Related papers: A note on supersymmetry and stochastic differentia…
In this work we are concerned with generating solutions of a class of Convection-Diffusion-Reaction equation from the solutions of another CDR equation through the Darboux transformations. The method is elucidated by cases with certain…
A systematic investigation of the skew-symmetric solutions of the three-dimensional Jacobi equations is presented. As a result, three disjoint and complementary new families of solutions are characterized. Such families are very general,…
We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…
Stochastic phenomena are often described by Langevin equations, which serve as a mesoscopic model for microscopic dynamics. It is known since the work of Parisi and Sourlas that reversible (or equilibrium) dynamics present supersymmetries…
We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet…
Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent…
A new pseudoclassical supersymmetrical model of a spinning particle in 2+1 dimensions is proposed. Different ways of its quantization are discussed. They all reproduce the minimal quantum theory of the particle.
Using a recursive algorithm to solve the renormalization group equations of N=1 QCD (DGLAP), we describe the most general supersymmetric evolution of the parton distributions. The analysis involves the regular DGLAP evolution, a partial…
Unique existence of analytically strong solutions to stochastic partial differential equations (SPDE) with drift given by the subdifferential of a quasi-convex function and with general multiplicative noise is proven. The proof applies a…
We present a novel solution method for It\^o stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for the approximation between two successive intervals. The main…
This work introduces a unified approach to the reduction of Poisson manifolds using their description by graded symplectic manifolds. This yields a generalization of the classical Poisson reduction by distributions (Marsden-Ratiu…
A general method of obtaining linear differential equations having polynomial solutions is proposed. The method is based on an equivalence of the spectral problem for an element of the universal enveloping algebra of some Lie algebra in the…
This paper extends the idea of E.Gobet, J.P.Lemor and X.Warin from the setting of Backward Stochastic Differential Equations to that of Backward Doubly Stochastic Differential equations. We propose some numerical approximation scheme of…
We present several second-order linear differential equations that are associated to a particular Riccati equation with only one constant parameter in its coefficients through the technique of supersymmetric factorizations and through a…
In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…
A method is presented for calculating the Lie point symmetries of a scalar difference equation on a two-dimensional lattice. The symmetry transformations act on the equations and on the lattice. They take solutions into solutions and can be…
We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…
We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.
In this article we present first an algorithm for calculating the determining equations associated with so-called ``nonclassical method'' of symmetry reductions (a la Bluman and Cole) for systems of partial differentail equations. This…
These five lectures collect elementary facts about 4D supersymmetric theories with emphasis on N=1 supersymmetry, as well as the basic notions of supersymmetric quantum mechanics. Contents: I. From symmetries to supersymmetry; II. Basic…