Related papers: The compact support property for measure-valued di…
In this paper, we study properties of the dual process and Schrodinger-type operators of a non-symmetric diffusion with measure-valued drift. Let mu=(mu^1,..., mu^d) be such that each mu^i is a signed measure on R^d belonging to the Kato…
A quasidiffusion is by definition a time-changed Brownian motion on certain closed subset of $\mathbb{R}$. The aim of this paper is two-fold. On one hand, we will put forward a generation of quasidiffusion, called skip-free Hunt process, by…
The smoothing effect of the Cauchy problem for a class of kinetic equations is studied. We firstly consider the spatially homogeneous non linear Landau equation with Maxwellian molecules and inhomogeneous linear Fokker-Planck equation to…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…
The asymptotic behavior of the convolution-integral of a special form of the Airy function and a function of the power-like behavior at infinity is obtained. The integral under consideration is the solution of the Cauchy problem for an…
Our aim in this paper is to discuss the critical exponent in semi-linear structurally damped wave and beam equations with additional dispersion term. The special model we have in mind is $$…
We study the density of the support of a dyadic $d$-dimensional branching Brownian motion (BBM) in subcritical balls in $\mathbb{R}^d$. Using elementary geometric arguments and an extension of a previous result on the probability of absence…
Eigenvalues and eigenfunctions of Mathieu's equation are found in the short wavelength limit using a uniform approximation (method of comparison with a `known' equation having the same classical turning point structure) applied in Fourier…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
The dynamics of various optically controlled non-equilibrium phenomena in the condensed phase are studied using the Liouville equation. We study a projection of the same in a slow moving coordinate, identified as the Reaction Coordinate…
Discrete diffusion models have recently gained significant prominence in applications involving natural language and graph data. A key factor influencing their effectiveness is the efficiency of discretized samplers. Among these,…
The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…
Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…
In this thesis the Cauchy problem and in particular the question of singularity formation for co--rotational wave maps from 3+1 Minkowski space to the three--sphere $S^3$ is studied. Numerics indicate that self--similar solutions of this…
The use of the sine-Gordon equation as a model of magnetic flux propagation in Josephson junctions motivates studying the initial-value problem for this equation in the semiclassical limit in which the dispersion parameter $\e$ tends to…
Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…
Blow-up rates are established for general solutions to the quasilinear diffusion equation $$ \partial_tu=\Delta u^m+|x|^{\sigma}u^p, \quad (x,t)\in\mathbb{R}^N\times(0,T), $$ in the range of exponents $1<p<m$, $\sigma>0$. More precisely, if…
Scattering experiments can be leveraged to extract the effective properties of a heterogeneous metamaterial slab based on multi-point measurements in surrounding media. In this technique, two measurements are made in the ambient media on…
In this paper, we focus on studying the Cauchy problem for semilinear damped wave equations involving the sub-Laplacian $\mathcal{L}$ on the Heisenberg group $\mathbb{H}^n$ with power type nonlinearity $|u|^p$ and initial data taken from…