Related papers: A note on symmetries of diffusions within a martin…
This paper is devoted to a study of the connections between three different analytic descriptions for the immersion functions of 2D-surfaces corresponding to the following three types of symmetries: gauge symmetries of the linear spectral…
A variety of problems in device and materials design require the rapid forward modeling of Maxwell's equations in complex micro-structured materials. By combining high-order accurate integral equation methods with classical multiple…
We extend the T-matrix approach to light scattering by spherical particles to some simple cases in which the scatterers are optically anisotropic. Specifically we consider cases in which the spherical particles include radially and…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
Mathematical diffraction theory is concerned with the analysis of the diffraction measure of a translation bounded complex measure $\omega$. It emerges as the Fourier transform of the autocorrelation measure of $\omega$. The mathematically…
The chapter contains a detailed presentation of the surface integral theory for modelling light diffraction by surface-relief diffraction gratings having a one-dimensional periodicity. Several different approaches are presented, leading…
Superluminal propagation is an intrinsic problem in the diffusion equation and has not been effectively addressed for a long time. In this work, a rigorous solution to this issue is obtained under the assumption that particles undergo a…
We show that any first order ordinary differential equation with a known Lie point symmetry group can be discretized into a difference scheme with the same symmetry group. In general, the lattices are not regular ones, but must be adapted…
We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…
Several instances of integrable Riccati equations are analyzed from the geometric perspective of the theory of Lie systems. This provides us a unifying viewpoint for previous approaches.
An integrable hierarchies connected with linear stationary Schr\"odinger equation with energy dependent potentials (in general case) are considered. Galilei-like and scaling invariance transformations are constructed. A symmetry method is…
In the pattern matching approach to imaging science, the process of ``metamorphosis'' is template matching with dynamical templates. Here, we recast the metamorphosis equations of into the Euler-Poincare variational framework of and show…
We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…
We present a numerical method for the solution of diffusion problems in unbounded planar regions with complex geometries of absorbing and reflecting bodies. Our numerical method applies the Laplace transform to the parabolic problem,…
For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…
Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…
We review the theory of martingales as applied to stochastic thermodynamics and stochastic processes in physics more generally.
We discuss the convergence problem for coordinate transformations which take a given vector field into Poincar\'e-Dulac normal form. We show that the presence of linear or nonlinear Lie point symmetries can guaranteee convergence of these…
In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…
A class of nonlinear reaction-diffusion-convection equations describing various processes in physics, biology, chemistry etc. is under study in the case of time and two space variables. The group of equivalence transformations is…