Related papers: Continuous changes of variables and the Magnus exp…
Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…
We derive the stochastic version of the Magnus expansion for linear systems of stochastic differential equations (SDEs). The main novelty with respect to the related literature is that we consider SDEs in the It\^o sense, with progressively…
Regular and singular parts of asymptotic expansions of semi-Markov random evolutions are given. Regularity of boundary conditions is shown. An algorithm for calculation of initial conditions is proposed.
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
We give a proper fractional extension of the classical calculus of variations. Necessary optimality conditions of Euler-Lagrange type for variational problems containing both classical and fractional derivatives are proved. The fundamental…
This paper develops moving frame theory for partial difference equations and for differential-difference equations with one continuous independent variable. In each case, the theory is applied to the invariant calculus of variations and the…
The main result is an explicit expression for the Pressure Metric on the Hitchin component of surface group representations into PSL(n,R) along the Fuchsian locus. The expression is in terms of a parametrization of the tangent space by…
We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved,…
This work explores a fundamental dynamical structure for a wide range of many-body quantum systems under periodic driving. Generically, in the thermodynamic limit, such systems are known to heat up to infinite temperature states after…
We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential…
This document introduces a generalization of calculus that treats both continuous and discrete variables on an equal footing. This generalization of calculus was developed independently of the "Calculus on Time Scales" literature but may be…
Algebraic Bargmann and Darboux transformations for equations of a more general form than the Schr\"odinger ones with an additional functional dependence h(r) in the right-hand side of equations are constructed. The suggested generalized…
A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
In this paper we study fractal solutions of linear and nonlinear dispersive PDE on the torus. In the first part we answer some open questions on the fractal solutions of linear Schr\"odinger equation and equations with higher order…
We study two types of dynamical extensions of Lucas sequences and give elliptic solutions for them. The first type concerns a level-dependent (or discrete time-dependent) version involving commuting variables. We show that a nice solution…
A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…
We describe a simple method that produces automatically closed forms for the coefficients of continued fractions expansions of a large number of special functions. The function is specified by a non-linear differential equation and initial…
We approach the convergence of the Magnus, Wilcox, and symmetric Wilcox expansions by a non-commutative heat equation derived from the Maurer-Cartan equation.
Partial differential equations with highly oscillatory input terms are hardly ever solvable analytically and their numerical treatment is difficult. Modulated Fourier expansion used as an {\it ansatz} is a well known and extensively…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…