Related papers: Integrability of (non-)linear rough differential e…
We classify integrable Hamiltonian equations in 3D with the Hamiltonian operator d/dx, where the Hamiltonian density h(u, w) is a function of two variables: dependent variable u and the non-locality w such that w_x=u_y. Based on the method…
Integrable and non-integrable systems have very different transport properties. In this work, we highlight these differences for specific one dimensional models of interacting lattice fermions using numerical exact diagonalization. We…
A linear irreversible thermodynamic framework of heat conduction in rigid conductors is introduced. The deviation from local equilibrium is characterized by a single internal variable and a current intensity factor. A general constitutive…
We consider rough differential equations whose coefficients contain path-dependent bounded variation terms and prove the existence and a priori estimate of solutions. These equations include classical path-dependent SDEs containing running…
New classes of stochastic differential equations can now be studied using rough path theory (e.g. Lyons et al. [LCL07] or Friz--Hairer [FH14]). In this paper we investigate, from a numerical analysis point of view, stochastic differential…
This is the first in a series Of papers in which we initiate the study Of very rough solutions to the initial value problem for the Einstein Vacuum equations expressed relative to wave coordinates. By very rough we mean solutions which…
We establish the existence of solutions to path-dependent rough differential equations with non-anticipative coefficients. Regularity assumptions on the coefficients are formulated in terms of horizontal and vertical derivatives.
The fully-implicit time discretization (i.e. the backward Euler formula) is applied to compressible nonlinear dynamical models of thermo-viscoelastic solids in the Eulerian description, i.e. in the actual deforming configuration, formulated…
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr.…
The stack of iterated integrals of a path is embedded in a larger algebraic structure where iterated integrals are indexed by decorated rooted trees and where an extended Chen's multiplicative property involves the D\"urr-Connes-Kreimer…
Surface roughness influences turbulent boundary layers (TBLs) primarily through the roughness function $\Delta U^+$ and the equivalent sand-grain roughness height \(k_s\). Direct determination of \(k_s\) typically requires detailed velocity…
Studies of density matrices for random quantum states lead naturally to the fixed trace Laguerre ensemble in random matrix theory. Previous studies have uncovered explicit rational function formulas for moments of purity statistic (trace of…
We point out the relevance of the Differential Galois Theory of linear differential equations for the exact semiclassical computations in path integrals in quantum mechanics. The main tool will be a necessary condition for complete…
This paper develops robust inference methods for predictive regressions that address key challenges posed by endogenously persistent or heavy-tailed regressors, as well as persistent volatility in errors. Building on the Cauchy estimation…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
In this paper, a class of reflected generalized backward doubly stochastic differential equations (reflected GBDSDEs in short) driven by Teugels martingales associated with L\'{e}vy process and the integral with respect to an adapted…
We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in $\mathbb{R}^2$. These equations can be seen as a sub-Riemannian counterpart…
We investigate rough differential equations with a time-dependent reflecting lower barrier, where both the driving (rough) path and the barrier itself may have jumps. Assuming the driving signals allow for Young integration, we provide…
We provide a concise introduction to the symmetry approach to integrability. Some results on integrable evolution and systems of evolution equations are reviewed. Quasi-local recursion and Hamiltonian operators are discussed. We further…
We investigate the integrability of Nonlinear Partial Differential Equations (NPDEs). The concepts are developed by firstly discussing the integrability of the KdV equation. We proceed by generalizing the ideas introduced for the KdV…