相关论文: Estimation of the van de Vusse reactor via Carlema…
We present a general formalism for the construction of thermodynamically consistent stochastic models of non-linear electronic circuits. The devices constituting the circuit can have arbitrary I-V curves and may include tunnel junctions,…
We study a simplified scheme of $k$ coupled autocatalytic reactions, previously introduced by Togashi and Kaneko. The role of stochastic fluctuations is elucidated through the use of the van Kampen system-size expansion and the results…
A stochastic model is derived to predict the turbulent torque produced by a swirling flow. It is a simple Langevin process, with a colored noise. Using the unified colored noise approximation, we derive analytically the PDF of the…
The concept of Hydrodynamic Cavitation (HC) has emerged as a promising method for wastewater treatment, bio-diesel production and multiple other environmental processes with Venturi-type cavitation reactors showing particular advantages.…
The vacuum-adapted formulation of quantum stochastic calculus is employed to perturb expectation semigroups via a Feynman-Kac formula. This gives an alternative perspective on the perturbation theory for quantum stochastic flows that has…
We report the statistical properties of the fluctuations of the energy flux in an electronic RC circuit driven with a stochastic voltage. The fluctuations of the power injected in the circuit are measured as a function of the damping rate…
A stochastic model of autocatalytic chemical reactions is studied both numerically and analytically. The van Kampen perturbative scheme is implemented, beyond the second order approximation, so to capture the non Gaussianity traits as…
We derive an Ito-Langevin stochastic process that captures the time-dependent deviation from Poisson behavior of the noise detected from a general heterogeneous sub-critical neutron system. Using the probability generating function for the…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…
We perform an analytic study on the stochastic thermodynamics of a small classical particle trapped in a time dependent single-well potential in the highly underdamped limit. It is shown that the nonequilibrium probability density function…
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…
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…
The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volterra processes characterized by a small Hurst parameter…
Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…
The increasing penetration of renewable energy resources in power systems, represented as random processes, converts the traditional deterministic economic dispatch problem into a stochastic one. To solve this stochastic economic dispatch,…
Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…
Brownian ratchet like stochastic theory for the electrochemical membrane system of Hodgkin-Huxley (HH) is developed. The system is characterized by a continuous variable $Q_m(t)$, representing mobile membrane charge density, and a discrete…
We analyze a stochastic optimal control problem, where the state process follows a McKean-Vlasov dynamics and the diffusion coefficient can be degenerate. We prove that its value function V admits a nonlinear Feynman-Kac representation in…