Related papers: A diffusion approximation theorem for a nonlinear …
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
The nonlinear Schr\"odinger equation based on slowly varying approximation is usually applied to describe the pulse propagation in nonlinear waveguides. However, for the case of the front induced transitions (FITs), the pump effect is well…
We derive an asymptotic solution of the vacuum Einstein equations that describes the propagation and diffraction of a localized, large-amplitude, rapidly-varying gravitational wave. We compare and contrast the resulting theory of strongly…
This work is devoted to the asymptotic analysis of high frequency wave propagation in random media with long-range dependence. We are interested in two asymptotic regimes, that we investigate simultaneously: the paraxial approximation,…
I derive a temporally propagated uni-directional optical pulse equation valid in the few cycle limit. Temporal propagation is advantageous because it naturally preserves causality, unlike the competing spatially propagated models. The exact…
Using sum rules and a new dipole-free sum-over-states expression, we calculate the fundamental limits of the dispersion of the real and imaginary parts of all electronic nonlinear-optical susceptibilities. As such, these general results can…
In this article, we consider diffusion approximations for a general class of stochastic recursions. Such recursions arise as models for population growth, genetics, financial securities, multiplicative time series, numerical schemes and…
Radio waves propagating from distant pulsars in the interstellar medium (ISM), are refracted by electron density inhomogeneities, so that the intensity of observed pulses fluctuates with time. The theory relating the observed pulse…
For the first time, a nonlinear Schr\"odinger equation of the general form is considered, depending on time and two spatial variables, the potential and dispersion of which are specified by two arbitrary functions. This equation naturally…
Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…
A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…
Propagation of few-cycle laser pulses in optical fiber is investigated beyond the unidirectional approximation. Considered medium parameters include dispersion, Kerr and Raman nonlinearities. High intensities of ~10^10 kW/cm^2 lead to…
We develop the theory of dispersive shock waves in optical fibers for the case of long-distance propagation of optical pulses, when the small Raman effect stabilizes the profile of the shock. The Whitham modulation equations are derived as…
We study long range propagation of electromagnetic waves in random waveguides with rectangular cross-section and perfectly conducting boundaries. The waveguide is filled with an isotropic linear dielectric material, with randomly…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…
This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…
Short range correlated uniform noise in the dispersion coefficient, inherent in many types of optical fibers, broadens and eventually destroys all initially ultra-short pulses. However, under the constraint that the integral of the random…
In this paper we study an asymptotic expansion for the distribution of a random motion of a particle driven by a Markov process in diffusion approximation. We show that the singularly perturbed equation of a Markovian random motion can be…