相关论文: Stochastic rocket dynamics under random nozzle sid…

Even in a simple stochastic process, the study of the full distribution of time integrated observables can be a difficult task. This is the case of a much-studied process such as the Ornstein-Uhlenbeck process where, recently, anomalous…

Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…

Transient instability in nonlinear stochastic dynamical systems is a fundamental limitation in safety-critical aerospace applications, particularly during powered descent and landing where failure is driven by finite-time excursions rather…

Models of accretion discs and their associated outflows often incorporate assumptions of axisymmetry and symmetry across the disc plane. However, for turbulent discs these symmetries only apply to averaged quantities and do not apply…

The collective motion of self-driven agents is a phenomenon of great interest in interacting particle systems. In this paper, we develop and analyze a model of agent motion in one dimension with periodic boundaries using a stochastic…

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

We perform a combined numerical and experimental study to investigate the transonic shock-wave/turbulent-boundary-layer interactions (STBLI) in a shock-induced separated subscale planar nozzle with fully-expanded Mach number,$M_j = 1.05$…

This paper studies the existence and global stability of generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations. Various very basic and important properties are established. In the applications, we…

We investigate the dynamics of an inertial active Ornstein-Uhlenbeck (OU) particle in the presence of stochastic resetting. Using renewal approach, we compute the mean square displacement (MSD) and position probability distribution…

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

In previous publications, we showed that the incremental process of the chaotic diffusion of dissipative solitons in a prototypical complex Ginzburg-Landau equation, known, e.g., from nonlinear optics, is governed by a simple Markov process…

Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…

Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in large-scale and high-dimensional problems in machine…

Molecular dynamics simulations are performed to study spatially heterogeneous dynamics in a model of viscous silica above and below the critical temperature of the mode coupling theory, $T_{MCT}$. Specifically, we follow the evolution of…

Score-based Generative Models (SGMs) aim to sample from a target distribution by learning score functions using samples perturbed by Gaussian noise. Existing convergence bounds for SGMs in the W2-distance rely on stringent assumptions about…

Stochastic gradient descent is a classic algorithm that has gained great popularity especially in the last decades as the most common approach for training models in machine learning. While the algorithm has been well-studied when…

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

In this work, we introduce and study nonlinear Schr\"odinger equations (NLS) with anisotropic dispersion, where the standard Laplacian acts on the Euclidean variable \(x \in \mathbb{R}^d\), and an Ornstein-Uhlenbeck ($\mathcal{OU}$)…

In recent years the advance of chemical synthesis has made it possible to obtain \textquotedblleft naked\textquotedblright clusters of different transition metals. It is well known that cluster experiments allow studying the fundamental…

While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…