相关论文: Non-Boltzmann Equilibrium Probability Densities fo…
In this paper, we study the limiting behavior for stochastic differential equations driven by non-Gaussian alpha-stable Levy noise as alpha approaches 2. We first prove the convergence of solutions for system driven by alpha-stable Levy…
A multispecies, collisionless plasma is modeled by the Vlasov-Poisson system. Assuming that the electric field decays with sufficient rapidity as $t \to\infty$, we show that the velocity characteristics and spatial averages of the particle…
A rigorous study is carried out for the randomly forced Burgers equation in the inviscid limit. No closure approximations are made. Instead the probability density functions of velocity and velocity gradient are related to the statistics of…
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
The blow-up phenomena of stochastic semilinear parabolic equations with additive as well as linear multiplicative L\'evy noises are investigated in this work. By suitably modifying the concavity method in the stochastic context, we…
Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent. The assumptions are satisfied, e.g., by tempered stable…
Chaotic dynamics of a nonlinear oscillator is considered in the semiclassical approximation. The Loschmidt echo is calculated for a time scale which is of the power law in semiclassical parameter. It is shown that an exponential decay of…
In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…
In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by L\'evy processes. The optimal strong convergence order 1/2 is obtained by studying the regularity estimates for the solution of…
Asymptotic behavior of a class of nonlinear Schr\"odinger equations are studied. Particular cases of 1D weakly focusing and Bose-Einstein condensates are considered. A statistical approach is presented to describe the stationary probability…
We study a Schr\"odinger-like equation for the anharmonic potential $x^{2 \alpha}+\ell(\ell+1) x^{-2}-E$ when the anharmonicity $\alpha$ goes to $+\infty$. When $E$ and $\ell$ vary in bounded domains, we show that the spectral determinant…
The density profiles and other quantities of physical interest for spherically symmetric systems are computed by assuming that a collisionless stellar gas may relax to the non-Gaussian power law distribution suggested by the nonextensive…
Suppose we have a high-frequency sample from the L\'{e}vy process of the form $X_t^\theta=\beta t+\gamma Z_t+U_t$, where $Z$ is a possibly asymmetric locally $\alpha$-stable L\'{e}vy process, and $U$ is a nuisance L\'{e}vy process less…
The correlation function measured in ultrarelativistic nuclear collisions is strongly non-Gaussian. Using two different models we study which effects can influence its shape and how much. In particular, we focus on the parametrizations…
We study the eigen-energy and eigen-function of a quantum particle acquiring the probability density-dependent effective mass (DDEM) in harmonic oscillators. Instead of discrete eigen-energies, continuous energy spectra are revealed due to…
In this paper we study a Sturm--Liouville operator $Ly=-y''+q(x)y$ in the space $L_2[0,\pi]$ with Direchlet boundary conditions. Here the potential $q$ is a fitst order distribution $q\in W_2^{-1}[0,\pi]$. Such operators were defined in our…
We investigate the non-Langevin relative of the L\'{e}vy-driven Langevin random system, under an assumption that both systems share a common (asymptotic, stationary, steady-state) target pdf. The relaxation to equilibrium in the fractional…
Langevin equation with a multiplicative stochastic force is considered. That force is uncorrelated, it has the L\'evy distribution and the power-law intensity. The Fokker-Planck equations, which correspond both to the It\^o and Stratonovich…
The non-equilibrium steady states of a semi-infinite quasi-one-dimensional univalent binary electrolyte solution, characterised by non-vanishing electric currents, are investigated by means of Poisson-Nernst-Planck (PNP) theory. Exact…