Related papers: Conservativeness of non-symmetric diffusion proces…
We show that the so-called hidden potential symmetries considered in a recent paper [Gandarias M., Physica A, 2008, V.387, 2234-2242] are ordinary potential symmetries that can be obtained using the method introduced by Bluman and…
We consider conservative ergodic measure preserving transformations on infinite measure spaces and investigate the asymptotic behaviour of distorted return time processes with respect to sets satisfying a type of Darling-Kac condition. We…
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…
We discuss how the diffraction theory of a single translation bounded measure or a family of such measures can be understood within the framework of unitary group representations. This allows us to prove an orthogonality feature of measures…
A hydrodynamic-type, macroscopic theory was set up recently to simultaneously account for dissipation and dispersion of electromagnetic field, in nonstationary condensed systems of nonlinear constitutive relations~\cite{JL}. Since it was…
This work extends previous 1D irreversible port-Hamiltonian system (IPHS) formulations to boundary-controlled ND distributed parameter systems describing conduction-diffusion fluid phenomena. Within a unified and thermodynamically…
A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geometric theory that improves and generalises this…
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration on manifolds, allows us to give a natural and effective…
In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…
Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…
We study linear time dispersive and dissipative systems. Very often such systems are not conservative and the standard spectral theory can not be applied. We develop a mathematically consistent framework allowing (i) to constructively…
The main purpose of this review is to summarize the recent advances of the Conservation-Dissipation Formalism (CDF), a new way for constructing both thermodynamically compatible and mathematically stable and well-posed models for…
We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…
We consider a class of multidimensional conservation laws with vanishing nonlinear diffusion and dispersion terms. Under a condition on the relative size of the diffusion and dispersion coefficients, we establish that the…
As a generalization of deterministic, nonlinear conservative dynamical systems, a notion of {\em canonical conservative dynamics} with respect to a positive, differentiable stationary density $\rho(x)$ is introduced: $\dot{x}=j(x)$ in which…
A typical linear open system is often defined as a component of a larger conservative one. For instance, a dielectric medium, defined by its frequency dependent electric permittivity and magnetic permeability is a part of a conservative…
Galton boards are models of deterministic diffusion in a uniform external field, akin to driven periodic Lorentz gases, here considered in the absence of dissipation mechanism. Assuming a cylindrical geometry with axis along the direction…
Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…
We propose a conservation-dissipation formalism (CDF) for coarse-grained descriptions of irreversible processes. This formalism is based on a stability criterion for non-equilibrium thermodynamics. The criterion ensures that non-equilibrium…