English
Related papers

Related papers: Strictly stationary solutions of spatial ARMA equa…

200 papers

This note provides a simple sufficient condition ensuring that solutions of stochastic delay differential equations (SDDEs) driven by subordinators are non-negative. While, to the best of our knowledge, no simple non-negativity conditions…

Probability · Mathematics 2020-10-19 Mikkel Slot Nielsen , Victor Rohde

We prove the existence and uniqueness of stationary spherically symmetric positive solutions for the Schr\"{o}dinger-Newton model in any space dimension $d$. Our result is based on an analysis of the corresponding system of second order…

Mathematical Physics · Physics 2008-02-13 Philippe Choquard , Joachim Stubbe , Marc Vuffray

We prove the existence of a class of orbitally stable bound state solutions to nonlinear Schr\"odinger equations with super-quadratic confinement in two and three spatial dimensions. These solutions are given by time-dependent rotations of…

Analysis of PDEs · Mathematics 2024-11-28 Irina Nenciu , Xiaoan Shen , Christof Sparber

We study a class of scalar field models coupled to impurities in arbitrary spacetime dimensions. The system admits the introduction of a second-order tensor that can be forced to obey an equality, if a first-order differential equation is…

High Energy Physics - Theory · Physics 2025-03-14 D. Bazeia , M. A. Marques , R. Menezes

We study global aspects of complete, non-singular asymptotically locally AdS spacetimes solving the vacuum Einstein equations whose conformal infinity is an arbitrary globally stationary spacetime. It is proved that any such solution which…

High Energy Physics - Theory · Physics 2009-11-11 Michael T. Anderson

We introduce the concept of local dyadic stationarity, to account for non-stationary time series, within the framework of Walsh-Fourier analysis. We define and study the time varying dyadic ARMA models (tvDARMA). It is proven that the…

Statistics Theory · Mathematics 2016-11-08 Theodoros Moysiadis , Konstantinos Fokianos

Here we develop a first order autoregressive model {Xn} that is marginally stationary where Xn is the sum/ extreme of k i.i.d observations. We prove that stationary solutions to these models are either semi-selfdecomposable/…

Probability · Mathematics 2007-05-23 S Satheesh , E Sandhya , S Sherly

Two-dimensional (2-D) autoregressive moving average (ARMA) models are commonly applied to describe real-world image data, usually assuming Gaussian or symmetric noise. However, real-world data often present non-Gaussian signals, with…

Methodology · Statistics 2022-08-09 B. G. Palm , F. M. Bayer , R. J. Cintra

We develop an algebraic approach to studying the spectral properties of the stationary Schr\"odinger equation in one dimension based on its high order conditional symmetries. This approach makes it possible to obtain in explicit form…

High Energy Physics - Theory · Physics 2009-10-30 R. Z. Zhdanov

We present new approaches for solving constrained multicomponent nonlinear Schr\"odinger equations in arbitrary dimensions. The idea is to introduce an artificial time and solve an extended damped second order dynamic system whose…

Computational Physics · Physics 2021-06-16 M Gulliksson , M Ogren

Harmonic coordinate conditions in stationary asymptotically flat spacetimes with matter sources have more than one solution. The solutions depend on the degree of smoothness of the metric and its first derivatives, which we wish to impose…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Jiri Bicak , Joseph Katz

The autoregressive moving average (ARMA) model takes the significant position in time series analysis for a wide-sense stationary time series. The difference operator and seasonal difference operator, which are bases of ARIMA and SARIMA…

Applications · Statistics 2021-03-03 Shixiong Wang , Chongshou Li , Andrew Lim

A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…

Analysis of PDEs · Mathematics 2021-10-29 Szymon Cygan , Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Statistics Theory · Mathematics 2021-05-14 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta

A procedure of solving nonstationary Schredinger equations in the exact analytic form is elaborated on the basis of exactly solvable stationary models. The exact solutions are employed to study the nonadiabatic geometric phase.

Quantum Physics · Physics 2007-05-23 A. A. Suzko , E. P. Velicheva

The existence of stationary solutions to the Einstein-Vlasov system which are axially symmetric and have non-zero total angular momentum is shown. This provides mathematical models for rotating, general relativistic and asymptotically flat…

General Relativity and Quantum Cosmology · Physics 2015-06-12 Håkan Andréasson , Markus Kunze , Gerhard Rein

An almost-stationary gauge condition is proposed with a view to Numerical Relativity applications. The time lines are defined as the integral curves of the timelike solutions of the harmonic almost-Killing equation. This vector equation is…

General Relativity and Quantum Cosmology · Physics 2009-11-11 C. Bona , J. Carot , C. Palenzuela-Luque

This paper examines impulsive non-autonomous systems with grazing periodic solutions. Surfaces of discontinuity and impact functions of the systems are not depending on the time variable. That is, we can say that the impact conditions are…

Adaptation and Self-Organizing Systems · Physics 2017-03-08 Marat Akhmet , Aysegul Kivilcim

We consider an inviscid stochastically forced dyadic model, where the additive noise acts only on the first component. We prove that a strong solution for this problem exists and is unique by means of uniform energy estimates. Moreover, we…

Probability · Mathematics 2015-11-09 Luisa Andreis , David Barbato , Francesca Collet , Marco Formentin , Luigi Provenzano

We establish the existence of infinitely many global and stationary solutions in $C(\mathbb{R};C^{\vartheta})$ space for some $\vartheta>0$ to the three dimensional Euler equations driven by an additive noise. The result is based on a new…

Probability · Mathematics 2025-05-20 Lin Lü , Rongchan Zhu