Related papers: Stochastic Dynamics of Discrete Curves and Exclusi…
We study the hydrodynamic behaviour of the asymmetric simple exclusion process on the lattice of size $n$. In the bulk, the exclusion dynamics performs rightward flux. At the boundaries, the dynamics is attached to reservoirs. We…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…
We study the existence, uniqueness and approximation of solutions of stochastic differential equations with constraints driven by processes with bounded p-variation. Our main tool are new estimates showing Lipschitz continuity of the…
The purpose of this article is to study the hydrodynamic limit of the symmetric exclusion process with long jumps and in contact with infinitely extended reservoirs for a particular critical regime. The jumps are given in terms of a…
We study the motion of a 1-D closed elastic string with bending and stretching energy immersed in a 2-D Stokes flow. In this paper we introduce the curve's tangent angle function and the stretching function to describe the deferent…
In this paper, we would like to consider the Cauchy problem for a weakly coupled system of semi-linear damped wave equations with mixed nonlinear terms. Our main objective is to draw conclusions about the critical curve of this problem…
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov diffusion process. In particular, our article focuses on the…
A number of important results of studying large deformations of hyper-elastic shells are obtained using discrete methods of mathematical physics. In the present paper, using the variational method for solving nonlinear boundary problems of…
We study singular perturbations of a class of two-scale stochastic control systems with unbounded data. The assumptions are designed to cover some relaxation problems for deep neural networks. We construct effective Hamiltonian and initial…
The totally asymmetric simple exclusion process (TASEP) on Z with the Bernoulli-rho measure as initial conditions, 0<rho<1, is stationary. It is known that along the characteristic line, the current fluctuates as of order t^{1/3}. The…
A combined incompressible and vanishing capillarity limit in the barotropic compressible Navier-Stokes equations for smooth solutions is proved. The equations are considered on the two-dimensional torus with well prepared initial data. The…
We consider an open interacting particle system on a finite lattice. The particles perform asymmetric simple exclusion and are randomly created or destroyed at all sites, with rates that grow rapidly near the boundaries. We study the…
In this work we address the open problem of high Reynolds number limit in hydrodynamic turbulence, which we modify by considering a vanishing random (instead of deterministic) viscosity. In this formulation, a small-scale noise propagates…
We consider a class of generalized long-range exclusion processes evolving either on $\mathbb Z$ or on a finite lattice with an open boundary. The jump rates are given in terms of a general kernel depending on both the departure and…
In this work, we show how to impose no-slip boundary conditions for an H(curl)-based formulation for incompressible Stokes flow, which is used in structure-preserving discretizations of Navier-Stokes and magnetohydrodynamics equations. At…
We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…
We study the asymptotic behavior of the isentropic Navier-Stokes system driven by a multiplicative stochastic forcing in the compressible regime, where the Mach number approaches zero. Our approach is based on the recently developed concept…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
How physical systems approach hydrodynamic behavior is governed by the decay of nonhydrodynamic modes. Here, we start from a relativistic kinetic theory that encodes relaxation mechanisms governed by different timescales thus sharing…
Elastic confinements play an important role in many soft matter systems and affect the transport properties of suspended particles in viscous flow. On the basis of low-Reynolds-number hydrodynamics, we present an analytical theory of the…