相关论文: Boundary crossing identities for Brownian motion a…
We give an overview of recent developments in Sturm-Liouville theory concerning operators of transmutation (transformation) and spectral parameter power series (SPPS). The possibility to write down the dispersion (characteristic) equations…
In this paper, we study the long time behavior of nonlinear quantum walks when the initial data is small in $l^2$. In particular, we study the case where the linear part of the quantum walk evolution operator has exactly two eigenvalues and…
We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…
The aim of this study is to investigate a class of generalized boundary value transmission problems (BVTP's) for Sturm-Liouville equation on two separate intervals. We introduce modified inner product in direct sum space $L_{2}[a,c)\oplus…
Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have remained univariate. Operator Fractional Brownian Motion…
We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…
By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in…
We provide the details of an implementation of Fourier techniques for solving second-order linear partial differential equations (with constant coefficients) using a computer algebra system. The general Sturm-Liouville problem for the heat,…
The first contribution of this paper is the extension of the non-iterative transformation method, proposed by T\"opfer more than a century ago and defined for the numerical solution of the Blasius problem, to a Blasius problem with extended…
In addition to being the eigenfunctions of the restricted Fourier operator, the angular spheroidal wave functions of the first kind of order zero and nonnegative integer characteristic exponents are the solutions of a singular self-adjoint…
In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
We study the Asymmetric Brownian Energy, a model of heat conduction defined on the one-dimensional finite lattice with open boundaries. The system is shown to be dual to the Symmetric inclusion process with absorbing boundaries. The proof…
We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We take advantage of the Sturm-Liouville eigenvalue problem to analytically study the holographic insulator/superconductor phase transition in the probe limit. The interesting point is that this analytical method can not only estimate the…
The evolution of a mixed quantum-classical system is expressed in the mapping formalism where discrete quantum states are mapped onto oscillator states, resulting in a phase space description of the quantum degrees of freedom. By defining…
We study a system of two non-interacting quantum wires with fermions of opposite chirality with a point contact junction at the origin across which tunneling can take place when an arbitrary time-dependent bias between the wires is applied.…
We use the so-called Liouville-von Neumann (LvN) approach to study the nonequilibrium quantum dynamics of time-dependent second order phase transitions. The LvN approach is a canonical method that unifies the functional Schr\"{o}dinger…
We study the dependence of the zeros of eigenfunctions of Sturm-Liouville problem on the parameters that define the boundary conditions. As a corollary, we obtain Sturm oscillation theorem, which states that the $n$-th eigenfunction has $n$…