Related papers: From Baking a Cake to Solving the Schrodinger Equa…
It is proven that periodically varying and sign definite nonlinearity in a general case does not prevent collapse in two- and three-dimensional nonlinear Schrodinger equations: at any oscillation frequency of the nonlinearity blowing up…
The present paper is aimed at studying the microscopic origin of the jump diffusion. Starting from the $N$-body Liouville equation and making only the assumption that molecular reorientation is overdamped, we derive and solve the new…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
We propose a method based on continuous time Markov chain approximation to compute the distribution of Parisian stopping times and price Parisian options under general one-dimensional Markov processes. We prove the convergence of the method…
This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…
In this paper we analyze the dispersion for one dimensional wave and Schrodinger equations with BV coefficients. In the case of the wave equation we give a complete answer in terms of the variation of the logarithm of the coefficient…
The shear-transformation-zone (STZ) theory has been remarkably successful in accounting for broadly peaked, frequency-dependent, viscoelastic responses of amorphous systems near their glass temperatures $T_g$. This success is based on the…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Fourier analysis has been an instrumental tool in the development of signal processing. This leads us to wonder whether this framework could similarly benefit generative modelling. In this paper, we explore this question through the scope…
In this work, exact solutions are derived for an integer- and fractional-order time-delayed diffusion equation with arbitrary initial conditions. The solutions are obtained using Fourier transform methods in conjunction with the known…
We consider a harmonic chain perturbed by an energy conserving noise depending on a parameter $\gamma$. When $\gamma$ is of order one, the energy diffuses according to the standard heat equation after a space-time diffusive scaling. On the…
On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
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…
In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…
We propose a numerical approach, of the BGK kinetic type, that is able to approximate with a given, but arbitrary, order of accuracy the solution of linear and non-linear convection-diffusion type problems: scalar advection-diffusion,…
Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…