Related papers: Light Propagation through Space-Time Non-Markovian…
Firstly, the Markovian stochastic Schr\"odinger equations are presented, together with their connections with the theory of measurements in continuous time. Moreover, the stochastic evolution equations are translated into a simulation…
We derive a non-linear sigma-model for the transport of light (classical waves) through a disordered medium. We compare this extension of the model with the well-established non-linear sigma-model for the transport of electrons…
Nonlocal nonlinear Schroedinger-type equation is derived as a model to describe paraxial light propagation in nonlinear media with different `degrees' of nonlocality. High frequency limit of this equation is studied under specific…
In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…
We present a study of sound wave propagation in a time dependent random medium and an application to imaging. The medium is modeled by small temporal and spatial random fluctuations in the wave speed and density, and it moves due to an…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
A non-markovian stochastic model is shown to lead to a universal relationship between particle's energy, driven frequency and a frequency of interaction with the medium. It is briefly discussed the possible relevance of this general…
Recently, various types of regular black hole model are reintroduced as the solution of the Einstein equations coupled with nonlinear electrodynamics (NED). In NED, it is known that photons do not propagate along the null geodesics of the…
The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…
Light propagation in turbulent media is conventionally studied with the help of the spatio-temporal power spectra of the refractive index fluctuations. In particular, for natural water turbulence several models for the spatial power spectra…
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined by a fractional SDE and a Moreau sweeping process.
This book is an introduction to the theory of stochastic partial differential equations (SPDEs), using the random field approach pioneered by J.B. Walsh (1986). It consists of two blocks: the core matter (Chapters 1 to 6) and the appendices…
Using a density matrix description in space we study the evolution of wavepackets in a fluctuating space-time background. We assume that space-time fluctuations manifest as classical fluctuations of the metric. From the non-relativistic…
The acclaimed Maxwell-Bloch (or Arecchi-Bonifacio) equations are a valid dynamical model, effectively describing wave propagation in nonlinear optical media: from the amplification in input-output devices to multimode instabilities arising…
Light propagation through a normal medium is determined not only by the real part of the refractive index but also by its imaginary part, which represents optical gain and loss. Therefore, two media with different gain and loss landscapes…
Wave propagation in time-varying media enables unique control of energy transport by breaking energy conservation through temporal modulation. Among the resulting phenomena, temporal disorder-random fluctuations in material parameters-can…
It is quite clear from a wide range of experiments that gating phenomena of ion channels is inherently stochastic. It has been discussed using BD simulations in a recent paper that memory effects in ion transport is negligible, unless the…
Stochastic difference equations and a stochastic partial differential equation (SPDE) are simultaneously derived for the time-dependent neutron angular density in a general three-dimensional medium where the neutron angular density is a…
Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…
First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter…