Related papers: On Integrability and Exact Solvability in Determin…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…
We consider evolution equations of the Lotka-Volterra type, and elucidate especially their formulation as canonical Hamiltonian systems. The general conditions under which these equations admit several conserved quantities…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
Liouvillian dynamics describes the evolution of a density operator in closed quantum systems. One extension towards open quantum systems is provided by the Lindblad equation. It is applied to various systems and energy regimes in solid…
The full compressible Navier-Stokes system describing the motion of a viscous, compressible, heat-conductive, and Newtonian polytropic fluid is studied in a three-dimensional simply connected bounded domain with smooth boundary having a…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
In this paper, we study the evolution of Markovian open quantum systems, whose dynamics are governed by the von Neumann-Lindblad equations. Our goal is to prove the return-to-equilibrium property for systems of infinite degrees of freedom…
We consider Laplacian Growth of self-similar domains in different geometries. Self-similarity determines the analytic structure of the Schwarz function of the moving boundary. The knowledge of this analytic structure allows us to derive the…
This paper defines a class of variational problems on Lie groups that admit involutive automorphisms. The maximum Principle of optimal control then identifies the appropriate left invariant Hamiltonians on the Lie algebra of the group. The…
In this paper we show that if one writes down the structure equations for the evolution of a curve embedded in an (n)-dimensional Riemannian manifold with constant curvature this leads to a symplectic, a Hamiltonian and an hereditary…
The problem of Laplacian growth in two dimensions is considered within the Loewner-equation framework. Initially the problem of fingered growth recently discussed by Gubiec and Szymczak [T. Gubiec and P. Szymczak, Phys. Rev. E 77, 041602…
The effect of thermally generated bulk stochastic forces on the statistical growth dynamics of forwards bifurcating propagating macroscopic patterns is compared with the influence of fluctuations at the boundary of a semiinfinite system,…
We consider non-stationary dynamical systems with one-and-a-half degrees of freedom. We are interested in algorithmic construction of rich classes of Hamilton's equations with the Hamiltonian H=p^2/2+V(x,t) which are Liouville integrable.…
The theory of quadrature domains for harmonic functions and the Hele-Shaw problem of the fluid dynamics are related subjects of the complex variables and mathematical physics. We present results generalizing the above subjects for elliptic…
In this article, we present a brief overview of some of the recent progress made in identifying and generating finite dimensional integrable nonlinear dynamical systems, exhibiting interesting oscillatory and other solution properties,…
An expansion for quantum statistical mechanics is derived that gives classical statistical mechanics as the leading term. Each quantum correction comes from successively larger permutation loops, which arise from the factorization of the…
We study the Cauchy problem for the parabolic infinity Laplace equation. We prove a new comparison principle and obtain uniqueness of viscosity solutions in the class of functions with a polinomial growth at infinity, improving previous…
An "exact discretization" of the Schroedinger operator is considered and its direct and inverse scattering problems are solved. It is shown that a differential-difference nonlinear evolution equation depending on two arbitrary constants can…