Infinitesimal Generator Research Articles

Shock wave propagation in a real gas with or without gravitational field in the presence of magnetic field and monochromatic radiation via group invariance method

PurposeThis article aims to find the similarity solutions for the one-dimensional motion of spherical symmetric shock wave in non-ideal gas influenced by the azimuthal magnetic field and monochromatic radiation in the presence or absence of gravitational field. This paper also aims to study the effects of physical parameters on the strength of shock wave, and on the flow variables in the flow-field region behind the shock front.Design/methodology/approachThe Roche model is used to describe the gravitational field effects due to a massive nucleus at the point of symmetry. To derive the similarity solutions, the Lie group symmetry method has been used. Also, the numerical solutions to the present problem are obtained by using Rung–Kutta method of the fourth order with the use of Mathematica software. The effects of variation in the parameter of non-idealness of the gas, the gravitation parameter, the strength of the ambient magnetic field and the adiabatic index of the gas on the shock wave, and on the flow variables is discussed. A comparative study between with and without gravitational field is also, made.FindingsFor different choices of the arbitrary constants that appeared in the solution of infinitesimal generators, we have obtained seven distinct cases of similarity solutions. In the absence of the gravitational field, the similarity solution exists to the power and exponential law shock paths, but in the presence of gravitational field, the similarity solution exists to the power law shock path case only. In the absence of gravitational field, the shock strength is enhanced in the exponential law shock path case in comparison to the power law shock path case. It is found that the shock wave decays with an increase in the value of the adiabatic exponent, the strength of magnetic field, non-idealness of the gas or gravitational parameter.Research limitations/implicationsThe consideration of medium under the influence of gravitational field due to a heavy nucleus at the center and presence of magnetic field decrease the shock strength. This result may be helpful in designing space vehicle and jet engine.Practical implicationsThe result of the present study may be used in the analysis of data from the measurements by space craft in the solar wind and in neighborhood of the Earth’s magnetosphere.Social implicationsThe obtained results may be used for mankind.Originality/valueThe study of spherical shock wave propagation influenced by monochromatic radiation and azimuthal magnetic field in a non-ideal gas with or without gravitational field has yet to be discussed by any authors by using the Lie group symmetry method. In this article, we have discussed all possible cases of similarity solutions using the Lie group symmetry method, which is not studied by anyone as known to us.

Reduced Markovian models of dynamical systems

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract the most salient reduced-order dynamics for a given timescale by using a modified clustering algorithm from network theory. The second problem is to provide an alternative construction for the infinitesimal generator of a Markov process that respects statistical features over a large range of time scales. We demonstrate the methodology on three low-dimensional dynamical systems with stochastic and chaotic dynamics. We then apply the method to two high-dimensional dynamical systems, the Kuramoto-Sivashinky equations and data sampled from fluid-flow experiments via Particle Image Velocimetry. We show that the methodology presented herein provides a robust reduced-order statistical representation of the underlying system.

Brownian motion in a vector space over a local field is a scaling limit

For any natural number d, the Vladimirov–Taibleson operator is a natural analogue of the Laplace operator for complex-valued functions on a d-dimensional vector space V over a local field K. Just as the Laplace operator on L2(Rd) is the infinitesimal generator of Brownian motion with state space Rd, the Vladimirov–Taibleson operator on L2(V) is the infinitesimal generator of real-time Brownian motion with state space V. This study deepens the formal analogy between the two types of diffusion processes by demonstrating that both are scaling limits of discrete-time random walks on a discrete group. It generalizes the earlier works, which restricted V to be the p-adic numbers.

Systems of first order ordinary differential equations allowing a given 3-dimensional Lie group as a subgroup of their symmetry group

AbstractWe determine systems of the first order ordinary differential equations such that their group of symmetries contains a three-dimensional Lie subgroup G. We represent the basis vectors of the Lie algebra $$\mathfrak {g}$$ g of G by vector fields in the three-dimensional real space. Two cases are distinguished according to whether the infinitesimal generators of $$\mathfrak {g}$$ g do not contain any component or contain component with respect to the independent variable of the system.

Multivariate Hawkes process allowing for common shocks

Although the Hawkes process has been widely applied, their probability properties are difficult to obtain, depending on the model structure. This paper proposes a multivariate Hawkes process, which allows for common jumps from each marginal processes. The probability of this common jump is determined by another independent process, which represents the arrival intensity of external shocks to the system. The infinitesimal generator of the new multivariate jump process is derived. Based on that, moments and the Laplace transform are studied, which further demonstrate the advantages of this model structure.

Nonlinear waves for a variable-coefficient modified Kadomtsev-Petviashvili system in plasma physics and electrodynamics

Abstract In this paper, a variable-coefficient modified Kadomtsev-Petviashvili (vcmKP) system is investigated modeling the propagation of electromagnetic wave in an isotropic charge-free infinite ferromagnetic thin film and nonlinear waves in plasma physics and electrodynamics. Painlevé analysis is given out, and an auto-Bäcklund transformation is constructed via the truncated Painlevé expansion. Based on the auto-Bäcklund transformation, analytic solutions are given, including the solitonic, periodic and rational solutions. Using the Lie symmetry approach, infinitesimal generators and symmetry groups are presented. With the Lagrangian, the vcmKP equation is shown to be nonlinearly self-adjoint. Moreover, conservation laws for the vcmKP equation are derived by means of a general conservation theorem. Besides, the physical characteristics of the influences of the coefficient parameters on the solutions are discussed graphically. Those solutions have comprehensive implications for the propagation of solitary waves in the nonuniform backgrounds.

Gravitational vacua in the Newman-Penrose formalism

In this paper, we derive the generic solution of the Newman-Penrose equations in the Newman-Unti gauge with vanishing curvature tensor. The obtained solutions are the vacua of the gravitational theory which are connected to the derivations in metric formalism from exponentiating the infinitesimal BMS generators in the Bondi-Metzner-Sachs (BMS) gauge in Compère and Long [ and ] by a radial transformation. The coordinate transformations in the Newman-Unti gauge connecting each vacuum are also obtained. We confirm that the supertranslation charge of the gravitational vacua with respect to global considerations vanishes exactly not only in the Einstein theory but also when including the Holst, Pontryagin, and Gauss-Bonnet terms, which verifies that the gravitational vacua are not affected by those trivial or boundary terms. Published by the American Physical Society 2024

Lie symmetry analysis, exact solutions and conservation laws of (3+1)-dimensional modified Wazwaz-Benjamin-Bona-Mahony equation

In this paper, we study the (3+1)-dimensional modified Wazwaz-Benjamin-Bona-Mahony equation using Lie symmetry analysis. An optimal system is constructed with the help of a commutator table and an adjoint table. Similarity reductions are obtained on the basis of the optimal system, and the governing partial differential equation is transformed into another partial differential equations with a smaller number of independent variables. The solutions of these reduced partial differential equations give invariant solutions of the (3+1)-dimensional modified Wazwaz-Benjamin-Bona-Mahony equation. The 3D graphical plots are used to describe the dynamical characteristics of the solutions. Hence, by employing these graphs, physicists and mathematicians can more efficiently and successfully follow complex physical processes. Finally, self-adjoint is checked, and conservation laws are also deducted corresponding to each infinitesimal generator.

Ray–Knight compactification of birth and death processes

A birth and death process is a continuous-time Markov chain with minimal state space N, whose transition matrix is standard and whose density matrix is a birth–death matrix. Birth and death process is unique if and only if ∞ is an entrance or natural. When ∞ is neither an entrance nor natural, there are two ways in the literature to obtain all birth and death processes. The first one is an analytic treatment proposed by Feller in 1959, and the second one is a probabilistic construction completed by Wang in 1958.In this paper we will give another way to study birth and death processes using the Ray–Knight compactification. This way has the advantage of both the analytic and probabilistic treatments above. By applying the Ray–Knight compactification, every birth and death process can be modified into a càdlàg Ray process on N∪{∞}∪{∂}, which is either a Doob processes or a Feller Q-process. Every birth and death process in the second class has a modification that is a Feller process on N∪{∞}∪{∂}. We will derive the expression of its infinitesimal generator, which explains its boundary behaviours at ∞. Furthermore, by using the killing transform and the Ikeda–Nagasawa–Watanabe piecing out procedure, we will also provide a probabilistic construction for birth and death processes. This construction relies on a triple determining the resolvent matrix introduced by Wang and Yang in their work (Wang and Yang, 1992).

Lie group analysis, solitary wave solutions and conservation laws of Schamel Burger’s equation

This paper presents a Lie group analysis of the Schamel Burger’s equation, notable for producing shock-type traveling waves in distinctive physical contexts. We determine the infinitesimal generators for this equation using the Lie group theory of differential equations. By applying Lie point symmetries, we establish commutation relations, the adjoint representation, and identify the optimal system of sub-algebras. Using elements from this optimal system, we perform symmetry reductions, resulting in various nonlinear ordinary differential equations (ODEs). Some of these reductions yield exact explicit solutions, while others necessitate the use of the new auxiliary equation method to obtain optical soliton solutions. We illustrate the dynamics of these soliton solutions graphically through both two and three-dimensional representations of wave structures. Additionally, we compute the conservation laws for the Schamel Burger’s equation by applying Ibragimov’s theorem, deriving conserved quantities corresponding to its point Lie symmetries. This analysis underscores our novel contribution, offering insights not previously explored in the literature.

Tempered fractional Sobolev spaces

The fractional Laplacian operator Δs is the infinitesimal generator of the isotropic (2s)-stable Lévy process on Rn, which is the scaling limit of the Lévy flight with isotropic power law measure |x|−n−2s. However, their second and higher moments are divergent, leading to the difficulty in the modeling of practical physical processes. Replacing |x|−n−2s by the measure of an isotropic tempered power law with the tempering exponent λ (i.e., e−λ|x||x|−n−2s), the tempered fractional Laplacian operator (Δ+λ)s was introduced in [17] as the infinitesimal generator of the tempered Lévy process. In this paper, guided by the fractional Sobolev spaces Ws,p corresponding to the fractional Laplacian operator Δs, we deal with the tempered fractional Sobolev spaces Ws,λ,p associated with the tempered fractional Laplacian (Δ+λ)s. First, the definition of the tempered fractional Sobolev spaces Ws,λ,p is given via the Gagliardo approach, and some of their basic properties were studied. Subsequently, we focus on the Hilbert case Hs,λ based on the Fourier transform. In particular, we deal with its relation with the tempered fractional Sobolev space Ws,λ,2 and analyze their role in the trace theory, overcoming the challenges posed by the tempering exponent λ. Then we investigate the asymptotic behavior of λ→0+,s→1− and s→0+ that appear in the definition of the tempered fractional Laplacian operator (Δ+λ)s. Moreover, we show continuous and compact embeddings investigating the problem of the extension domains and the generalized Hölder regularity results. As an application of the tempered fractional Sobolev spaces, we prove that the process defined by the tempered Lévy process is a solution of some PDE with tempered fractional Lapalcian operator.

Mean-field interacting multi-type birth–death processes with a view to applications in phylodynamics

Multi-type birth–death processes underlie approaches for inferring evolutionary dynamics from phylogenetic trees across biological scales, ranging from deep-time species macroevolution to rapid viral evolution and somatic cellular proliferation. A limitation of current phylogenetic birth–death models is that they require restrictive linearity assumptions that yield tractable message-passing likelihoods, but that also preclude interactions between individuals. Many fundamental evolutionary processes – such as environmental carrying capacity or frequency-dependent selection – entail interactions, and may strongly influence the dynamics in some systems. Here, we introduce a multi-type birth–death process in mean-field interaction with an ensemble of replicas of the focal process. We prove that, under quite general conditions, the ensemble’s stochastically evolving interaction field converges to a deterministic trajectory in the limit of an infinite ensemble. In this limit, the replicas effectively decouple, and self-consistent interactions appear as nonlinearities in the infinitesimal generator of the focal process. We investigate a special case that is rich enough to model both carrying capacity and frequency-dependent selection while yielding tractable message-passing likelihoods in the context of a phylogenetic birth–death model.

Group analysis and invariant solutions of the (3+1)-dimensional defocusing Gardner-KP equation

In this paper, the (3+1)-dimensional defocusing Gardner-KP equation is investigated again with the help of Lie symmetry method since the results are either incorrect, or incomplete, or misleading in the literature. For the Lie algebra of infinitesimal symmetries spanned by eight vector fields, the one-dimensional optimal system of subalgebra is established by leveraging the fundamental invariants and general adjoint transformation representation. Meanwhile, by virtue of some infinitesimal generators in the optimal system, several symmetry reductions and exact solutions are presented.

Group Classification of Second-Order Linear Neutral Differential Equations

In this paper, we shall extend the method of obtaining symmetries of ordinary differential equations to second-order non-homogeneous functional differential equations with variable coefficients. The existing research for delay differential equations defines a Lie-Bäcklund operator and uses the invariant manifold theorem to obtain the infinitesimal generators of the Lie group. However, we shall use a different approach that requires Taylor’s theorem for a function of several variables to obtain a Lie invariance condition and the determining equations for second-order functional differential equations. Certain standard results from the theory of ordinary differential equations have been employed to simplify the equation under study. The symmetry analysis of this equation was found to be non-trivial for arbitrary variable coefficients. In such cases, by selecting certain specific functions, arising in most practical models, we find the symmetries that are seen to be in terms of Bessel’s functions, Mathieu functions, etc. We then make a complete group classification of the second-order linear neutral differential equation, for which there is no existing literature.

Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index H ∈ (0,1)

We consider the general diffusion equation driven by tempered fractional Brownian motion (TFBM)∂u(t,x)∂t=Lu(t,x)+u(t,x)dBH,λ(t)dt,(t,x)∈R+×Rd, where L is the infinitesimal generator of some time-homogeneous Markov process {Xt}t≥0 and {BH,λ(t)}t∈R is a tempered fractional Brownian motion with Hurst index H∈(0,12)∪(12,1) and tempering parameter λ>0 which is independent of {Xt}t≥0. Based on approximating TFBM with a family of Gaussian processes possessing absolutely continuous sample paths, a unified framework of the Feynman-Kac formulau(t,x)=Ex[f(Xt)]eBH,λ(t) is established for the general stochastic diffusion equation driven by TFBM with the initial value f, Hurst index H∈(0,12)∪(12,1) and tempering parameter λ>0. The difficulty is that the Hurst parameter H can be allowed to be less than 1/2. The idea is to explore the above simplest form, to utilize the techniques of Malliavin calculus. By using the properties of TFBM and especially that of the modified Bessel function of the second kind, we prove that the process defined by the Feynman-Kac formula is the mild and weak solutions of the general diffusion equation driven by TFBM. From the Feynman-Kac formula, we exhibit the smoothness of the density of the solution and the sharp Hölder regularity. We further show that limt→∞⁡ln⁡‖u(t,⋅)‖pg(t)=0 in the almost surely sense where p∈R and the function g:R+→R+ grows at least as fast as a linear function. The Feynman-Kac formula for the stochastic general diffusion equation in the Skorohod sense is also achieved by exploring the relationship between the Stratonovich and Skorohod integrals.

A study of self-adjointness, Lie analysis, wave structures, and conservation laws of the completely generalized shallow water equation

This article explores the analysis of the completely generalized Hirota–Satsuma–Ito equation through Lie symmetry analysis. The equation under consideration represents a more comprehensive form of the (2+1)-dimensional HSI equation, encompassing four additional second-order derivative terms: Δ3Hϖϖ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Delta _{3}H_{\\varpi \\varpi }$$\\end{document}, Δ4Hϖι\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Delta _{4}H_{\\varpi \\iota }$$\\end{document}, Δ3Hϖϖ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Delta _{3}H_{\\varpi \\varpi }$$\\end{document}, Δ4Hϖι\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Delta _{4}H_{\\varpi \\iota }$$\\end{document}, and Δ6Hιι\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Delta _{6}H_{\\iota \\iota }$$\\end{document}, emerging from the inclusion of second-order dissipative-type elements. We calculate the infinitesimal generators and determine the symmetry group for each generator using the Lie group invariance condition. Employing the conjugacy classes of the Abelian algebra, we transform the considered equation into an ordinary differential equation through similarity reduction. Subsequently, we solve these ordinary differential equations to derive closed-form solutions for the completely generalized Hirota–Satsuma–Ito equation under certain conditions. For other scenarios, we utilize the extended direct algebraic method to obtain soliton solutions. Furthermore, we rigorously calculated the conserved quantities corresponding to each symmetry generator, the conservation laws of the model are established using the multiplier approach. Additionally, we present the graphical representation of selected solutions for specific values of the physical parameters of the equation under scrutiny.

Lie symmetry analysis and solitary wave solution of biofilm model Allen-Cahn

The investigation presented in this study delves into the analysis of Lie symmetries for the bistable Allen-Cahn (BAC) equation with a quartic potential, specifically applied to the biofilm model. By employing the Lie symmetry method, we have acquired the Lie infinitesimal generators for the considered model. Using a transformation method, the nonlinear partial differential equations (NPDEs) are converted into various nonlinear ordinary differential equations (NLODEs), providing the numerous closed-form solitary wave solutions. The obtained solutions manifest in various forms including dark, bright, kink, anti-kink, and periodic types using diverse strategies. To enhance the physical interpretation, the study presents 3D, 2D, and contour plots of the acquired solutions. Every graph’s wave-like structure contains information about the structural behaviour of the bacteria that build biofilms on surfaces where rectangles have different densities. This analysis enhances comprehension of the complex dynamics present in areas like fluid dynamics, fiber optics, biology, ocean physics, coastal engineering, and nonlinear complex physical systems.

Measure-valued affine and polynomial diffusions

We introduce a class of measure-valued processes, which – in analogy to their finite dimensional counterparts – will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e. a representation of the conditional marginal moments via a system of finite dimensional linear PDEs. Furthermore, we characterize the corresponding infinitesimal generators obtaining a representation analogous to polynomial diffusions on R+m, in cases where their domain is large enough. In general the infinite dimensional setting allows for richer specifications strictly beyond this representation. As a special case, we recover measure-valued affine diffusions, sometimes also called Dawson–Watanabe superprocesses. From a mathematical finance point of view, the polynomial framework is especially attractive since it allows to transfer many famous finite dimensional models and their tractability properties to an infinite dimensional measure-valued setting.

Mild Solutions for w-Weighted, Φ-Hilfer, Non-Instantaneous, Impulsive, w-Weighted, Fractional, Semilinear Differential Inclusions of Order μ ∈ (1, 2) in Banach Spaces

The aim of this work is to obtain novel and interesting results for mild solutions to a semilinear differential inclusion involving a w-weighted, Φ-Hilfer, fractional derivative of order μ∈(1,2) with non-instantaneous impulses in Banach spaces with infinite dimensions when the linear term is the infinitesimal generator of a strongly continuous cosine family and the nonlinear term is a multi-valued function. First, we determine the formula of the mild solution function for the considered semilinear differential inclusion. Then, we give sufficient conditions to ensure that the mild solution set is not empty or compact. The desired results are achieved by using the properties of both the w-weighted Φ-Laplace transform, w-weighted ψ-convolution and the measure of non-compactness. Since the operator, the w-weighted Φ-Hilfer, includes well-known types of fractional differential operators, our results generalize several recent results in the literature. Moreover, our results are novel because no one has previously studied these types of semilinear differential inclusions. Finally, we give an illustrative example that supports our theoretical results.

P-adic Brownian motion is a scaling limit

A p-adic Brownian motion is a continuous time stochastic process in a p-adic state space that has a Vladimirov operator as its infinitesimal generator. The current work shows that any such process is the scaling limit of a discrete time random walk on a discrete group. Earlier work required the exponent of the Vladimirov operator to be in (1,∞) , and the convergence was the weak convergence of probability measures on the Skorohod space of paths on a compact time interval. The current approach simplifies the earlier approach, allows for any positive exponent, eliminates the restriction to compact time intervals, and establishes some moment estimates for the discrete time processes that are of independent interest.