Related papers: A Pseudo-Differential Operator Construction of Mar…
We propose a fast, optimization-free method for learning the transition operators of high-dimensional Markov processes. The central idea is to perform a Galerkin projection of the transition operator to a suitable set of low-order bases…
Consider an elliptic self-adjoint pseudodifferential operator $A$ acting on $m$-columns of half-densities on a closed manifold $M$, whose principal symbol is assumed to have simple eigenvalues. Relying on a basis of pseudodifferential…
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 have studied possible applications of a particular pseudo-differential algebra in singular analysis for the construction of fundamental solutions and Green's functions of a certain class of elliptic partial differential operators. The…
We obtain new semiclassical estimates for pseudodifferential operators with low regular symbols. Such symbols appear naturally in a Cauchy Problem related to recent weak solutions to the unstable Muskat problem constructed via convex…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
A C*algebra A generated by a class of zero-order classical pseudodifferential operator on a cylinder RxB, where B is a compact riemannian manifold, containing operators with periodic symbols, is considered. A description of the K-theory…
We construct a parametrix of a resolvent of elliptic differential operators acting on half-densities on manifolds with ends. The construction is carried out by introducing suitable pseudodifferential operators compatible with the end…
Negative dimensional integration method (NDIM) is revealing itself as a very useful technique for computing Feynman integrals, massless and/or massive, covariant and non-covariant alike. Up to now, however, the illustrative calculations…
A semigroup characterization, or equivalently, a characterization by the generator, is a classical technique used to describe continuous-time nonlinear dynamical systems. In the realm of data-driven learning for an unknown nonlinear system,…
Let $\Gamma$ be a compact group acting on a smooth, compact manifold $M$, let $P \in \psi^m(M; E_0, E_1)$ be a $\Gamma$-invariant, classical pseudodifferential operator acting between sections of two equivariant vector bundles $E_i \to M$,…
We consider two types of multilinear pseudodifferential operators. First, we prove the boundedness of multilinear pseudodifferential operators with symbols which are only measurable in the spatial variables in weighted Lebesgue spaces.…
In the hidden Markov process, there is a possibility that two different transition matrices for hidden and observed variables yield the same stochastic behavior for the observed variables. Since such two transition matrices cannot be…
In this work we characterise the H\"ormander classes $\symbClassOn{m}{\rho}{\delta}{\group,\textnormal{H\"or}}$ on the open manifold $\group = (-1,1)^n$. We show that by endowing the open manifold $\group = (-1,1)^n$ with a group structure,…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
We state and prove here semiclassical results about the construction of asymptotic solutions by the WKB method for pseudo-differential equations of real principal type. It is a Gevrey version; the smooth $C^\infty$ and the analytic ones may…
In this paper we prove sufficient conditions for the Fredholm property of a non-smooth pseudodifferential operator $P$ which symbol is in a H\"older space with respect to the spatial variable. As a main ingredient for the proof we use a…
This paper presents the generalized formulations of fundamental schemes for efficient unconditionally stable implicit finite-difference time-domain (FDTD) methods. The fundamental schemes constitute a family of implicit schemes that feature…
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure diffusive component plus a pure jump Poisson compensated…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…