相关论文: Review of analytical treatments of barrier-type pr…
A review of the theoretical and computational aspects of plasma-wall transition is presented. The conditions for the existence of plasma sheaths in front of a solid surface are established. Various regimes are analyzed -collisionless and…
Starting from a classical mechanics of a ``colloid particle'' and $N$ ``water molecules'', we study effective stochastic dynamics of the particle which jumps between deep potential wells. We prove that the effective transition probability…
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…
This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…
One of the main objectives of science is the recognition of a general pattern in a particular phenomenon in some particular regime. In this work, this is achieved with the analytical expression for the optimal protocol that minimizes the…
Numerical simulations of plasma flows are crucial for advancing our understanding of microscopic processes that drive the global plasma dynamics in fusion devices, space, and astrophysical systems. Identifying and classifying particle…
Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…
We present approaches for the study of fluid-structure interactions subject to thermal fluctuations. A mixed mechanical description is utilized combining Eulerian and Lagrangian reference frames. We establish general conditions for…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
A full symmetry classification is given for models of energy transport in radiant plasma when the mass density is spatially variable and the diffusivity is nonlinear. A systematic search for conservation laws also leads to some potential…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
Global dynamics in nonlinear stochastic systems is often difficult to analyze rigorously. Yet, many excellent numerical methods exist to approximate these systems. In this work, we propose a method to bridge the gap between computation and…
Stochastic modelling provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. In practice, the common challenge is to calibrate a large number of model parameters against the…
Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…
We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the…
The syntactic nature and compositionality characteristic of stochastic process algebras make models to be easily understood by human beings, but not convenient for machines as well as people to directly carry out mathematical analysis and…
The aim of this contribution is to study the particle dynamics in a storage ring under the influence of noise. Some simplified stochastic beam dynamics problems are treated by solving the corresponding Fokker-Planck equations numerically.
Within the frames of the analytical mechanics the method of the description of dynamics of nonequilibrium systems of potentially interacting elements is develops. The method is based on an opportunity of representation of nonequilibrium…
Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…
The aim of this work is to introduce a numerical method to cope with the multiscale nature of confined plasma physics. These investigations are focused on fluid plasma description under large magnetic field. The difficulties in this context…