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In this paper we suggest two continuous-time models which exhibit an autoregressive structure. We obtain existence and uniqueness results and study the structure of the solution processes. One of the models, which corresponds to general…
Stability of spatially inhomogeneous solutions to the Vlasov equation is investigated for the Hamiltonian mean-field model to provide the spectral stability criterion and the formal stability criterion in the form of necessary and…
We present a new approach for search of coexisting classes of localised modes admitted by the repulsive (defocusing) scalar or vector nonlinear Schr\"odinger-type equations. The approach is based on the observation that generic solutions of…
A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…
We investigate two-dimensional neural fields as a model of the dynamics of macroscopic activations in a cortex-like neural system. While the one-dimensional case has been treated comprehensively by Amari 30 years ago, two-dimensional neural…
The time-dependent Schrodinger equation is solved for two model problems for a non-Hermitian quantum system.A simple matrix model system is used to examine two critical problems for these systems: complex and non-observable energies and…
In two dimensions, we show existence of solutions to the stationary Navier Stokes equations on weighted spaces $\mathbf{H}^1_0(\omega,\Omega) \times L^2(\omega,\Omega)$, where the weight belongs to the Muckenhoupt class $A_2$. We show how…
One-dimensional stochastic differential equations with additive L\'evy noise are considered. Conditions for existence and uniqueness of a strong solution are obtained. In particular, if the noise is a L\'evy symmetric stable process with…
We subject the stationary solutions of inviscid and axially symmetric rotational accretion to a time-dependent radial perturbation, which includes nonlinearity to any arbitrary order. Regardless of the order of nonlinearity, the equation of…
This paper establishes the conditions of existence of a stationary solution to the first order autoregressive equation on a plane as well as properties of the stationarity solution. The first-order autoregressive model on a plane is defined…
The Primitive Equations are a basic model in the study of large scale Oceanic and Atmospheric dynamics. These systems form the analytical core of the most advanced General Circulation Models. For this reason and due to their challenging…
Smooth transition autoregressive models are widely used to capture nonlinearities in univariate and multivariate time series. Existence of stationary solution is typically assumed, implicitly or explicitly. In this paper we describe…
The object of this paper is to study the asymptotic dependence structure of the linear time series models with infinitely divisible innovations by the use of their characteristic functions. Autoregressive moving-average (ARMA) models and…
We prove some existence (and sometimes also uniqueness) of weak solutions to some stationary equations associated to the complex Schr\''{o}dinger operator under the presence of a singular nonlinear term. Among other new facts, with respect…
This paper presents a robust non-linear state estimator for autonomous surface vehicles, where the movement is restricted to the horizontal plane. It is assumed that only the vehicle position and orientation can be measured, being the…
Stationarity is a very general, qualitative assumption, that can be assessed on the basis of application specifics. It is thus a rather attractive assumption to base statistical analysis on, especially for problems for which less general…
The diffusion equation is extended by including spatial-temporal memory in such a manner that the conservation of the concentration is maintained. The additional memory term gives rise to the formation of non-trivial stationary solutions.…
Closure modeling - the statistical modeling of missing dynamics in the natural sciences and engineering - is a growing and active area of research. Existing methods for closure modeling are often computationally prohibitive, lack…
We study the stochastic nonlinear Schroedinger equations with linear multiplicative noise, particularly in the defocusing mass-critical and energy-critical cases. For general initial data, we prove the global existence and uniqueness of…
We study the existence of stationary solutions of the Vlasov-Poisson system with finite radius and finite mass in the stellar dynamics case. So far, the existence of such solutions is known only under the assumption of spherical symmetry.…