Related papers: Darboux Transformation of Diffusion Processes
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We consider Darboux transformations for the derivative nonlinear Schr\"odinger equation. A new theorem for Darboux transformations of operators with no derivative term are presented and proved. The solution is expressed in quasideterminant…
The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of…
Darboux transformation plays a key role in constructing explicit closed-form solutions of completely integrable systems. This paper provides an algebraic construction of generalized Darboux matrices with the same poles for the $2\times2$…
We construct linear and quadratic Darboux matrices compatible with the reduction group of the Lax operator for each of the seven known non-Abelian derivative nonlinear Schr\"odinger equations that admit Lax representations. The…
We have been working in many aspects of the problem of analyzing, understanding and solving ordinary differential equations (first and second order). As we have extensively mentioned, while working in the Darboux type methods, the most…
Darboux transformations are viewed as morphisms in a Darboux category. Darboux transformations of type I which we defined previously, make an important subgroupoid consists of Darboux transformations of type I. We describe the orbits of…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
For the n-dimensional integrable system with a twisted so(p,q) reduction, Darboux transformations given by Darboux matrices of degree 2 are constructed explicitly. These Darboux transformations are applied to the local isometric immersion…
To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob's $h$-transform. The specific type of conditioning depends…
We introduce (binary) Darboux transformation for general differential equation of the second order in two independent variables. We present a discrete version of the transformation for a 6-point difference scheme. The scheme is appropriate…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
One of the key ingredients to successfully apply Stein's method for distributional approximation are solutions to the Stein equations and their derivatives. Using Barbour's generator approach, one can solve for the solutions to the Stein…
Darboux transformation is one of the methods used in solving nonlinear evolution equation. Basically, the Darboux transformation is a linear algebra formulation of the solutions of the Zakharov-Shabat system of equations associated with the…
Darboux transformation is a powerful tool for the construction of new solvable models in quantum mechanics. In this article, we discuss its use in the context of physical systems described by $4\times4$ Dirac Hamiltonians. The general…
We analyze a certain class of integral equations related to Marchenko equations and Gel'fand-Levitan equations associated with various systems of ordinary differential operators. When the integral operator is perturbed by a finite-rank…
We study a complex intertwining relation of second order for Schroedinger operators and construct third order symmetry operators for them. A modification of this approach leads to a higher order shape invariance. We analyze with particular…
We present the supersymmetric Witten and double Darboux (strictly isospectral) constructions as applied to the diffusion of thermal neutrons from an infinitely long line source. While the Witten construction is just a mathematical scheme,…
The Darboux transformation operator technique is applied to construct exactly solvable anharmonic singular oscillator potentials and to study their coherent states. Classical system corresponding to a transformed quantum system is…
We prove that second-order hyperbolic Monge-Ampere equations for one function of two variables are connected to the wave equation by a Backlund transformation if and only if they are integrable by the method of Darboux at second order. One…