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We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…

概率论 · 数学 2019-08-22 Motoya Machida

This paper develops a comprehensive Hamilton-Jacobi framework to analyze asymptotic propagation dynamics in a field-road system featuring unidirectional advection and Wentzell-type boundary conditions. We rigorously derive a Hamilton-Jacobi…

偏微分方程分析 · 数学 2025-11-27 Xinye Xiao , Haomin Huang

A mechanism for dispersion to automatically arise from the dispersionless Whitham Modulation equations (WMEs) is presented, relying on the use of a moving frame. The speed of this is chosen to be one of the characteristics which emerge from…

斑图形成与孤子 · 物理学 2019-06-19 D. J. Ratliff

Embedding geometries in structured grids allows a simple treatment of complex objects in fluid simulations. Various methods for embedding geometries are available. The commonly used Brinkman-volume-penalization models geometries as porous…

流体动力学 · 物理学 2021-11-17 Julius Reiss

The Busenberg--Travis cross-diffusion system for segregating populations is approximated by the compressible Navier--Stokes--Korteweg equations on the torus, including a density-dependent viscosity and drag forces. The Korteweg term can be…

偏微分方程分析 · 数学 2024-11-12 J. A. Carrillo , X. Chen , B. Du , A. Jüngel

Using the standard Vicsek model, I show how the macroscopic transport equations can be systematically derived from microscopic collision rules. The approach starts with the exact evolution equation for the N-particle probability…

统计力学 · 物理学 2017-05-22 Thomas Ihle

We aim to provide a Feynman-Kac type representation for Hamilton-Jacobi-Bellman equation, in terms of forward backward stochastic differential equation (FBSDE) with a simulatable forward process. For this purpose, we introduce a class of…

概率论 · 数学 2015-09-10 Idris Kharroubi , Huyên Pham

We analyse a coupled 3D-2D model with a free fluid governed by Stokes flow in the bulk and a poroelastic plate described by the Biot-Kirchhoff equations on the surface. Assuming the form of a double perturbed saddle-point problem, the…

数值分析 · 数学 2026-03-11 Franco Dassi , Rekha Khot , Andres E. Rubiano , Ricardo Ruiz-Baier

The surface texture of materials plays a critical role in wettability, turbulence and transport phenomena. In order to design surfaces for these applications, it is desirable to characterise non-smooth and porous materials by their ability…

流体动力学 · 物理学 2019-12-10 Uǧis Lācis , Y. Sudhakar , Simon Pasche , Shervin Bagheri

Consider the initial-boundary value problem for the 2-speed Carleman model of the Boltzmann equation of the kinetic theory of gases set in some bounded interval with boundary conditions prescribing the density of particles entering the…

偏微分方程分析 · 数学 2012-07-27 François Golse , Francesco Salvarani

We develop a stochastic human-rodent compartment model for Mpox transmission that combines diffusion noise with Hawkes self-exciting jumps in the human infection dynamics. Including Hawkes processes allows, for instance, to model the short…

动力系统 · 数学 2026-01-29 Giulia Di Nunno , Nicola Giordano , Barbara Martinucci , Olena Tymoshenko

We have previously shown an analysis of our dimer model in the over-damped regime to show directed transport in equilibrium. Here we analyze the full model with inertial terms present to establish the same result. First we derive the…

统计力学 · 物理学 2011-08-16 A. Bhattacharyay

As a model for the semiclassical analysis of quantum-mechanical systems with both potentials and boundary conditions, we construct the WKB propagator for a linear potential sloping away from an impenetrable boundary. First, we find all…

量子物理 · 物理学 2017-03-08 T. A. Zapata , S. A. Fulling

Molecular dynamics computer simulation has been used to compute the self-diffusion coefficient, and shear viscosity of soft-sphere fluids, in which the particles interact through the soft-sphere or inverse power pair potential. The…

软凝聚态物质 · 物理学 2010-03-22 Yu. D. Fomin , V. V. Brazhkin , V. N. Ryzhov

We study entanglement dynamics in quantum Brownian motion (QBM) models. Our main tool is the Wigner function propagator. Time evolution in the Wigner picture is physically intuitive and it leads to a simple derivation of a master equation…

量子物理 · 物理学 2013-05-29 C. Anastopoulos , S. Kechribaris , D. Mylonas

We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…

统计力学 · 物理学 2025-07-09 Costantino Di Bello , Édgar Roldán , Ralf Metzler

We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…

概率论 · 数学 2023-12-15 Sandra Cerrai , Arnaud Debussche

In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated random measure associated to a given pure jump Markov process X on a general state space K. We apply these results to prove well-posedness…

概率论 · 数学 2013-02-05 Fulvia Confortola , Marco Fuhrman

We test the consistency with which Simmons' model can predict the local current density obtained for flat metal-vacuum-metal junctions. The image potential energy used in Simmons' original papers had a missing factor of 1/2. Besides this…

介观与纳米尺度物理 · 物理学 2019-07-17 Alexandre Mayer , Marwan S. Mousa , Mark J. Hagmann , Richard G. Forbes

We use the worldline representation of field theory together with a variational approximation to determine the lowest bound state in the scalar Wick-Cutkosky model where two equal-mass constituents interact via the exchange of mesons.…

高能物理 - 唯象学 · 物理学 2009-11-11 K. Barro-Bergflödt , R. Rosenfelder , M. Stingl
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