Related papers: Intertwining diffusions and wave equations
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
In this paper, we overview the recent progresses on the lifespan estimates of classical solutions of the initial value problems for nonlinear wave equations in one space dimension. There are mainly two directions of the developments on the…
We obtain a stochastic differential equation (SDE) satisfied by the first $n$ coordinates of a Brownian motion on the unit sphere in $\mathbb{R}^{n+\ell}$. The SDE has non-Lipschitz coefficients but we are able to provide an analysis of…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…
The peculiar intergrability of the Davey-Stewartson equation allows us to find analytically solutions describing the simultaneous formation and interaction of one-dimensional and two-dimensional localized coherent structures. The predicted…
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
I present a review of the recent advancements in scattering theory, which provides a unified approach to studying dispersive and hyperbolic equations with general interaction terms and data. These equations encompass time-dependent…
We study traveling wave solutions to bistable differential equations on infinite $k$-ary trees. These graphs generalize the notion of classical square infinite lattices and our results complement those for bistable lattice equations on…
We generalise the electric-magnetic duality in standard Maxwell theory to its non-commutative version. Both space-space and space-time non-commutativity are necessary. The duality symmetry is then extended to a general class of…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
General first- and higher-order intertwining relations between non-stationary one-dimensional Schr\"odinger operators are introduced. For the first-order case it is shown that the intertwining relations imply some hidden symmetry which in…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
We show how to build an immersion coupling of a two-dimensional Brownian motion $(W_1, W_2)$ along with $\binom{n}{2} + n= \tfrac12n(n+1)$ integrals of the form $\int W_1^iW_2^j \circ dW_2$, where $j=1,\ldots,n$ and $i=0, \ldots, n-j$ for…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
We consider the modulational instability of nonlinearly interacting two-dimensional waves in deep water, which are described by a pair of two-dimensional coupled nonlinear Schroedinger equations. We derive a nonlinear dispersion relation.…