相关论文: Poisson-Vlasov : Stochastic representation and num…
Incorporating probabilistic terms in mathematical models is crucial for capturing and quantifying uncertainties in real-world systems, especially when the solution is not unique or exhibits sudden qualitative changes as parameters vary.…
We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…
We introduce a hull operator on Poisson point processes, the easiest example being the convex hull of the support of a point process in Euclidean space. Assuming that the intensity measure of the process is known on the set generated by the…
We develop a numerical strategy to solve multi-dimensional Poisson equations on dynamically adapted grids for evolutionary problems disclosing propagating fronts. The method is an extension of the multiresolution finite volume scheme used…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
The set of common numerical and analytical problems is introduced in the form of the generalized multidimensional discrete Poisson equation. It is shown that its solutions with square-summable discrete derivatives are unique up to a…
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field. As an example in one spatial dimension we numerically simulate singular solutions (peakons)…
The statistical physics approach to the number partioning problem, a classical NP-hard problem, is both simple and rewarding. Very basic notions and methods from statistical mechanics are enough to obtain analytical results for the phase…
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…
Goal of this paper is to investigate several numerical schemes for the resolution of two anisotropic Vlasov equations. These two toy-models arise from a kinetic description of a tokamak plasma confined by strong magnetic fields. The…
Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…
This paper revises traditional phenomenological approaches to the application of Vlasov equation to describe the dissipative systems. The original equation by A.A. Vlasov obtained differs from the classical Vlasov equation used in the…
A practical introduction to stochastic modelling of reaction-diffusion processes is presented. No prior knowledge of stochastic simulations is assumed. The methods are explained using illustrative examples. The article starts with the…
The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here…
This paper establishes an existence theory for distributed periodic solutions to Newton's equation with stochastic time-periodic forcing, where the friction matrix is the Hessian of a twice continuously differentiable friction function.…
In this paper, we present very first results for the adaptive solution on a grid of the phase space of the Vlasov equation arising in particles accelarator and plasma physics. The numerical algorithm is based on a semi-Lagrangian method…
We develop an asymptotic-preserving scheme to solve evolution problems containing stiff transport terms. This scheme is based to a micro-macro decomposition of the unknown, coupled with a stabilization procedure. The numerical method is…
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
A Hamiltonian approach to the solution of the Vlasov-Poisson equations has been developed. Based on a nonlinear canonical transformation, the rapidly oscillating terms in the original Hamiltonian are transformed away, yielding a new…
This paper considers the probabilistic representation of the solutions of ordinary differential equations (ODEs) by the generation of marked random trees in which marks can be interpreted as mutant types in population genetics models. We…