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We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

We derive a diffusion equation for light scattering from ejecta produced by extreme shocks on metallic samples. This model is easier to handle than a more conventional model based on the Radiative Transfer Equation (RTE), and is a relevant…

Optics · Physics 2026-02-24 J. A. Don Jayamanne , J. -R. Burie , O. Durand , R. Pierrat , R. Carminati

We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…

Statistics Theory · Mathematics 2017-10-24 Mohamed Abd Allah El-Hadidy

By computing the Dirac operator spectrum by means of Numerical Stochastic Perturbation Theory, we aim at throwing some light on the widely accepted picture for the mechanism which is behind the Bank-Casher relation. The latter relates the…

High Energy Physics - Lattice · Physics 2010-02-03 M. Brambilla , F. Di Renzo

We study the Klein paradox for the semi-classical Dirac operator on $\R$ with potentials having constant limits, not necessarily the same at infinity. Using the complex WKB method, the time-independent scattering theory in terms of incoming…

Spectral Theory · Mathematics 2007-11-21 Abdallah Khochman

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…

Numerical Analysis · Mathematics 2016-02-25 Jerome Droniou

A new set of discrete ordinates is proposed for one-dimensional radiative transfer in spheres with central symmetry. The set is structured with un-normalized circular functions. This resulted in a conservative and closed set of discrete…

Astrophysics · Physics 2007-05-23 Charles H. Aboughantous

We introduce novel diffusion based adaptive estimation strategies for distributed networks that have significantly less communication load and achieve comparable performance to the full information exchange configurations. After local…

Systems and Control · Computer Science 2014-02-06 Muhammed O. Sayin , Suleyman S. Kozat

Integral identities that hold between ``desired'' and ``comparison'' solutions of the radial Dirac equations for scattering precesses are considered. Applications of these identities are discussed, particularly the determination of bounds…

Atomic Physics · Physics 2009-10-31 Jurij Darewych

The partial differential equation for the imaginary part of the elastic scattering amplitude is derived. It is solved in the black disk limit. The asymptotical scaling behavior of the amplitude coinciding with the geometrical scaling is…

High Energy Physics - Phenomenology · Physics 2015-06-11 I. M. Dremin , A. A. Radovskaya

We extend to general dimension $n\ge1$ the virial identity proved by Boussaid-D'Ancona-Fanelli for the 3D magnetic Dirac equation. As an application we deduce smoothing and Strichartz estimates for an $n$-dimensional Dirac equation…

Analysis of PDEs · Mathematics 2011-05-18 Federico Cacciafesta

In a frame of quasi-crystal approximation the dispersion equations are obtained for the wave vector of a coherent electromagnetic wave propagating in a media which contains a random set of parallel dielectric cylinders with possible…

Optics · Physics 2007-05-23 Nadejda L. Cherkas

The reduction formulas for Dirac fermions are derived, using the exact solutions of free Dirac equation on de Sitter spacetime. In the framework of the perturbation theory one studies the Green functions and derive the scatering amplitude…

High Energy Physics - Theory · Physics 2008-11-26 Cosmin Crucean , Radu Racoceanu

Asymptotic analytic solutions of the Dirac equation, giving the scattering modes (of the continuous energy spectrum, $E>mc^2$) in Schwarzschild's chart and Cartesian gauge, are used for building the partial wave analysis of Dirac fermions…

General Relativity and Quantum Cosmology · Physics 2016-03-02 Ion I. Cotaescu , Cosmin Crucean , Ciprian A. Sporea

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

Probability · Mathematics 2019-11-27 Shigeki Aida , Nobuaki Naganuma

This paper develops the theory of discrete Dirac reduction of discrete Lagrange-Dirac systems with an abelian symmetry group acting on the configuration space. We begin with the linear theory and, then, we extend it to the nonlinear setting…

Mathematical Physics · Physics 2023-03-10 Álvaro Rodríguez Abella , Melvin Leok

An elementary treatment of the Dirac equation in the presence of a three dimensional spherically symmetric delta potential is presented. We show how to calculate the cross section using the relativistic wave expansion method for a one delta…

Quantum Physics · Physics 2007-05-23 M Loewe , S Mendizabal

We study dispersive decay for non-autonomous Hamiltonian systems. While the general theory for dispersion in such non-autonomous systems is largely open, it was shown \cite{kraisler2025time} that there exists a time-periodically forced…

Analysis of PDEs · Mathematics 2026-03-31 Anthony Bloch , Amir Sagiv , Stefan Steinerberger