Related papers: Walker diffusion method for solution of ohmic circ…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…
The general method to obtain solutions of the Maxwellian equations from scalar representatives is developed and applied to the diffraction of electromagnetic waves. Kirchhoff's integral is modified to provide explicit expressions for these…
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.
We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…
In the magnetic diffusion problem, a magnetic diffusion equation is coupled by an Ohmic heating energy equation. The Ohmic heating can make the magnetic diffusion coefficient (i. e., the resistivity) vary violently, and make the diffusion a…
The computation of electrical flows is a crucial primitive for many recently proposed optimization algorithms on weighted networks. While typically implemented as a centralized subroutine, the ability to perform this task in a fully…
On an example of the open nonlinear electrodynamic system - transverse non-homogeneous, isotropic, nonlinear (a Kerr-like dielectric nonlinearity) dielectric layer, the algorithms of solution of the diffraction problem of a plane wave on…
Kirchhoff's laws offer a general, straightforward approach to circuit analysis. Unfortunately, use of the laws becomes impractical for all but the simplest of circuits. This work presents a novel method of analyzing direct current resistor…
Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions can be written as a euclideen Schr\"odinger equation in which the wave function is the probability distribution and the Hamiltonian is…
We study a quasilinear parabolic Cauchy problem with a cumulative distribution function on the real line as an initial condition. We call 'probabilistic solution' a weak solution which remains a cumulative distribution function at all…
The stochastic parabolic equations with random potentials, driving forces and initial conditions are considered. The Wick product is used to give sense to the product of two generalized stochastic processes, and the existence and uniqueness…
Using a mixture of classical and probabilistic techniques we investigate the convexity of solutions to the elliptic pde associated with a certain generalized Ornstein-Uhlenbeck process.
Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…
Problem solutions in area of diffraction and of scattering theory are considered from one point of view. The method common for them is based on approximate orthogonality of solution constituents, which oscillate on a body long frontier.…
Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a stochastic diffusion. First, a strong…
We give a very simple method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion on a flat potential in the presence of a gaussian sink function. The diffusion process is modelled by using one…
We reduce the construction of a weak solution of the Cauchy problem for the Navier-Stokes system to the construction of a solution to a stochastic problem. Namely, we construct diffusion processes which allow us to obtain a probabilistic…
This paper deals with the deterministic particle method for the equation of porous media (with p = 2). We establish a convergence rate in the Wasserstein-2 distance between the approximate solution of the associated nonlinear transport…
The Persistent Turning Walker Model (PTWM) was introduced by Gautrais et al in Mathematical Biology for the modelling of fish motion. It involves a nonlinear pathwise functional of a non-elliptic hypo-elliptic diffusion. This diffusion…