Subordinated diffusion and continuous time random walk asymptotics

Anomalous transport is usually described either by models of continuous time random walks (CTRWs) or, otherwise, by fractional Fokker-Planck equations (FFPEs). The asymptotic relation between properly scaled CTRW and fractional diffusion process has been worked out via various approaches widely discussed in literature. Here, we focus on a correspondence between CTRWs and time and space fractional diffusion equation stemming from two different methods aimed to accurately approximate anomalous diffusion processes. One of them is the Monte Carlo simulation of uncoupled CTRW with a Le?vy α-stable distribution of jumps in space and a one-parameter Mittag-Leffler distribution of waiting times. The other is based on a discretized form of a subordinated Langevin equation in which the physical time defined via the number of subsequent steps of motion is itself a random variable. Both approaches are tested for their numerical performance and verified with known analytical solutions for the Green function of a space-time fractional diffusion equation. The comparison demonstrates a trade off between precision of constructed solutions and computational costs. The method based on the subordinated Langevin equation leads to a higher accuracy of results, while the CTRW framework with a Mittag-Leffler distribution of waiting times provides efficiently an approximate fundamental solution to the FFPE and converges to the probability density function of the subordinated process in a long-time limit.     

A boundary integral method to compute Green's functions for the radiative transport equation

The Green's function for the time-independent radiative transport equation in the whole space can be computed as an expansion in plane wave solutions. Plane wave solutions are a general class of solutions for the radiative transport equation. Because plane wave solutions are not known analytically in general, we calculate them numerically using the discrete ordinate method. We use the whole space Green's function to derive boundary integral equations. Through the solution of the boundary integral equations, we compute the Green's function for bounded domains. In particular we compute the Green's function for the half space, the slab, and the two-layered half space. The boundary conditions used here are in their most general form. Hence, this theory can be applied to boundaries with any kind of reflection and transmission law.     

Construction of the Green's function for the pseudoharmonical oscillator

In the present paper we have constructed the Green's function for the pseudoharmonical potential, which is considered as an intermediate potential between the harmonic and anharmonic potentials. We have used a hybrid method, by combining the Laplace transformation method and the Green's function technique. The Green's function is used for obtaining the density matrix for a quantum-statistical system, in coordinate representation. Even if this is not a new result, the method can be applied to a class of exactly solvable potentials.     

Integrability and Huygens' principle on symmetric spaces

The explicit formulas for fundamental solutions of the modified wave equations on certain symmetric spaces are found. These symmetric spaces have the following characteristic property: all multiplicities of their restricted roots are even. As a corollary in the odd-dimensional case one has that the Huygens' principle in Hadamard's sense for these equations is fulfilled. We consider also the heat and Laplace equations on such a symmetric space and give explicitly the corresponding fundamental solutions-heat kernel and Green's function. This continues our previous investigations [16] of the spherical functions on the same symmetric spaces based on the fact that the radial part of the Laplace-Beltrami operator on such a space is related to the algebraically integrable case of the generalised Calogero-Sutherland-Moser quantum system. In the last section of this paper we apply the methods of Heckman and Opdam to extend our results to some other symmetric spaces, in particular to complex and quaternian grassmannians.     

Localized partial traps in diffusion processes and random walks

Reaction-diffusion equations, in which the reaction is described by a sink term consisting of a sum of delta functions, are studied. It is shown that the Laplace transform of the reactive Green's function can be analytically expressed in terms of the Green's function for diffusion in the absence of reaction. Moreover, a simple relation between the Green's functions satisfying the radiation boundary condition and the reflecting boundary condition is obtained. Several applications are presented and the formalism is used to establish the relationship between the time-dependent geminate recombination yield and the bimolecular reaction rate for diffusion-influenced reactions. Finally, an analogous development for lattice random walks is presented.     

Analytical representations for the radial distribution functions of mixtures of adhesive spheres

A study has been made of the pole topology of the Laplace transforms of the pair distribution functions (PDFs) of a binary mixture of adhesive hard spheres (AHS) both for the Percus-Yevick equation and the mean spherical model (MSM). Expressions are given that describe how the distribution of the poles in the left half of the complex plane varies with the system parameters for the special case of the MSM for symmetric binary AHS mixtures. The locations of the poles closest to the imaginary axis are known to determine the asymptotic form of the PDFs, i.e. either exponentially monotonic or exponentially oscillatory decaying. As a byproduct of this inquiry analytical r space representations of the PDFs are derived that allow their accurate and efficient determination over the entire r range.     

Peristaltically induced motion of a MHD third grade fluid in a deformable tube

This paper reviews some applications of continuous time random walks (CTRWs) to Finance and Economics. It is divided into two parts. The first part deals with the connection between CTRWs and anomalous diffusion. In particular, a simplified version of the well-scaled transition of CTRWs to the diffusive or hydrodynamic limit is presented. In the second part, applications of CTRWs to the ruin theory of insurance companies, to growth and inequality processes and to the dynamics of prices in financial markets are outlined and briefly discussed.     

Solutions of Fractional Partial Differential Equations of Quantum Mechanics

The aim of this article is to investigate the solutions of generalized fractional partial differential equations involving Hilfer time fractional derivative and the space fractional generalized Laplace operators, occurring in quantum mechanics. The solutions of these equations are obtained by employing the joint Laplace and Fourier transforms, in terms of the Fox's $H$-function. Several special cases as solutions of one dimensional non-homogeneous fractional equations occurring in the quantum mechanics are presented. The results given earlier by Saxena et al. [Fract. Calc. Appl. Anal., 13(2) (2010), pp. 177-190] and Purohit and Kalla [J. Phys. A Math. Theor., 44 (4) (2011), 045202] follow as special cases of our findings.     

Scalar Green's functions in an Euclidean space with a conical-type line singularity

In an Euclidean space with a conical-type line singularity, we determine the Green's function for a charged massive scalar field interacting with a magnetic flux running through the line singularity. We give an integral expression of the Green's function and a local form in the neighbourhood of the point source, where it is the sum of the usual Green's function in Euclidean space and a regular term. As an application, we derive the vacuum energy-momentum tensor in the massless case for an arbitrary magnetic flux.Supported by a grant from CNPq (Brazilian government agency FA)     

Analytical Solutions of the Gravitational Field Equations in de Sitter and Anti-de Sitter Spacetimes

The generalized Laplace partial differential equation, describing gravitational fields, is investigated in de Sitter spacetime from several metric approaches—such as the Riemann, Beltrami, Börner-Dürr, and Prasad metrics—and analytical solutions of the derived Riccati radial differential equations are explicitly obtained. All angular differential equations trivially have solutions given by the spherical harmonics and all radial differential equations can be written as Riccati ordinary differential equations, which analytical solutions involve hypergeometric and Bessel functions. In particular, the radial differential equations predict the behavior of the gravitational field in de Sitter and anti-de Sitter spacetimes, and can shed new light on the investigations of quasinormal modes of perturbations of electromagnetic and gravitational fields in black hole neighborhood. The discussion concerning the geometry of de Sitter and anti-de Sitter spacetimes is not complete without mentioning how the wave equation behaves on such a background. It will prove convenient to begin with a discussion of the Laplace equation on hyperbolic space, partly since this is of interest in itself and also because the wave equation can be investigated by means of an analytic continuation from the hyperbolic space. We also solve the Laplace equation associated to the Prasad metric. After introducing the so called internal and external spaces—corresponding to the symmetry groups SO(3,2) and SO(4,1) respectively—we show that both radial differential equations can be led to Riccati ordinary differential equations, which solutions are given in terms of associated Legendre functions. For the Prasad metric with the radius of the universe independent of the parametrization, the internal and external metrics are shown to be of AdS-Schwarzschild-like type, and also the radial field equations arising are shown to be equivalent to Riccati equations whose solutions can be written in terms of generalized Laguerre polynomials and hypergeometric confluent functions.     

Equivalence of Euclidean and Wightman field theories

A new inversion formula for the Laplace transformation of tempered distributions with supports in the closed positive semiaxis is obtained. The inverse Laplace transform of a tempered distribution is defined by means of a limit of a special distribution constructed from this distribution. The weak spectral condition on the Euclidean Green's functions implies that some of the limits needed for the inversion formula exist for any Euclidean Green's function with an even number of variables. We then prove that the initial Osterwalder-Schrader axioms [1] and the weak spectral condition are equivalent with the Wightman axioms.The research described in this publication was made possible in part by Grant No. 93-011-147 from the Russian Foundation for Basic Research     

A representation for Green's function retrieval by multidimensional deconvolution

Green's function retrieval by crosscorrelation may suffer from irregularities in the source distribution, asymmetric illumination, intrinsic losses, etc. Multidimensional deconvolution (MDD) may overcome these limitations. A unified representation for Green's function retrieval by MDD is proposed. From this representation, it follows that the traditional crosscorrelation method gives a Green's function of which the source is smeared in space and time. This smearing is quantified by a space-time point-spread function (PSF), which can be retrieved from measurements at an array of receivers. MDD removes this PSF and thus deblurs and deghosts the source of the Green's function obtained by correlation.     

Adiabatic behavior of sine-Gordon solitons in the presence of perturbations

The behavior of sine-Gordon solitons in the presence of weak perturbations is considered. The procedure is based on the exact inverse scattering solution of the unperturbed sine-Gordon equation. Accounting for perturbations such as those arising from impurities, external forces as well damping and spatially inhomogeneous frequencies the corresponding perturbed operator equation can be solved by the Green's function technique if one expands the Green's operator in terms of a set of biorthogonal eigenfunctions. Ordinary linear differential equations prescribing the time evolution of the scattering data are obtained. Instead of solving the inverse scattering problem completely the adiabatic assumption is then used anticipating the result that solitons maintain their integrity to a high degree. Explicit solutions for the one-soliton dynamics are presented.Work supported by the Deutsche Forschungsgemeinschaft through the Sonderforschungsbereich Nr. 162 Plasmaphysik Bochum/Jülich     

Rough surface Green's function based on the first-order modified perturbation and smoothed diagram methods

This paper presents an analytical theory of rough surface Green's functions based on the extension of the diagram method of Bass, Fuks, and Ito with the smoothing approximation used by Watson and Keller. The method is a modification of the perturbation method and is applicable to rough surfaces with small RMS height. But the range of validity is considerably greater than for the conventional perturbation solutions. We consider one-dimensional rough surfaces with a Dirichlet boundary condition. The coherent Green's function is obtained from the smoothed Dyson's equation using a spatial Fourier transform. The mutual coherence function for the Green's function is obtained by first-order iteration of the smoothing approximation applied to the Bethe-Salpeter equation in terms of a quadruple Fourier transform. These integrals are evaluated by the saddle-point technique. The equivalent bistatic cross section per unit length of the surface is compared with that for the conventional perturbation method and the Watson-Keller result. With respect to the Watson-Keller result, it should be noted that our result is reciprocal, while the Watson-Keller result is non-reciprocal. Included in this paper is a discussion of the specific intensity at a given observation point. The theory developed will be useful for RCS signature related problems and low grazing angle scattering when both the transmitter and the object are close to the surface.     

Space–time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model

In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump probability density function in the Fourier–Laplace domain are discussed. The corresponding fractional diffusion equations are derived from the given asymptotic behaviors. Corresponding to the asymptotic behaviors of the joint probability density function in the Fourier–Laplace space, the asymptotic behaviors of the waiting time probability density and the conditional probability density for jump length are also discussed.     

Steady-state probability density function in wave turbulence under large volume limit

We investigate the possibility for two-mode probability density function(PDF) to have a non-zero flux steady state solution.We take the large volume limit so that the space of modes becomes continuous.It is shown that in this limit all the steady-state two-or higher-mode PDFs are the product of one-mode PDFs.The flux of this steady-state solution turns out to be zero for any finite mode PDF.     

The reduction of the Laplace equation in certain Riemannian spaces and the resulting Type II hidden symmetries

We prove a general theorem which allows the determination of Lie symmetries of the Laplace equation in a general Riemannian space using the conformal group of the space. Algebraic computing is not necessary. We apply the theorem in the study of the reduction of the Laplace equation in certain classes of Riemannian spaces which admit a gradient Killing vector, a gradient Homothetic vector and a special Conformal Killing vector. In each reduction we identify the source of Type II hidden symmetries. We find that in general the Type II hidden symmetries of the Laplace equation are directly related to the transition of the CKVs from the space where the original equation is defined to the space where the reduced equation resides. In particular we consider the reduction of the Laplace equation (i.e., the wave equation) in the Minkowski space and obtain the results of all previous studies in a straightforward manner. We consider the reduction of Laplace equation in spaces which admit Lie point symmetries generated from a non-gradient HV and a proper CKV and we show that the reduction with these vectors does not produce Type II hidden symmetries. We apply the results to general relativity and consider the reduction of Laplace equation in locally rotational symmetric space times (LRS) and in algebraically special vacuum solutions of Einstein’s equations which admit a homothetic algebra acting simply transitively. In each case we determine the Type II hidden symmetries.     

Nonrigid image registration using similarity measure based on spatially weighted global probability distribution function

In nonrigid image registration, similarity measures including spatial information have been shown to perform better than those measures without spatial information. In this work, we provide new insight to the relationships among regional mutual information, regional probability distribution functions (PDFs) and global PDFs, and propose a novel nonrigid registration scheme with spatially weighted global probability distribution function (SWGPDF). Similarity measures based on SWGPDF (SWGPDFSM) are constructed. Three different spatial sub-region division methods are compared: the equally spaced sub-region (ESSR), the local binary pattern sub-region (LBPSR) and the gradient sub-region (GSR). The registration scheme applies B-spline based free form deformations (FFDs) as the transformation model. A Parzen window and linear interpolation are used to construct histograms. The SWGPDFSM registration scheme with ESSR space division is compared with the traditional global mutual information (gMI), the traditional global normalized mutual information (gNMI), regional mutual information and the SWGPDFSM with LBPSR or GSR space division. The test results show that SWGPDFSM scheme with ESSR space division outperforms the other schemes for elastically aligning images in the presence of big geometrical transformations, bias fields and illumination changes.     

Green's functions for Maxwell's equations: application to spontaneous emission

We present a new formalism for calculating the Green's function for Maxwell's equations. As our aim is to apply our formalism to light scattering at surfaces of arbitrary materials, we derive the Green's function in a surface representation. The only requirement on the material is that it should have periodicity parallel to the surface. We calculate this Green's function for light of a specific frequency and a specific incident direction and distance with respect to the surface. The material properties entering the Green's function are the reflection coefficients for plane waves at the surface. Using the close relationship between the Green's function and the density of states (DOS), we apply our method to calculate the spontaneous emission rate as a function of the distance to a material surface. The spontaneous emission rate can be calculated using Fermi's Golden Rule, which can be expressed in terms of the DOS of the optical modes available to the emitted photon. We present calculations for a finite slab of cylindrical rods, embedded in air on a square lattice. It is shown that the enhancement or suppression of spontaneous emission strongly depends on the frequency of the light. This revised version was published online in November 2006 with corrections to the Cover Date.     

Green's functions for a volume source in an elastic half-space

Green's functions are derived for elastic waves generated by a volume source in a homogeneous isotropic half-space. The context is sources at shallow burial depths, for which surface (Rayleigh) and bulk waves, both longitudinal and transverse, can be generated with comparable magnitudes. Two approaches are followed. First, the Green's function is expanded with respect to eigenmodes that correspond to Rayleigh waves. While bulk waves are thus ignored, this approximation is valid on the surface far from the source, where the Rayleigh wave modes dominate. The second approach employs an angular spectrum that accounts for the bulk waves and yields a solution that may be separated into two terms. One is associated with bulk waves, the other with Rayleigh waves. The latter is proved to be identical to the Green's function obtained following the first approach. The Green's function obtained via angular spectrum decomposition is analyzed numerically in the time domain for different burial depths and distances to the receiver, and for parameters relevant to seismo-acoustic detection of land mines and other buried objects.