Related papers: Stochastic dynamics and Fokker-Planck equation in …

We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…

Interaction is so ubiquitous that imaging a world free from it is a difficult fantasy exercise. At the same time, in understanding any complex physical system, our ability of accounting for the mutual interaction of its constituents is…

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…

Antiferromagnetic (AFM) materials are widely used in spintronic devices as passive elements (for stabilization of ferromangetic layers) and as active elements (for information coding). In both cases switching between the different AFM…

We consider passive Brownian particles trapped in an "imperfect" harmonic trap. The trap is imperfect because it is randomly turned off and on, and as a result, particles fail to equilibrate. Another way to think about this is to say that a…

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Context: Typical space plasmas contain spatially and temporally variable turbulent electromagnetic fields. Understanding the transport of energetic particles and the acceleration mechanisms for charged particles is an important goal of…

We propose a mathematical derivation of stochastic compressible Navier-Stokes equation. We consider many-particle systems with a Hamiltonian dynamics supplemented by a friction term and environmental noise. Both the interaction potential…

Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in engineering and physical sciences. The probability density of…

In this work we study the stochastic process of two-species coagulation. This process consists in the aggregation dynamics taking place in a ring. Particles and clusters of particles are set in this ring and they can move either clockwise…

We consider SDEs driven by two different sources of additive noise, which we refer to as intrinsic and common. We establish almost sure existence and uniqueness of pullback attractors with respect to realisations of the common noise only.…

For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics in the weak-noise limit. A suitable quantity to capture the…

We study stochastic ratchets with inertia in the limit where the time correlations become important. We have developed a Fokker-Planck type equation for the ratchet problem which includes the memory effects. It is tested with comparison to…

We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…

For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose…

This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

The formation of the beam halo in charged particle accelerators is studied in the framework of a stochastic-hydrodynamic model for the collective motion of the particle beam. In such a stochastic-hydrodynamic theory the density and the…