Related papers: A diffusion approximation theorem for a nonlinear …
We consider propagation of optical pulses under the interplay of dispersion and Kerr non-linearity in optical fibres with impurities distributed at random uniformly on the fibre. By using a model based on the non-linear Schrodinger equation…
We construct pulse-type approximate solutions to nonlinear hyperbolic equations near diffractive points, allowing arbitrary (even infinite) order of grazing. We show that in low regularity spaces and the high frequency limit, such solutions…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
THis work is a survey of a few nonlinear PDE based models in image restoring.
We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…
We consider semilinear hyperbolic systems with a trilinear nonlinearity. Both the differential equation and the initial data contain the inverse of a small parameter $\varepsilon$, and typical solutions oscillate with frequency proportional…
The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…
Propagation equations for optical pulses are needed to assist in describing applications in ever more extreme situations -- including those in metamaterials with linear and nonlinear magnetic responses. Here I show how to derive a single…
An asymptotic limit of a class of Cahn-Hilliard systems is investigated to obtain a general nonlinear diffusion equation. The target diffusion equation may reproduce a number of well-known model equations: Stefan problem, porous media…
We provide a probabilistic representations of the solution of some semilinear hyperbolicand high-order PDEs based on branching diffusions. These representations pave theway for a Monte-Carlo approximation of the solution, thus bypassing the…
We extend the results of the FBSDE theory in order to construct a probabilistic representation of a viscosity solution to the Cauchy problem for a system of quasilinear parabolic equations. We derive a BSDE associated with a class of…
We show that an integro-differential equation model for pulse propagation in optical transmission lines with dispersion management, is integrable at the {\it leading nonlinear order}. This equation can be transformed into the nonlinear…
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two--component nonlinear Schr{"o}dinger equation (NLSE). On the basis of the ansatz of…
We describe similariton pulse propagation in double-doped optical fibers with the aid of self-similarity analysis of the cubic-quintic nonlinear Schr\"odinger equation with varying dispersion, nonlinearity, gain or absorption, and nonlinear…
We study an aggregation PDE with competing attractive and repulsive forces on a sphere of arbitrary dimension. In particular, we consider the limit of strongly localized repulsion with a constant attraction term. We prove convergence of…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
In recent work, we have proposed a theory for the derivation of an exact nonlinear dispersion relation for elastic wave propagation which here we consider for a thin rod (linearly nondispersive) and a thick rod (linearly dispersive). The…
The well-known diffusion theory describes propagation of light and electromagnetic waves in complex media. While diffusion theory is known to fail both for predominant forward scattering or strong absorption, its precise range of validity…
In this paper, we study a Schr\"odinger-type equation featuring a derivative in the nonlinear term and incorporating diffusion effects. This type of equation arises in various physical applications, such as modeling low-order magnetization…
This paper develops a probabilistic approximation scheme for a class of nonstandard, fully nonlinear second-order partial integro-differential equations (PIDEs) associated with nonlinear Levy processes under Peng's G-expectation framework.…