Related papers: Stochastic Dynamics of Discrete Curves and Exclusi…
We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…
We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…
We obtain the hydrodynamic limit of one-dimensional interacting particle systems describing the macroscopic evolution of the density of mass in infinite volume from the microscopic dynamics. The processes are weak pertubations of the…
The cubic anisotropy model provides a simple example of a system with an arbitrarily weak first-order phase transition. We present an analysis of this model using $\eps$-expansion techniques with results up to next-to-next-to-leading order…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
We consider the symmetric simple exclusion process in $\mathbb Z^d$ with quenched bounded dynamic random conductances and prove its hydrodynamic limit in path space. The main tool is the connection, due to the self-duality of the process,…
We study the one dimensional partially asymmetric simple exclusion process (ASEP) with open boundaries, that describes a system of hard-core particles hopping stochastically on a chain coupled to reservoirs at both ends. Derrida, Evans,…
The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of…
The totally asymmetric simple exclusion process (TASEP) is a stochastic model for the unidirectional flow of interacting particles on a 1D-lattice that is much used in systems biology and statistical physics. Its master equation describes…
We introduce a novel formulation for the evolution of parametric curves by anisotropic curve shortening flow in ${\mathbb R}^d$, $d\geq2$. The reformulation hinges on a suitable manipulation of the parameterization's tangential velocity,…
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…
In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler…
We study the symmetric Dyson exclusion process (SDEP) - a lattice gas with exclusion and long-range, Coulomb-type interactions that emerge both as the maximal-activity limit of the symmetric exclusion process and as a discrete version of…
We examine the behavior of a single impurity particle embedded within a Totally Asymmetric Simple Exclusion Process (TASEP). By analyzing the impurity's dynamics, characterized by two arbitrary hopping parameters $ \alpha $ and $\beta$, we…
We consider the weakly asymmetric exclusion process on a bounded interval with particle reservoirs at the endpoints. The hydrodynamic limit for the empirical density, obtained in the diffusive scaling, is given by the viscous Burgers…
The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…
In this paper we consider the 3D co-rotational Beris-Edwards system modeling the hydrodynamic motion of nematic liquid crystals in a thin strip. The system contains the incompressible Navier-Stokes, coupled with a parabolic system for…
In this work we study the dynamic behaviour of compound shells of revolution partially filled with an ideal incompressible fluid based on boundary-value problems. New analytical mathematical model with corresponding discrete scheme for the…
We study absolutely continuous curves in the adapted Wasserstein space of filtered processes. We provide a probabilistic representation of such curves as flows of adapted processes on a common filtered probability space, extending classical…