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The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
This paper presents a probabilistic perspective on iterative methods for approximating the solution $\mathbf{x}_* \in \mathbb{R}^d$ of a nonsingular linear system $\mathbf{A} \mathbf{x}_* = \mathbf{b}$. In the approach a standard iterative…
As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…
We consider in this paper random batch interacting particle methods for solving the Poisson-Nernst-Planck (PNP) equations, and thus the Poisson-Boltzmann (PB) equation as the equilibrium, in the external unbounded domain. To justify the…
Kirchhoff's scalar diffraction theory is applied throughout photon and electron optics. It is based on the stationary electromagnetic or Schr\"odinger wave equation, and is useful in describing interference phenomena for both light and…
The Kaczmarz method is a way to iteratively solve a linear system of equations $Ax = b$. One interprets the solution $x$ as the point where hyperplanes intersect and then iteratively projects an approximate solution onto these hyperplanes…
Deterministic neural operators perform well on many PDEs but can struggle with the approximation of high-frequency wave phenomena, where strong input-to-output sensitivity makes operator learning challenging, and spectral bias blurs…
We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend…
We prove the existence of diffusing solutions in the motion of a charged particle in the presence of an ABC magnetic field. The equations of motion are modeled by a 3DOF Hamiltonian system depending on two parameters. For small values of…
We derive a new kinetic and a porous medium equations from the nonlinear Schr\"odinger equation with random potentials. The kinetic equation has a very similar form with the 4-wave turbulence kinetic equation in the wave turbulence theory.…
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a Poisson process. In particular, we show that the marginal…
In this paper, we give probabilistic interpretations of both, the forward and the inverse problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities: Using the theory of symmetric Dirichlet…
Fluids can behave in a highly irregular, turbulent way. It has long been realised that, therefore, some weak notion of solution is required when studying the fundamental partial differential equations of fluid dynamics, such as the…
We present a robust iterative technique for solving complex transcendental dispersion equations routinely encountered in integrated optics. Our method especially befits the multilayer dielectric and plasmonic waveguides forming the basis…
One propose a relativistic version of the transfer matrix method for an electron moving through a given number of rectangular barriers of arbitrary shape. It is shown that starting with the Dirac equation depending on the effective mass and…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
The purpose of this paper consists in proposing a generalized solution for a porous media type equation on a half-line with Neumann boundary condition and prove a probabilistic representation of this solution in terms of an associated…
In this work, we consider a non-standard preconditioning strategy for the numerical approximation of the classical elliptic equations with log-normal random coefficients. In \cite{Wan_model}, a Wick-type elliptic model was proposed by…