Related papers: Integrable Matrix Probabilistic Diffusions and the…
An integrable extension of the well known nonlinear Schroedinger (NLS) equation to a higher space-dimension, recently proposed by us, is investigated, exploring its various important aspects. Focusing on the idea of construction its…
We introduce a time-integrator to sample with high order of accuracy the invariant distribution for a class of semilinear SPDEs driven by an additive space-time noise. Combined with a postprocessor, the new method is a modification with…
We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
In this paper, a fast synthetic iterative scheme is developed to accelerate convergence for the implicit DOM based on the stationary phonon BTE. The key innovative point of the present scheme is the introduction of the macroscopic synthetic…
Oblique propagation of magnetohydrodynamic waves in warm plasmas is described by a modified vector derivative nonlinear Schroedinger equation, if charge separation in Poisson's equation and the displacement current in Ampere's law are…
We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…
The propagation of the transverse electric (TE) and transverse magnetic (TM) waves in an effectively two-dimensional (2D) isotropic medium is described by Bergmann's equation of acoustics. We develop a dynamical formulation of the…
We introduce a class of integrable dynamical systems of interacting classical matrix-valued fields propagating on a discrete space-time lattice, realized as many-body circuits built from elementary symplectic two-body maps. The models…
This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…
This paper formalises the concepts of weakly and weakly regularly persistent input trajectory as well as their link to the Observability Grammian and the existence and uniqueness of solutions of Moving Horizon Estimation (MHE) problems.…
A parareal algorithm based on an exponential $\theta$-scheme is proposed for the stochastic Schr\"odinger equation with weak damping and additive noise. It proceeds as a two-level temporal parallelizable integrator with the exponential…
We derive and analyze the ‘SHE' (Spherical Harmonics Expansion) type system of equations coupled in energy. We also show that diffusive behavior occurs on long time and distance scales and we determine the diffusion tensor. The…
In this article, we solve the problem of the long time behaviour of transition probabilities of time-inhomogeneous Markov processes and give a unified approach to stochastic differential equations (SDEs) with periodic, quasi-periodic,…
We revisit the integer lattice (IL) method to numerically solve the Vlasov-Poisson equations, and show that a slight variant of the method is a very easy, viable, and efficient numerical approach to study the dynamics of self-gravitating,…
A method combining the Lagrange-mesh and the complex Kohn variational methods is developed for computing the $\mathcal{S}$ matrix of a 2$+$1 elastic scattering in the frame of three-body Coulomb systems. Resonance parameters can be obtained…
We propose to extend the d'Humi\'eres version of the lattice Boltzmann scheme to triangular meshes. We use Bravais lattices or more general lattices with the property that the degree of each internal vertex is supposed to be constant. On…
We study the fluctuations of discretized versions of the stochastic heat equation (SHE) and the Kardar-Parisi-Zhang (KPZ) equation in spatial dimensions $d\geq 3$ in the weak disorder regime. The discretization is defined using the directed…
This is a write-up of the lectures on dispersionless equations in 1+1, 2+1 and 3+1 dimensions presented by one of us (RM) at "Eurasian International Center for Theoretical Physics" (EICTP). We provide pedagogical introduction to the subject…
In this paper, we study the spatially homogeneous inelastic Boltzmann equation for the angular cutoff pseudo-Maxwell molecules with an additional term of linear deformation. We establish the existence of non-Maxwellian self-similar profiles…