Related papers: Generalizing the Markov and covariance interpolati…
A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…
Three boundary Nevanlinna-Pick interpolation problems at finitely many points are formulated for generalized Schur functions. For each problem, the set of all solutions is parametrized in terms of a linear fractional transformation with a…
A \Riesz-basis sequence for $L_2[-\pi,\pi]$ is a strictly increasing sequence $X:=(x_j)_{j\in\mathbb{Z}}$ in $\mathbb{R}$ such that the set of functions $\left(e^{-ix_j(\cdot)}\right)_{j\in\mathbb{Z}}$ is a Riesz basis for $L_2[-\pi,\pi]$.…
We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…
We study the propagation of waves across fixed mesh refinement boundaries in linear and nonlinear model equations in 1--D and 2--D, and in the 3--D Einstein equations of general relativity. We demonstrate that using linear interpolation to…
In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…
We investigate stochastic interpolation, a recently introduced framework for high dimensional sampling which bears many similarities to diffusion modeling. Stochastic interpolation generates a data sample by first randomly initializing a…
In this paper intermodal modulational instability (IM-MI) is analyzed in a multimode fiber where several spatial and polarization modes propagate. The coupled nonlinear Schr\"{o}dinger equations describing the modal evolution in the fiber…
This article pertains to interpolation of Sobolev functions at shrinking lattices $h\mathbb{Z}^d$ from $L_p$ shift-invariant spaces associated with cardinal functions related to general multiquadrics,…
The analytical method of solving the boundary problems for a system of equations describing the behaviour of electrons and an electric field in the Maxwell plasma half-space is developed. Here the diffusion reflection of electrons from the…
This paper examines the wavelet multiplicity function. An explicit formula for the multiplicity function is derived. An application to operator interpolation is then presented. We conclude with several remarks regarding the wavelet…
We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…
We treat the optimal linear filtering problem for a sum of two second order uncorrelated generalized stochastic processes. This is an operator equation involving covariance operators. We study both the wide-sense stationary case and the…
We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
A simple approach to the many-polaron problem for both weak and intermediate electron-phonon coupling and valid for densities much smaller than those typical of metals is presented. Within the model the total energy, the collective modes…
An asymptotic investigation of monochromatic electromagnetic fields in a layered periodic medium is carried out under the assumption that the wave frequency is close to the frequency of a stationary point of the dispersion surface. We find…
We present and discuss a general density-matrix description of energy-dissipation and decoherence phenomena in open quantum systems, able to overcome the intrinsic limitations of the conventional Markov approximation. In particular, the…
Novel analytic solutions are derived for integrals that involve the generalized Marcum Q-function, exponential functions and arbitrary powers. Simple closed-form expressions are also derived for the specific cases of the generic integrals.…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…