Related papers: A stochastic representation for the Poisson-Vlasov…
The theory of stochastic representations of solutions to elliptic and parabolic PDE has been extensive. However, the theory for hyperbolic PDE is notably lacking. In this short note we give a stochastic representation for solutions of…
The stochastic Gross-Pitaevskii equation represents a versatile approach for studying the dynamics of trapped degenerate ultracold Bose gases in the presence of large phase and density fluctuations. Following a brief review of the original…
We present the applications of variational-wavelet approach for computing multiresolution/multiscale representation for solution of some approximations of Vlasov-Maxwell-Poisson equations.
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
It is shown that a certain functional of a branching process has representations in terms of both a maximisation problem and a minimisation problem. A consequence of these representation is that upper and lower bounds on the functional can…
In this paper we study the fluctuation spectrum of a linearized Vlasov-Poisson equation in the presence of a small external electric field. Conditions for the control of the linear fluctuations by an external electric field are established.
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
Poisson's equation plays a fundamental role as a tool for performance evaluation and optimization of Markov chains. For continuous-time birth-death chains with possibly unbounded transition and cost rates as addressed herein, when…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
We review the stochastic Gross-Pitaevskii approach for non-equilibrium finite temperature Bose gases, focussing on the formulation of Stoof; this method provides a unified description of condensed and thermal atoms, and can thus describe…
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…
Poisson representation techniques provide a powerful method for mapping master equations for birth/death processes -- found in many fields of physics, chemistry and biology -- into more tractable stochastic differential equations. However,…
This paper investigates the stochastic fluctuations of the number of copies of a given protein in a cell. This problem has already been addressed in the past and closed-form expressions of the mean and variance have been obtained for a…
The derivation of the boson representation of spin operators is given which reproduces the Holstein-Primakoff and Dyson-Maleev transformations in the corresponding cases. The suggested formalism allows to address some subtle issues which…
The Vlasov equation embodies the smooth field approximation of the self-consistent equation of motion for charged particle beams. This framework is fundamentally altered if we include the fluctuating forces that originate from the actual…
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…