相关论文: Time evolution towards q-Gaussian stationary state…
We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…
We consider an equation of the geodesic deviation appearing in the problem of gravitational wave detection in an environment of gravitons. We investigate a state-dependent graviton noise (as discussed in a recent paper of Parikh,Wilczek and…
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…
This study investigates the interconnections between the traditional Fokker-Planck Equation (FPE) and its fractal counterpart (FFPE), utilizing fractal derivatives. By examining the continuous approximation of fractal derivatives in the…
The probabilistic characterization of non-Markovian responses to nonlinear dynamical systems under colored excitation is an important issue, arising in many applications. Extending the Fokker-Planck-Kolmogorov equation, governing the…
This paper focuses on the time-changed Q-Wiener process, a Hilbert space-valued sub-diffusion. It is a martingale with respect to an appropriate filtration, hence a stochastic integral with respect to it is definable. For the resulting…
We consider an evolution equation involving the fractional powers, of order $s \in (0,1)$, of a symmetric and uniformly elliptic second order operator and Caputo fractional time derivative of order $\gamma \in (1,2]$. Since it has been…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
We solve the time evolution of a nonlinear optomechanical Hamiltonian with arbitrary time-dependent mechanical displacement, mechanical single-mode squeezing and a time-dependent optomechanical coupling up to the solution of two…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
From the data analysis we defined distribution function against the population on the level of various structure units, namely regions, federal districts and the country on the whole. We have studied peculiarities of the distribution…
This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time, i.e., a Caputo fractional derivative of order…
The generalized master equation or the equivalent continuous time random walk equations can be used to compute the macroscopic first passage time distribution (FPTD) of a complex stochastic system from short-term microscopic simulation…
This paper concerns quasi-stochastic approximation (QSA) to solve root finding problems commonly found in applications to optimization and reinforcement learning. The general constant gain algorithm may be expressed as the…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and dimensionality form in terms of Malliavin derivative on a projective Fock space, and their uniform continuity with…
We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…
The Tsallis entropy and Fisher information entropy (matrix) are very important quantities expressing information measures in nonextensive systems. Stationary and dynamical properties of the information entropies have been investigated in…