Related papers: A note on symmetries of diffusions within a martin…
The Lie point symmetries and corresponding invariant solutions are obtained for a Gaussian, irrotational, compressible fluid flow. A supersymmetric extension of this model is then formulated through the use of a superspace and superfield…
This paper is concerned with symmetries of closed multiplicative 2-forms on Lie groupoids and their infinitesimal counterparts. We use them to study Lie group actions on Dirac manifolds by Dirac diffeomorphisms and their lifts to…
A general theory of efficient estimation for ergodic diffusion processes sampled at high frequency with an infinite time horizon is presented. High frequency sampling is common in many applications, with finance as a prominent example. The…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
The Lie-group approach was applied to determine symmetries of the third-order non-linear equation formulated for description of shear elastic disturbances in soft solids. Invariant solutions to this equation are derived and it turned out…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
Methods for the computation of invariants and symmetries of nonlinear evolution, wave, and lattice equations are presented. The algorithms are based on dimensional analysis, and can be implemented in any symbolic language, such as…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…
This work represents a PhD thesis concerning three main topics. The first one deals with the study and applications of Lie systems with compatible geometric structures, e.g. symplectic, Poisson, Dirac, Jacobi, among others. Many new Lie…
We discuss metric perturbations of the relativistic diffusion equation around the homogeneous Juttner equilibrium of massless particles in a homogeneous expanding universe. The metric perturbation describes matter distribution and the…
We show the existence of superprocesses in a random medium with location dependent branching. Technically, we make use of a duality relation to establish the uniqueness of the martingale problem and to obtain the moment formulas.
Applying Lie symmetry method, we find the most general Lie point symmetries group of the radiation natural convection flow equation(RNC). Looking the adjoint representation of the obtained symmetry group on its Lie algebra, we will find the…
Lie group methods are applied to the time-dependent, monoenergetic neutron diffusion equation in materials with spatial and time dependence. To accomplish this objective, the underlying 2nd order partial differential equation (PDE) is…
Different approaches are presented to investigate diffusion from a point source in a slab delimited by two absorbing boundaries consisting of parallel infinite planes. These approaches enable to consider the effect of absorption at the…
The inverse problem of diffraction theory in essence amounts to the reconstruction of the atomic positions of a solid from its diffraction image. From a mathematical perspective, this is a notoriously difficult problem, even in the…
The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…
Within the framework of inverse Lie problem, we give some non-trivial examples of coupled Lie remarkable equations, \textit{i.e.}, classes of differential equations that are in correspondence with their Lie point symmetries. In particular,…