相关论文: Boundary crossing identities for Brownian motion a…
We address the problem of integrating operator equations concomitant with the dynamics of non autonomous quantum systems by taking advantage of the use of time-dependent canonical transformations. In particular, we proceed to a discussion…
We review the theory of one-sided coupled operator matrices with a focus on evolution equations with inhomogeneous boundary conditions. (The original article had no abstract.)
In this paper, we construct operator fractional L\'evy motion (ofLm), a broad class of non-Gaussian stochastic processes that are covariance operator self-similar, have wide-sense stationary increments and display infinitely divisible…
We provide general sufficient conditions for branching out of a time-periodic family of solutions from steady-state solutions to the two-dimensional Navier-Stokes equations in the exterior of a cylinder. To this end, we first show that the…
This paper is concerned with an evolution problem having an elliptic equation involving the 1-Laplacian operator and a dynamical boundary condition. We apply nonlinear semigroup theory to obtain existence and uniqueness results as well as a…
In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…
In [arXiv:0801.0172] we examined a family of periodic Sturm-Liouville problems with boundary and interior singularities which are highly non-self-adjoint but have only real eigenvalues. We now establish Schatten class properties of the…
In this article we study a problem related to the first passage and inverse first passage time problems for Brownian motions originally formulated by Jackson, Kreinin and Zhang (2009). Specifically, define $\tau_X = \inf\{t>0:W_t + X \le…
In this article we consider a large family of nonlinear nonlocal equations involving gradient nonlinearity and provide a unified approach, based on the Ishii-Lions type technique, to establish Liouville properties of the solutions. We also…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
Superoscillations are a phenomenon in physics, where linear combinations of low-frequency plane waves interfere almost destructively in such a way that the resulting wave has a higher frequency than any of the individual waves. The…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
We introduce algebraic approach for superoperators that might be useful tool for investigation of quantum (bosonic) multi-mode systems and its dynamics. In order to demonstrate potential of proposed method we consider multi-mode Liouvillian…
A method for solving spectral problems for the Sturm-Liouville equation $(pv^{\prime})^{\prime}-qv+\lambda rv=0$ based on the approximation of the Delsarte transmutation operators combined with the Liouville transformation is presented. The…
This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…
We investigate the classical Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing…
The paper is denoted to the initial-boundary value problem for the wave equation with the Sturm-Liouville operator with irregular (distributive) potentials. To obtain a solution to the equation, the separation method and asymptotics of the…
We define and study the properties of Darboux-type transformations between Sturm--Liouville problems with boundary conditions containing rational Herglotz--Nevanlinna functions of the eigenvalue parameter (including the Dirichlet boundary…
We examine periodic solutions to an initial boundary value problem for a Liouville equation with sign-changing weight. A representation formula is derived both for singular and nonsingular boundary data, including data arising from…
We study conformal mappings from the unit disk to circular-arc quadrilaterals with four right angles. The problem is reduced to a Sturm-Liouville boundary value problem on a real interval, with a nonlinear boundary condition, in which the…