such as the Circular…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
We focus on the evolution of curvature perturbation on superhorizon scales by adopting the spatial gradient expansion and show that the nonlinear theory, called the beyond $\delta N$-formalism as the next-leading order in the expansion. As…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
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…