Related papers: Differential systems of pure Gaussian type
We generalize the classical Lie results on a basis of differential invariants for a one-parameter group of local transformations to the case of arbitrary number of independent and dependent variables. It is proved that if universal…
We identify conditions giving large natural classes of partial differential operators for which it is possible to construct a complete set of Laplace invariants. In order to do that we investigate general properties of differential…
The aim of this paper is to give a new result of the differential Galois theory of linear ordinary differential equations. In particular, we compute differential Galois group for special type non-resonant Fuchsian system.
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
In this paper, we solve Laplace equation analytically by using differential transform method. For this purpose, we consider four models with two Dirichlet and two Neumann boundary conditions and obtain the corresponding exact solutions. The…
The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.
A two-type continuous-state branching process in varying environments is constructed as the pathwise unique solution of a system of stochastic equations driven by time-space noises, where the pathwise uniqueness is derived from a comparison…
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…
In this article we present a Lagrangian representation for evolutionary systems with a Hamiltonian structure determined by a differential-geometric Poisson bracket of the first order associated with metrics of constant curvature.…
In two recent papers necessary and sufficient conditions for a given system of second-order ordinary differential equations to be of Lagrangian form with additional dissipative forces were derived. We point out that these conditions are not…
In this paper we study splittings of a Poisson point process which are equivariant under a conservative transformation. We show that, if the Cartesian powers of this transformation are all ergodic, the only ergodic splitting is the obvious…
Classical Bianchi-Lie, Backlund and Darboux transformations are considered. Their generalizations for the dynamical systems are discussed. For the transformation being the generalization of the normal shift the special class of dynamical…
We consider the St\"ackel transform, also known as the coupling-constant metamorphosis, which under certain conditions turns a Hamiltonian dynamical system into another such system and preserves the Liouville integrability. We show that the…
Different representations of dissipative Hamiltonian and port-Hamiltonian differential-algebraic equations (DAE) systems are presented and compared. Using global geometric and algebraic points of view, translations between the different…
In this paper, we present a new derivative via the Laplace transform. The Laplace transform leads to a natural form of the fractional derivative which is equivalent to a Riemann-Liouville derivative with fixed terminal point. We first…
Employing a phase space which includes the (Riemann-Liouville) fractional derivative of curves evolving on real space, we develop a restricted variational principle for Lagrangian systems yielding the so-called restricted fractional…
We present here an elementary example, for every fixed positive integer $k,$ of a strictly stationary nongaussian stochastic process in discrete time, all of whose $k$-marginals are gaussian.
We present a direct approach to the construction of Lagrangians for a large class of one-dimensional dynamical systems with a simple dependence (monomial or polynomial) on the velocity. We rederive and generalize some recent results and…
The notion of gauge transform has its origin in Physics (Field Theory). In the present note we discuss -- from a purely mathematical perspective -- special gauge transforms of autonomous first order ODE's and their special properties.…