相关论文: Existence, uniqueness and convergence of a particl…

A variety of models for the membrane-mediated interaction of particles in lipid membranes, mostly well-established in theoretical physics, is reviewed from a mathematical perspective. We provide mathematically consistent formulations in a…

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…

Repulsion between individuals within a finite radius is encountered in numerous applications, including cell exclusion, i.e. avoidance of overlapping cells, bird flocks, or microscopic pedestrian models. We define such individual based…

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

To study the dynamics of chemical processes, we often adopt rate equations to observe the change in chemical concentrations. However, when the number of the molecules is small, the fluctuations cannot be neglected. We often study the…

In quantum physics, recent investigations deal with the so-called "quantum trajectory" theory. Heuristic rules are usually used to give rise to "stochastic Schrodinger equations" which are stochastic differential equations of non-usual type…

We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…

Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…

In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neumann boundary condition. The approximation we use is based on…

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…

Recently, a new fractional derivative called the conformable fractional derivative is given on based basic limit definition derivative in [4]. Then, the fractional versions of chain rules, exponential functions, Gronwalls inequality,…

In this paper we are concerned with the stochastic partial differential equations of super-fast diffusion processes describing behavior of plasma dX(t)-{\Delta}ln(X(t)+1)dt=\surd(Q)dW(t), in (0,T)\timesO, where O is a bounded open subset of…

We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…

We consider a finite element approximation for a system consisting of the evolution of a closed planar curve by forced curve shortening flow coupled to a reaction-diffusion equation on the evolving curve. The scheme for the curve evolution…

Irreversible random sequential deposition of interacting particles is widely used to model aggregation phenomena in physical, chemical, and biophysical systems. We show that in one dimension the exact time dependent solution of such…

We consider a class of $d$-dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend on the dimension $d$, for the existence of negative moments…