Related papers: J\'anossy densities and Darboux transformations fo…
This paper is devoted to a study of relativistic eigenstates of Dirac particles which are simultaneously bound by a static Coulomb potential and added linear confining potentials. It has recently been shown that, despite the addition of…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
We study a discrete variant of the Airy equation, formulated as an advance-delay equation, to reveal that discretization induces the higher-order Stokes phenomenon, which is not present in the continuous Airy function and is typically only…
We study the 2-dimensional Navier-Stokes-Poisson equations with density-dependent viscosity $\theta=1/2$ without pressure of gaseous stars in astrophysics. The analytical solutions with collapsing in radial symmetry, are constructed in this…
We consider the Cauchy problem in R^n for some types of damped wave equations. We derive asymptotic profiles of solutions with weighted L^{1,1}(R^n) initial data by employing a simple method introduced by the first author. The obtained…
The Airy process is characterized by its finite-dimensional distribution functions. We show that each finite-dimensional distribution function is expressible in terms of a solution to a system of differential equations.
We introduce GBDT version of Darboux transformation for symplectic and Hamiltonian systems as well as for Shin-Zettl systems and Sturm-Liouville equations. These are the first results on Darboux transformation for general-type Hamiltonian…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
This paper presents the unsteady Darcy's equations coupled with two nonlinear reaction-diffusion equations, namely this system describes the mass concentration and heat transfer in porous media. The existence and uniqueness of the solution…
The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…
We study smoothness of densities for the solutions of SDEs whose coefficients are smooth and nondegenerate only on an open domain $D$. We prove that a smooth density exists on $D$ and give upper bounds for this density. Under some…
An explicit finite-difference scheme is presented for solving the two-dimensional Biot equations of poroelasticity across the full range of frequencies. The key difficulty is to discretize the Johnson-Koplik-Dashen (JKD) model which…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…
We study numerically solutions to the Korteweg-de Vries and Camassa-Holm equation close to the breakup of the corresponding solution to the dispersionless equation. The solutions are compared with the properly rescaled numerical solution to…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
In this paper we investigate the non-linear and ill-posed inverse problem of simultaneously identifying the conductivity and the reaction in diffuse optical tomography with noisy measurement data available on an accessible part of the…
Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…