Related papers: A linearized Kuramoto-Sivashinsky PDE via an imagi…

In this three-sections lecture cavity method is introduced as heuristic framework from a Physics perspective to solve probabilistic graphical models and it is presented both at the replica symmetric (RS) and 1-step replica symmetry breaking…

We present methods for locally solving the Dynamic Programming Equations (DPE) and the Hamilton Jacobi Bellman (HJB) PDE that arise in the infinite horizon optimal control problem. The method for solving the DPE is the discrete time version…

This paper is concerned with a state-space approach to deep Gaussian process (DGP) regression. We construct the DGP by hierarchically putting transformed Gaussian process (GP) priors on the length scales and magnitudes of the next level of…

This paper presents a novel approach to rigorously solving initial value problems for semilinear parabolic partial differential equations (PDEs) using fully spectral Fourier-Chebyshev expansions. By reformulating the PDE as a system of…

The conserved Kuramoto-Sivashinsky (CKS) equation, u_t = -(u+u_xx+u_x^2)_xx, has recently been derived in the context of crystal growth, and it is also strictly related to a similar equation appearing, e.g., in sand-ripple dynamics. We show…

Applying Physics-Informed Gaussian Process Regression to the eigenvalue problem $(\mathcal{L}-\lambda)u = 0$ poses a fundamental challenge, where the null source term results in a trivial predictive mean and a degenerate marginal…

Applying symmetry reduction to a class of $\mathrm{SL}(2,\mathbb R)$-invariant third-order ODEs, we obtain Abel equations whose general solution can be parametrised by hypergeometric functions. Particular case of this construction provides…

We quantize a multidimensional $SDE$ (in the Stratonovich sense) by solving the related system of $ODE$'s in which the $d$-dimensional Brownian motion has been replaced by the components of functional stationary quantizers. We make a…

We study the discrete-time approximation for solutions of quadratic forward back- ward stochastic differential equations (FBSDEs) driven by a Brownian motion and a jump process which could be dependent. Assuming that the generator has a…

We show that the degenerate sector of Spin(4) Plebanski formulation of four-dimensional gravity is exactly solvable and describes covariantly embedded SU(2) BF theory. This fact ensures that its spin foam quantization is given by the SU(2)…

We consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a stopped Brownian process. PDEs and a free boundary problem…

Computational methods for sensitivity analysis are invaluable tools for scientists and engineers investigating a wide range of physical phenomena. However, many of these methods fail when applied to chaotic systems, such as the…

We obtain existence and uniqueness in L^p, p>1 of the solutions of a backward stochastic differential equations (BSDEs for short) driven by a marked point process, on a bounded interval. We show that the solution of the BSDE can be…

We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…

Initial-boundary value problems for the $n$-dimensional ($n$ is a natural number from the interval [2,7]) Kuramoto-Sivashinsky equation posed on smooth bounded domains in $\mathbb{R}^n$ were considered. The existence and uniqueness of…

We introduce a computationally efficient and accurate reduced order modelling approach for the optimization of spatiotemporally chaotic systems. The proposed method combines quantized local reduced order modelling with adjoint-based…

A stochastic partial differential equation (SPDE) is derived for super-Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by an extended Yamada-Watanabe…

We analyse the nonlinear Kuramoto--Sivashinsky equation to develop accurate discretisations modeling its dynamics on coarse grids. The analysis is based upon centre manifold theory so we are assured that the discretisation accurately models…

We explore some fundational issues regarding the splitting of D-dimensional EFE's w.r.t timelike and spacelike (D-1)-dimensional hypersurfaces, first without and then with thin matter sheets such as branes. We begin to implement…

We examine the problem of predicting the evolution of solutions of the Kuramoto-Sivashinsky equation when initial data are missing. We use the optimal prediction method to construct equations for the reduced system. The resulting equations…