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We study linear time dispersive and dissipative systems. Very often such systems are not conservative and the standard spectral theory can not be applied. We develop a mathematically consistent framework allowing (i) to constructively…
We consider additive functionals as a time and space-dependent function of a diffusion corresponding to nonhomogeneous uniformly elliptic divergence form operator. We show that if the function belongs to natural domain of strong solutions…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We define spherical diffraction measures for a wide class of weighted point sets in commutative spaces, i.e. proper homogeneous spaces associated with Gelfand pairs. In the case of the hyperbolic plane we can interpret the spherical…
Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…
In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…
Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…
We construct a system of interacting two-sided Bessel processes on the unit interval and show that the associated empirical measure process converges to the Wasserstein Diffusion, assuming that Markov uniqueness holds for the generating…
In this article, we study the unique determination of convection term and the time-dependent density coefficient appearing in a convection-diffusion equation from partial Dirichlet to Neumann map measured on boundary.
It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
We study diffusion in systems of classical particles whose dynamics conserves the total center of mass. This conservation law leads to several interesting consequences. In finite systems, it allows for equilibrium distributions that are…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…
In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members…
This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.
This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…
The dipole strength of magnetic particles in a suspension is obtained by a graphical rectification of the magnetization curves based on the inverse Langevin function. The method yields the arithmetic and the harmonic mean of the particle…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…