相关论文: Existence of Geometric Ergodic Periodic Measures o…

Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…

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…

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

We formulate a geometric measurement theory of dynamical classical systems possessing both continuous and discrete degrees of freedom. The approach is covariant with respect to choices of clocks and canonically incorporates laboratories.…

In this paper, we study the long time behaviour of the Fokker-Planck and the kinetic Fokker-Planck equations with many body interaction, more precisely with interaction defined by U-statistics, whose macroscopic limits are often called…

We investigate the existence of periodic solutions for a class of nonlocal continuity equations, which include mean-field equations derived from systems of coupled oscillators. While periodic solutions at the particle level have been…

We establish moment estimates for the invariant measure of a stochastic partial differential equation describing motion by mean curvature flow in (1+1) dimension, leading to polynomial stability of the associated Markov semigroup. We also…

We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time averages under a weak regularity assumption inspired by…

In this paper, we consider the classical spin systems on unbounded lattices given by infinite-dimensional stochastic differential equations (SDEs). We assume that the stochastic forcing acts only on one particle. The other particles are not…

We develop a monotone finite volume method for the time fractional Fokker-Planck equations and theoretically prove its unconditional stability. We show that the convergence rate of this method is order 1 in space and if the space grid…

In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

The ergodic decomposition theorem is a cornerstone result of dynamical systems and ergodic theory. It states that every invariant measure on a dynamical system is a mixture of ergodic ones. Here we formulate and prove the theorem in terms…

In this paper we study the existence of densities for strongly degenerate stochastic differential equations (SDEs) whose coefficients depend on time and are not globally Lipschitz. In these models neither local ellipticity nor the strong…

We establish the continuity of the Markovian semigroup associated with strong solutions of the stochastic 3D Primitive Equations, and prove the existence of an invariant measure. The proof is based on new moment bounds for strong solutions.…

We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…

In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…

A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they generate, and stationary measures on that path-space. Such…