Related papers: General form of DMPK equation
The scattering approach to quantum transport through a disordered quasi-one-dimensional conductor in the insulating regime is discussed in terms of its transfer matrix $\bbox{T}$. A model of $N$ one-dimensional wires which are coupled by…
A semiclassical approximation approach based on the Maslov complex germ method is considered in detail for the 1D nonlocal Fisher-Kolmogorov-Petrovskii-Piskunov equation under the supposition of weak diffusion. In terms of the semiclassical…
We show that the Kubelka-Munk equations for the description of the intensity transfer of light in turbid media are equivalent to a one-dimensional diffusion equation, which is obtained by averaging the three-dimensional diffusion equation…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
For disordered quantum wires which belong to all ten universality classes, the universal quantities of transport properties are obtained through DMPK approach. Calculated are the universal parts of one- and two-point correlation functions…
The evolution of quantum states of light in free-space channels is strongly influenced by atmospheric turbulence, posing a significant challenge for quantum communication. The transmittance in such channels randomly fluctuates. This effect…
We consider a Markovian load balancing model on a fully-connected network, where calls have Poisson arrivals and exponential durations. The endpoints of each call are uniform over all the links of the network. Each call is routed either…
We propose a particle system of diffusion processes coupled through a chain-like network structure described by an infinite-dimensional, nonlinear stochastic differential equation of McKean-Vlasov type. It has both (i) a local chain…
In this paper, the problem of approximate symmetries of a class of non-linear reaction-diffusion equations called Kolmogorov-Petrovsky-Piskounov (KPP) equation is comprehensively analyzed. In order to compute the approximate symmetries, we…
Recent developments are reviewed in the scaling theory of phase-coherent conduction through a disordered wire. The Dorokhov-Mello-Pereyra-Kumar equation for the distribution of transmission eigenvalues has been solved exactly, in the…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
We analyze multidimensional Markovian integral equations that are formulated with a time-inhomogeneous progressive Markov process that has Borel measurable transition probabilities. In the case of a path-dependent diffusion process, the…
Reaction-diffusion problems are often described at a macroscopic scale by partial derivative equations of the type of the Fisher or Kolmogorov-Petrovsky-Piscounov equation. These equations have a continuous family of front solutions, each…
We propose a probabilistic derivation of the so-called chemical diffusion master equation (CDME) and describe an infinite dimensional moment generating function method for finding its analytical solution. CDMEs model by means of an infinite…
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides an integro-differential form of the Kolmogorov's backward…
Pendry and MacKinnon meaningful discretization of Maxwell's equations was put forward specifically as part of a finite-element numerical algorithm. By contrast with a numerical approach, in the same spirit evoked by the relationships…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…