Related papers: Coordinate changed random fields on manifolds
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…
In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
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…
A method of solving the time-dependent Schr\"odinger equation is presented, in which a finite region of space is treated explicitly, with the boundary conditions for matching the wave-functions on to the rest of the system replaced by an…
In this paper, we are concerned with a time-dependent transmission problem for a thermo-piezoelectric elastic body immersed in a compressible fluid. It is shown that the problem can be treated by the boundary-field equation method, provided…
The equations for phase transitions temperatures, order parameters and critical concentrations of components have been derived for mixed ferroelectrics. The electric dipoles randomly distributed over the system were considered as a random…
We explain why the conventional argument for deriving the time-dependent Born-Oppenheimer approximation is incomplete and review recent mathematical results, which clarify the situation and at the same time provide a systematic scheme for…
We reformulate the time-independent Schr\"odinger equation as a Maurer-Cartan equation on the superspace of eigensystems of the former equation. We then twist the differential so that its cohomology becomes the space of solutions with a set…
We consider some random series parametrised by complex binary strings. The simplest case is that of Rademacher series, independent of a time parameter. This is then extended to the case of Fourier series on the circle with Rademacher…
We investigate a quantum mechanical system on a noncommutative space for which the structure constant is explicitly time-dependent. Any autonomous Hamiltonian on such a space acquires a time-dependent form in terms of the conventional…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…
We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…