Related papers: White noise for KdV and mKdV on the circle
We consider a quantum two-level system perturbed by classical noise. The noise is implemented as a stationary diffusion process in the off-diagonal matrix elements of the Hamiltonian, representing a transverse magnetic field. We determine…
This paper addresses the challenge of a particular class of noisy state observations in Markov Decision Processes (MDPs), a common issue in various real-world applications. We focus on modeling this uncertainty through a confusion matrix…
In this paper, we consider the well-posedness of stochastic S-KdV driven by multiplicative noises in $H_x^1\times H_x^1$. To get the local well-posedness, we first develop the bilinear and trilinear Bourgain norm estimates of the nonlinear…
We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…
In this paper we consider the twice-renormalized, complex-valued modified KdV (mKdV) on the one-dimensional torus introduced by Chapouto. Our main result is the construction of an invariant measure supported at low-regularity. This work…
This paper introduces pixel-wise prediction based visual odometry (PWVO), which is a dense prediction task that evaluates the values of translation and rotation for every pixel in its input observations. PWVO employs uncertainty estimation…
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the Stochastic McKean-Vlasov equation, which is the…
We study the mKdV equation with periodic boundary conditions. We establish low regularity well -posedness in $H^{\frac{1}{4}+}(T)$. The proof involves a non-linear, solution dependent gauge transformation, similar to the one considered in…
Complex signal detection in additive noise can be performed by a one-sample bivariate location test. Spherical symmetry is assumed for the noise density as well as closedness with respect to linear transformation. Therefore the noise is…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
Our goal in this paper is to investigate ergodicity of the randomly forced Korteweg-de Vries-Burgers(KdVB) equation driven by non-additive white noise. Under reasonable conditions, we show that exponential ergodicity for KdVB equation…
As an unusual type of anomalous diffusion behavior, the (transient) superballistic transport has been experimentally observed recently but it is not well understood yet. In this paper, we investigate the white noise effect (in Markov…
In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…
We introduce a new approach for estimating the invariant density of a multidimensional diffusion when dealing with high-frequency observations blurred by independent noises. We consider the intermediate regime, where observations occur at…
Partial differential equations endowed with a Hamiltonian structure, like the Korteweg--de Vries equation and many other more or less classical models, are known to admit rich families of periodic travelling waves. The stability theory for…
A nonlocal form of a two-layer fluid system is proposed by a simple symmetry reduction, then by applying multiple scale method to it a general nonlocal two place variable coefficient modified KdV (VCmKdV) equation with shifted space and…
This paper investigates the asymptotic behavior of path-dependent multivalued McKean-Vlasov stochastic differential equations perturbed by small noise. Specifically, we first establish a large deviation principle for such equations under…
We study the ergodic behaviour of the McKean-Vlasov equations driven by common, divergence-free transport noise. In particular, we show that in dimension $d\geq 2$, if the noise is mixing and sufficiently strong it can enforce the…
This paper investigates the classical statistical signal processing problem of detecting a signal in the presence of colored noise with an unknown covariance matrix. In particular, we consider a scenario where m-dimensional p possible…
In this paper we study the Poisson and heat equations on bounded and unbounded domains with smooth boundary with random Dirichlet boundary conditions. The main novelty of this work is a convenient framework for the analysis of such…