相关论文: Analytic solution for Brownian motion in three dim…
We study the fourth order Schr\"odinger equation with mixed dispersion on an $N$-dimensional Cartan-Hadamard manifold. At first, we focus on the case of the hyperbolic space. Using the fact that there exists a Fourier transform on this…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
This paper is concerned with the three dimensional compressible Euler--Poisson equations with moving physical vacuum boundary condition. This fluid system is usually used to describe the motion of a self-gravitating inviscid gaseous star.…
A free boundary problem for the incompressible neo-Hookean elastodynamics is studied in two and three spatial dimensions. The a priori estimates in Sobolev norms of solutions with the physical vacuum condition are established through a…
In this paper, we establish the existence and uniqueness of solutions to stochastic heat equations with logarithmic nonlinearity driven by Brownian motion on a bounded domain $D$ in the setting of $L^2(D)$ space. The result is valid for all…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
Motivated by wave or Dirac equations on noncommutative deformations of Minkowski space, linear integro-differential equations of the form $(D+\lambda W)f=0$ are studied, where $D$ is a normal or prenormal hyperbolic differential operator on…
We give tight upper and lower bounds of the cardinality of the index sets of certain hyperbolic crosses which reflect mixed Sobolev-Korobov-type smoothness and mixed Sobolev-analytic-type smoothness in the infinite-dimensional case where…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
This paper is concerned with boundary stabilization of two-dimensional hyperbolic systems of partial differential equations. By adapting the Lyapunov function previously proposed by the second author for linearized hyperbolic systems with…
It is shown that the classical motion of massive particles in hyperbolic spaces $H^D$ has a bounded character in $D-1$ coordinates. Studying the Dirac equation, it is found that a bounded character of the classical motion corresponds to the…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We obtain a stochastic differential equation (SDE) satisfied by the first $n$ coordinates of a Brownian motion on the unit sphere in $\mathbb{R}^{n+\ell}$. The SDE has non-Lipschitz coefficients but we are able to provide an analysis of…
In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in…
We study the free diffusion in two dimensions of active-Brownian swimmers subject to passive fluctuations on the translational motion and to active fluctuations on the rotational one. The Smoluchowski equation is derived from a…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…