Related papers: Intertwining diffusions and wave equations
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
The supersymmetrical intertwining relations are the most productive part of the supersymmetrical method in two-dimensional Quantum Mechanics. Most interesting are relations with hyperbolic form of derivatives in supercharges. So far,…
In this paper we derive intertwining relations for a broad class of conservative particle systems both in discrete and continuous setting. Using the language of point process theory, we are able to derive a natural framework in which…
Prompted by an example arising in critical percolation, we study some reflected Brownian motions in symmetric planar domains and show that they are intertwined with one-dimensional diffusions. In the case of a wedge, the reflected Brownian…
This article focuses on a system of sticky Brownian motions, also known as Howitt-Warren martingale problem, and correlated Brownian motions and shows that infinite-dimensional orthogonal polynomials intertwine the dynamics of infinitely…
Intertwiners between \ade lattice models are presented and the general theory developed. The intertwiners are discussed at three levels: at the level of the adjacency matrices, at the level of the cell calculus intertwining the face…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We show that for $\beta \ge 1$ the semigroups of $\beta$-Laguerre and $\beta$-Jacobi processes of different dimensions are intertwined in analogy to a similar result for $\beta$-Dyson Brownian motion recently obtained by Ramanan and…
In dispersive media, hydrodynamic singularities are resolved by coherent wavetrains known as dispersive shock waves (DSWs). Only dynamically expanding, temporal DSWs are possible in one-dimensional media. The additional degree of freedom…
We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to Jack symmetric polynomials and omits an approximation of the…
We study the formation of a large-scale coherent structure (a condensate) in classical wave equations by considering the defocusing nonlinear Schr\"odinger equation as a representative model. We formulate a thermodynamic description of the…
Dynamic modulation of material properties in space and time enables powerful control over wave propagation, yet existing theories largely rely on idealized, nondispersive models. In realistic media, frequency dispersion can strongly reshape…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
We generalize the invariant imbedding theory of the wave propagation and derive new invariant imbedding equations for the propagation of arbitrary number of coupled waves of any kind in arbitrarily-inhomogeneous stratified media, where the…
The intertwining operator technique is applied to difference Schroedinger equations with operator-valued coefficients. It is shown that these equations appear naturally when a discrete basis is used for solving a multichannel Schroedinger…
In classical continuum physics, a wave is a mechanical disturbance. Whether the disturbance is stationary or traveling and whether it is caused by the motion of atoms and molecules or the vibration of a lattice structure, a wave can be…
In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional…
We lift the constraint of a diagonal representation of the Hamiltonian by searching for square integrable bases that support an infinite tridiagonal matrix representation of the wave operator. The class of solutions obtained as such…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…