Related papers: Differential systems of pure Gaussian type
Differential systems of pure Gaussian type are examples of D-modules on the complex projective line with an irregular singularity at infinity, and as such are subject to the Stokes phenomenon. We employ the theory of enhanced ind-sheaves…
Inspired by Gromov's partial differential relations, we introduce a notion of differential transmutation, which allows to transfer some local properties of solutions of a PDE to solutions of another PDE, in particular local solvability,…
We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.
The purpose of this note is to provide an alternative proof of two quadratic transformation formulas contiguous to that of Gauss using a differential equation approach.
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
A variational proof is provided of the existence and uniqueness of evolutions of regular Lagrangian systems.
We consider the generalization of Laplace invariants to linear differential systems of arbitrary rank and dimension. We discuss completeness of certain subsets of invariants.
We give a new procedure for generalized factorization and construction of the complete solution of strictly hyperbolic linear partial differential equations or strictly hyperbolic systems of such equations in the plane. This procedure…
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…
We propose a novel deep learning paradigm of differential flows that learn a stochastic differential equation transformations of inputs prior to a standard classification or regression function. The key property of differential Gaussian…
Recent advances in learning techniques have enabled the modelling of dynamical systems for scientific and engineering applications directly from data. However, in many contexts explicit data collection is expensive and learning algorithms…
In this paper we consider the transport--Stokes system, which describes the sedimentation of particles in a viscous fluid in inertialess regime. We show existence of Lagrangian solutions to the Cauchy problem with $L^1$ initial data. We…
We prove existence and uniqueness of global in time weak solutions for the Stokes system for compressible fluids with a general, non-monotone pressure. We construct the solution at the level of Lagrangian formulation and then define the…
In this paper we investigate overdetermined systems of scalar PDEs on the plane with one common characteristic, whose general solution depends on 1 function of 1 variable. We describe linearization of such systems and their integration via…
To characterize Navier-Stokes type equations where the Laplacian is extended to a singular second order differential operator, we propose a class of SDEs depending on the distribution in future. The well-posedness and regularity estimates…
We present a theory of entanglement transformations of Gaussian pure states with local Gaussian operations and classical communication. This is the experimentally accessible set of operations that can be realized with optical elements such…
We present a variational formulation for the Navier-Stokes-Fourier system based on a free energy Lagrangian. This formulation is a systematic infinite dimensional extension of the variational approach to the thermodynamics of discrete…
In this short note, we present few results on the use of the discrete Laplace transform in solving first and second order initial value problems of discrete differential equations.
The conserved densities of hydrodynamic type system in Riemann invariants satisfy a system of linear second order partial differential equations. For linear systems of this type Darboux introduced Laplace transformations, generalising the…
We prove that the Navier-Stokes, the Euler and the Stokes equations admit a Lagrangian structure using the stochastic embedding of Lagrangian systems. These equations coincide with extremals of an explicit stochastic Lagrangian functional,…