Related papers: Differential systems of pure Gaussian type
Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence…
A formal methodology for developing variational principles corresponding to a given nonlinear PDE system is discussed. The scheme is demonstrated in the context of the incompressible Navier-Stokes equations, systems of first-order…
Systems of differential equations with state-dependent delay are considered. The delay dynamically depends on the state i.e. is governed by an additional differential equation. By applying the time transformations we arrive to constant…
A simple variational Lagrangian is proposed for the time development of an arbitrary density matrix, employing the "factorization" of the density. Only the "kinetic energy" appears in the Lagrangian. The formalism applies to pure and mixed…
We tackle the modeling of threshold exceedances in asymptotically independent stochastic processes by constructions based on Laplace random fields. These are defined as Gaussian random fields scaled with a stochastic variable following an…
We propose a transfer principle to study the adapted 2-Wasserstein distance between stochastic processes. First, we obtain an explicit formula for the distance between real-valued mean-square continuous Gaussian processes by introducing the…
We discuss two generalizations of the inverse problem of the calculus of variations, one in which a given mechanical system can be brought into the form of Lagrangian equations with non-conservative forces of a generalized Rayleigh…
This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…
We formulate a coherent approach to signals and systems theory on time scales. The two derivatives from the time-scale calculus are used, i.e., nabla (forward) and delta (backward), and the corresponding eigenfunctions, the so-called nabla…
In this paper we study the homogenization of unsteady Stokes type equations in the periodic setting. The usual Laplace operator involved in the classical Stokes equations is here replaced by a linear elliptic differential operator of…
We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
We present the results of a study of the gauge dependence of spacetime perturbations. In particular, we consider gauge invariance in general, we give a generating formula for gauge transformations to an arbitrary order n, and explicit…
We study the Stokes phenomenon for the solutions of general homogeneous linear moment partial differential equations with constant coefficients in two complex variables under condition that the Cauchy data are holomorphic on the complex…
We express discrete Painlev\'e equations as discrete Hamiltonian systems. The discrete Hamiltonian systems here mean the canonical transformations defined by generating functions. Our construction relies on the classification of the…
We are able to derive the equations of motion for forced mechanical systems in a purely variational setting, both in the context of Lagrangian or Hamiltonian mechanics, by duplicating the variables of the system as introduced by Galley…
This article is the first in a series of papers on the analysis of a basic model for fluid vesicle dynamics. There are two variants of this model, a parabolic one decribing purely relaxational dynamics and a non-parabolic one containing the…
We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…
Extensive N-body simulations are among the key means for the study of numerous astrophysical and cosmological phenomena, so various schemes are developed for possibly higher accuracy computations. We demonstrate the principal possibility…
For a wide class of polynomially nonlinear systems of partial differential equations we suggest an algorithmic approach to the s(trong)-consistency analysis of their finite difference approximations on Cartesian grids. First we apply the…