Related papers: Light Propagation through Space-Time Non-Markovian…
We study the propagation of radio waves through a medium possessing density fluctuations that are elongated along the ambient magnetic field and described by an anisotropic Goldreich-Sridhar power spectrum. We derive general formulas for…
We present a detailed discussion of scalar wave propagation and light intensity transport in three dimensional random dielectric media with optical gain. The intrinsic length and time scales of such amplifying systems are studied and…
In the first part of this paper I give the historical background to my initial interest in stochastic analysis and to the writing of my book Stochastic Differential Equations. The first edition of this book was published by Springer in…
We prove the possibility of achieving non-reciprocal wave propagation in space-time modulated media and give an asymptotic analysis of the non-reciprocity property in terms of the amplitude of the time-modulation. Such modulation causes a…
In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…
A general method for calculating statistical properties of speckle patterns of coherent waves propagating in disordered media is developed. It allows one to calculate speckle pattern correlations in space, as well as their sensitivity to…
Stochastic resonance is a phenomenon where the response signal to external driving is enhanced by environment noise. In quantum regime, the effect of environment is often intrinsically non-Markovian. Due to the combination of such…
We develop a non-equilibrium field-theoretical approach, based on a systematic diagrammatic expansion, for strongly interacting photons in optically dense atomic media. We consider the case where the characteristic photon-propagation range…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
We study a time--space nonlocal diffusion equation driven by additive time--space white noise, where the time derivative is the Caputo derivative of order $\alpha\in(0,2)$. The model couples local diffusion with a nonlocal convolution…
A new method to find the propagation equation system governing the scattering of an electromagnetic wave by a nonlinear medium is proposed. The aim is to let the effects appear spontaneously, deleting as far as possible the phenomenological…
We investigate the well-posedness theory of the 2-D fractional nonlinear Schr\"odinger equation (NLSE) with a mixed degree of derivatives. Motivated by models in optics and photonics where the light propagation is governed by non-quadratic,…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
This paper introduces a spatio-temporal resonator model and an inference method for detection and estimation of nearly periodic temporal phenomena in spatio-temporal data. The model is derived as a spatial extension of a stochastic harmonic…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
Time-dependent wave equations represent an important class of partial differential equations (PDE) for describing wave propagation phenomena, which are often formulated over unbounded domains. Given a compactly supported initial condition,…
The $O(N)$ stochastic propagation method, which relies on the numerical solution of the time-dependent Schr\"odinger equation using random initial states, is widely used in large-scale first-principles calculations. In this work, we…
Spatio-temporal imaging of light propagation is very important in photonics because it provides the most direct tool available to study the interaction between light and its host environment. Sub-ps time resolution is needed to investigate…
This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to Langevin equation excited by combined fractional Gaussian…