Related papers: A stationary process associated with the Dirichlet…
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is…
We consider a Lindley process with Laplace distributed space increments. We obtain closed form recursive expressions for the density function of the position of the process and for its first exit time distribution from the domain $[0,h]$.…
For homogeneous initial conditions, Hartree (gaussian) dynamical approximations are known to have problems with thermalization, because of insufficient scattering. We attempt to improve on this by writing an arbitrary density matrix as a…
We prove the scattering for the defocusing generalized Benjamin-Ono equation in the energy space $H^{\frac{1}{2}}(\mathbb{R})$. We first establish the monotonicity formula that describes the unidirectional propagation. More precisely, it…
We unveil a transition from single peaked to bimodal velocity distribution in a relativistic fluid under increasing temperature, in contrast with a non-relativistic gas, where only a monotonic broadening of the bell-shaped distribution is…
Borel summable divergent series usually appear when studying solutions of analytic ODE near a multiple singular point. Their sum, uniquely defined in certain sectors of the complex plane, is obtained via the Borel--Laplace transformation.…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
The Wheeler-DeWitt equation for the Bianchi Class A cosmological models is expressed generally in terms of the second-order differential equation like the Klein-Gordon equation. To obtain the positive-definite probability density, a new…
A system of first-order differential equations for a particle with nonzero mass and spin $S = 1$ is constructed. As distinct from the Proca-Duffin-Kemmer (PDK) equations, the system has the form of the dynamical equation…
We consider the solution (u,\eta) of the white-noise driven stochastic partial differential equation with reflection on the space interval [0,1] introduced by Nualart and Pardoux. First, we prove that at any fixed time t>0, the measure…
We study existence and regularity of the density for the solution $u(t,x)$ (with fixed $t > 0$ and $x \in D$) of the heat equation in a bounded domain $D \subset \mathbb R^d$ driven by a stochastic inhomogeneous Neumann boundary condition…
This work is concerned with the probabilistic representation of solutions to the $p$-Laplace evolution equation $\frac{\partial u}{\partial t}={\rm div}(|\nabla u|^{p-2}\nabla u)$ in $(0,\infty)\times\mathbb{R}^d$, $u(0,x)=u_0(x),$…
We provide a new existence result for weak solutions to the one-dimensional Euler equations with a maximal density constraint, corresponding to a unilateral constraint on the density. Such models arise in the description of congestion…
We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…
Electromagnetic wave scattering from planar dielectric films deposited on one-dimensional, randomly rough, perfectly conducting substrates is studied by numerical simulations for both p- and s-polarization. The reduced Rayleigh equation,…
We consider a process given as the solution of a one-dimensional stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. H\"older continuity of the Lebesgue density of…
We prove that the weak version of the SPDE problem \begin{align*} dV_{t}(x) & = [-\mu V_{t}'(x) + \frac{1}{2} (\sigma_{M}^{2} + \sigma_{I}^{2})V_{t}"(x)]dt - \sigma_{M} V_{t}'(x)dW^{M}_{t}, \quad x > 0, \\ V_{t}(0) &= 0 \end{align*} with a…
We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…
Jerky active particles are Brownian self-propelled particles which are dominated by ``jerk'', the change in acceleration. They represent a generalization of inertial active particles. In order to describe jerky active particles, a linear…