相关论文: Boundary crossing identities for Brownian motion a…
We propose an approach to nonlinear evolution equations with large and decaying external potentials that addresses the question of controlling globally-in-time the nonlinear interactions of localized waves in this setting. This problem…
One important innovation here is that for the Sturm-Liouville considered equation together with eigenparameter dependent boundary conditions and two supplementary transmission conditions at one interior point. We develop Green's function…
We consider a model of non-Markovian Quantum Brownian motion that consists of an harmonic oscillator bilinearly coupled to a thermal bath, both via its position and momentum operators. We derive the master equation for such a model and we…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
A central result of Sturm-Liouville theory (also called the Sturm-Hurwitz Theorem) states that if $\phi_k$ is a sequence of eigenfunctions of a second order differential operator on the interval $I \subset \mathbb{R}$, then any linear…
We investigate open quantum Brownian motions as quantum analogues of classical diffusion processes under interaction with an external enviroment. Building upon the microscopic derivation by Sinayskiy and Petruccione [20], we revisit the…
In this paper, we study spectral problems for the Sturm-Liouville operator with arbitrary complexvalued potential q(x) and two-point boundary conditions. All types of mentioned boundary conditions are considered. We ivestigate in detail the…
We discuss the possible candidates for conformally invariant random non-self-crossing curves which begin and end on the boundary of a multiply connected planar domain, and which satisfy a Markovian-type property. We consider both, the case…
Any self-adjoint extension of a (singular) Sturm-Liouville operator bounded from below uniquely leads to an associated sesquilinear form. This form is characterized in terms of principal and nonprincipal solutions of the Sturm-Liouville…
An exact invariant operator of time-dependent coupled oscillators is derived using the Liouville-von Neumann equation. The unitary relation between this invariant and the invariant of two uncoupled simple harmonic oscillators is…
The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
Lagrangian motions of fluid particles in a general velocity field oscillating in time are studied with the use of the two-timing method. Our aims are: (i) to calculate systematically the most general and practically usable asymptotic…
The problem of pattern selection in absolutely unstable open flow systems is investigated by considering the example of Rayleigh-B\'{e}nard convection. The spatiotemporal structure of convection rolls propagating downstream in an externally…
Boundary time crystals (BTCs) are prominent examples of continuous time crystals in collective spin systems governed by Lindbladian evolution. To date, their analysis has mostly relied on semiclassical and numerical approaches. Here, we…
The classical theorem by Pitman states that a Brownian motion minus twice its running infimum enjoys the Markov property. On the one hand, Biane understood that Pitman's theorem is intimately related to the representation theory of the…
We study invariance for eigenvalues of families of selfadjoint Sturm-Liouville operators with local point interactions. In a probabilistic setting, we show that a point is either an eigenvalue for all members of the family or only for a set…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
We consider the nonlinear nonlocal beam evolution equation introduced by Woinowsky- Krieger. We study the existence and behavior of periodic solutions: these are called nonlinear modes. Some solutions only have two active modes and we…
The time evolution problem for non-self adjoint second order differential operators is studied by means of the path integral formulation. Explicit computation of the path integral via the use of certain underlying stochastic differential…