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In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…

Probability · Mathematics 2016-07-25 Johanna Garzón , Jorge A. León , Soledad Torres

We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…

Biological Physics · Physics 2026-02-16 Tom Dupont , Stefano Giordano , Fabrizio Cleri , Ralf Blossey

We develop a systematic method to derive the Majorana representation of the Dirac equation in (1+3)-dimensions. We compare with similar approach in (2+2)-dimensions . We argue that our formalism can be useful to have a better understanding…

General Physics · Physics 2015-06-16 J. A. Nieto , C. Pereyra

This paper presents new analytic solutions to the Dirac equation employing a recently introduced method that is based on the formulation of spinorial fields and their driving electromagnetic fields in terms of geometric algebras. A first…

Quantum Physics · Physics 2020-01-22 Andre G. Campos , Renan Cabrera

We consider the question of global existence of small, smooth, and localized solutions of a certain fractional semilinear cubic NLS in one dimension, $$i\partial_t u - \Lambda u = c_0{|u|}^2 u + c_1 u^3 + c_2 u \bar{u}^2 + c_3 \bar{u}^3,…

Analysis of PDEs · Mathematics 2012-09-25 Alexandru D. Ionescu , Fabio Pusateri

We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…

High Energy Physics - Theory · Physics 2011-06-20 Z. Haba

We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…

Analysis of PDEs · Mathematics 2017-08-04 Peter D. Miller , David A. Smith

A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

The nonlinear Fourier transform discussed in these notes is the map from the potential of a one dimensional discrete Dirac operator to the transmission and reflection coefficients thereof. Emphasis is on this being a nonlinear variant of…

Classical Analysis and ODEs · Mathematics 2012-01-26 Terence Tao , Christoph Thiele

A method to find exact solutions to nonlinear Schr\"odinger equation, defined on a line and on a plane, is found by connecting it with second order linear ordinary differential equation. The connection is essentially made using Riccati…

Exactly Solvable and Integrable Systems · Physics 2014-11-14 Vivek M. Vyas , Rama Gupta , C. N. Kumar , Prasanta K. Panigrahi

We first study the linear eigenvalue problem for a planar Dirac system in the open half-line and describe the nodal properties of its solution by means of the rotation number. We then give a global bifurcation result for a planar nonlinear…

Classical Analysis and ODEs · Mathematics 2014-07-01 Anna Capietto , Walter Dambrosio , Duccio Papini

Nonlinear generalization of the Dirac equation extending the standard paradigm of nonlinear Hamiltonians is discussed. ``Faster-than-light telegraphs" are absent for all theories formulated within the new framework. A new metric for…

Quantum Physics · Physics 2014-11-18 Marek Czachor

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…

Numerical Analysis · Mathematics 2015-05-06 Luca Bonaventura , Roberto Ferretti

The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…

Computational Physics · Physics 2014-01-08 J. Pétri

We investigate quantitative properties of the nonnegative solutions $u(t,x)\ge 0$ to the nonlinear fractional diffusion equation, $\partial_t u + {\mathcal L} (u^m)=0$, posed in a bounded domain, $x\in\Omega\subset {\mathbb R}^N$ with $m>1$…

Analysis of PDEs · Mathematics 2013-11-28 Matteo Bonforte , Juan Luis Vázquez

A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part.…

Statistics Theory · Mathematics 2020-02-26 Gregor Pasemann , Wilhelm Stannat

We consider a nonlinear Schroedinger equation in two spatial dimensions subject to a periodic honeycomb lattice potential. Using a multi-scale expansion together with rigorous error estimates, we derive an effective model of nonlinear Dirac…

Mathematical Physics · Physics 2018-01-29 Jack Arbunich , Christof Sparber

We develop a variational technique for some wide classes of nonlinear evolutions. The novelty here is that we derive the main information directly from the corresponding Euler-Lagrange equations. In particular, we prove that not only the…

Analysis of PDEs · Mathematics 2013-08-09 Arkady Poliakovsky

The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.

Probability · Mathematics 2024-08-22 R. Vilela Mendes
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