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Here we study novel effects associated with electromagnetic wave propagation in a Robertson-Walker universe and the Schwarzschild spacetime with a small amount of metric stochasticity. We find that localization of electromagnetic waves…

General Relativity and Quantum Cosmology · Physics 2016-08-25 B. L. Hu , K. Shiokawa

Maxwell equations generally explain the propagation of light through an arbitrary medium by using wave mechanics. However, scientific evidence since Newton suggest a discrete interpretation of light more generally explains its nature. This…

Optics · Physics 2018-11-20 Travis Hamilton , Hooman Mohseni

The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…

Methodology · Statistics 2012-06-15 David Bolin

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

Probability · Mathematics 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

Microlocal analysis techniques are extended and applied to stochastic partial differential equations (SPDEs). In particular, the H\"ormander propagation of singularities theorem is shown to be valid for hyperbolic SPDEs driven by a standard…

Probability · Mathematics 2022-12-26 Adnan Aboulalaa

This paper identifies certain interesting mathematical problems of stochastic quantization type in the modeling of Laser propagation through turbulent media. In some of the typical physical contexts the problem reduces to stochastic…

Analysis of PDEs · Mathematics 2023-01-03 Sivaguru S. Sritharan , Saba Mudaliar

The evolution of the spatial degrees of freedom of a photon propagating through atmospheric turbulence is treated as a non-Markovian process. Here, we derive and solve the evolution equation for this process. The turbulent medium is modeled…

Quantum Physics · Physics 2017-06-05 Filippus S. Roux

For "static memory materials" the bulk properties depend on boundary conditions. Such materials can be realized by classical statistical systems which admit no unique equilibrium state. We describe the propagation of information from the…

Statistical Mechanics · Physics 2017-10-23 C. Wetterich

Light propagation in optical waveguides with periodically modulated index of refraction and alternating gain and loss are investigated for linear and nonlinear systems. Based on a multiscale perturbation analysis, it is shown that for many…

Optics · Physics 2015-06-23 Sean Nixon , Jianke Yang

We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…

Networking and Internet Architecture · Computer Science 2016-04-27 Max Tschaikowski , Mirco Tribastone

Long-horizon forecasting of time-dependent partial differential equations (PDEs) is critical for characterizing the sustained evolution of physical systems. While neural operators have emerged as efficient surrogates, they typically learn…

Machine Learning · Computer Science 2026-05-12 Xiaoxiao Lu , Ye Yuan , Jiahao Shi

We extend Walsh's theory of martingale measures in order to deal with hyperbolic stochastic partial differential equations that are second order in time, such as the wave equation and the beam equation, and driven by spatially homogeneous…

Probability · Mathematics 2011-02-18 Robert C. Dalang , Carl Mueller

In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…

Statistics Theory · Mathematics 2025-06-10 Jan Szalankiewicz , Cristina Martinez-Torres , Wilhelm Stannat

Monte Carlo (MC) simulations of transport in random porous networks indicate that for high variances of the log-normal permeability distribution, the transport of a passive tracer is non-Fickian. Here we model this non-Fickian dispersion in…

Computational Physics · Physics 2018-08-01 Amir H. Delgoshaie , Patrick Jenny , Hamdi A. Tchelepi

Space-time (ST) wave packets are a class of pulsed optical beams whose spatio-temporal spectral structure results in propagation invariance, tunable group velocity, and fascinating refractive phenomena. Here, we investigate the refraction…

Radio waves propagating from distant pulsars in the interstellar medium (ISM), are refracted by electron density inhomogeneities, so that the intensity of observed pulses fluctuates with time. The theory relating the observed pulse…

Astrophysics · Physics 2009-11-10 Stanislav Boldyrev , Carl R. Gwinn

The origin of the long-range memory in the non-equilibrium systems is still an open problem as the phenomenon can be reproduced using models based on Markov processes. In these cases a notion of spurious memory is introduced. A good example…

Statistical Finance · Quantitative Finance 2017-08-01 Vygintas Gontis , Aleksejus Kononovicius

The system-environment interaction is simulated by light propagating in coupled photonic waveguides. The profile of the electromagnetic field provides intuitive physical insight to study the Markovian and non-Markovian dynamics of open…

Quantum Physics · Physics 2013-12-16 Chang-Ling Zou , Xiang-Dong Chen , Xiao Xiong , Fang-Wen Sun , Xu-Bo Zou , Zheng-Fu Han , Guang-Can Guo

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

We present the experimental control of Non-Markovian dynamics of open quantum systems simulated with photonic entities. The polarization of light is used as the system, whereas the surrounding environment is represented by light's spatial…