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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 equations, which naturally emerge when computing the path integral, leads to a universal expression for the associated measure regardless of the form of the differential operators. The discrete non-linear hierarchy (DNLS) is then considered and the corresponding hierarchy of solvable, in principle, SDEs is extracted. The first couple members of the hierarchy correspond to the discrete stochastic transport and heat equations. The discrete stochastic Burgers equation is also obtained through the analogue of the Cole-Hopf transformation. The continuum limit is also discussed.
In this paper, we discuss several concepts of the modern theory of discrete integrable systems, including: - Time discretization based on the notion of Backlund transformation; - Symplectic realizations of multi-Hamiltonian structures; - Interr
We present a non-chiral version of the Intermediate Long Wave (ILW) equation that can model nonlinear waves propagating on two opposite edges of a quantum Hall system, taking into account inter-edge interactions. We obtain exact soliton solutions gov
A novel family of exactly solvable quantum systems on curved space is presented. The family is the quantum version of the classical Perlick family, which comprises all maximally superintegrable 3-dimensional Hamiltonian systems with spherical symmetr
Complete description of the singular sectors of the 1-layer Benney system (classical long wave equation) and dToda system is presented. Associated Euler-Poisson-Darboux equations E(1/2,1/2) and E(-1/2,-1/2) are the main tool in the analysis. A comple
We show that Toda shock waves are asymptotically close to a modulated finite gap solution in the region separating the soliton and the elliptic wave regions. We previously derived formulas for the leading terms of the asymptotic expansion of these sh