Related papers: Intertwining diffusions and wave equations
We consider a one-dimensional diffusion process with coefficients that are periodic outside of a finite 'interface region'. The question investigated in this article is the limiting long time / large scale behaviour of such a process under…
Owing to the remarkable development of deep learning technology, there have been a series of efforts to build deep learning-based climate models. Whereas most of them utilize recurrent neural networks and/or graph neural networks, we design…
We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial differential equations appear in the modelization of…
In this paper, we establish a relation between two seemingly unrelated concepts for solving first-order hyperbolic quasilinear systems of partial differential equations in many dimensions. These concepts are based on a variant of the…
In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional…
Using simple kinematics, we propose a general theory of linear wave interactions between the interfacial waves of a two dimensional (2D), inviscid, multi-layered fluid system. The strength of our formalism is that one does not have to…
This paper develops a modification of the dressing method based on the inhomogeneous linear integral equation with integral operator having nonempty kernel. Method allows one to construct the systems of multidimensional Partial Differential…
We develop an age-structured hydrodynamic (HD) theory which describes the collective behavior of $N\gg 1$ anomalously diffusing particles under stochastic renewal resetting. The theory treats the age of a particle -- the time since its last…
We develop a dynamical formulation of one-dimensional scattering theory where the reflection and transmission amplitudes for a general, possibly complex and energy-dependent, scattering potential are given as solutions of a set of dynamical…
Existence and bifurcation results are derived for quasi periodic traveling waves of discrete nonlinear Schrodinger equations with nonlocal interactions and with polynomial type potentials. Variational tools are used. Several concrete…
Diffusion probabilistic models excel at sampling new images from learned distributions. Originally motivated by drift-diffusion concepts from physics, they apply image perturbations such as noise and blur in a forward process that results…
We derive the invariant imbedding equations for plane electromagnetic waves propagating in stratified magnetic media, where both dielectric and magnetic permeabilities vary in one spatial direction in an arbitrary manner. These equations…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
Pinning and depinning of wavefronts are ubiquitous features of spatially discrete systems describing a host of phenomena in physics, biology, etc. A large class of discrete systems is described by overdamped chains of nonlinear oscillators…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
An approach to infinite dimensional integration which unifies the case of oscillatory integrals and the case of probabilistic type integrals is presented. It provides a truly infinite dimensional construction of integrals as linear…
This paper deals with a nonhomogeneous scalar parabolic equation with possibly degenerate diffusion term; the process has only one stationary state. The equation can be interpreted as modeling collective movements (crowd dynamics, for…
We develop the algebraic approach to duality, more precisely to intertwinings, within the context of particle systems in general spaces, focusing on the $\mathfrak{su}(1,1)$ current algebra. We introduce raising, lowering, and neutral…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
In this note we further develop the duality between supersymmetric gauge theories in various dimensions and elliptic integrable systems such as Ruijsenaars-Schneider model and periodic intermediate long wave hydrodynamics. These models…