Related papers: Differential systems of pure Gaussian type
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We deal with the higher-order fractional Laplacians by two methods: the integral method and the system method. The former depends on the integral equation equivalent to the differential equation. The latter works directly on the…
This paper is devoted to the classification of integrable Davey-Stewartson type equations. A list of potentially deformable dispersionless systems is obtained through the requirement that such systems must be generated by a polynomial…
This paper provides an alternate derivation of the equations used in the GRMHD code of De Villiers and Hawley using Stokes Theorem. This derivation places the published form of the discretized equations of GRMHD in a broader context, and…
We introduce a Gaussian version of the entanglement of formation adapted to bipartite Gaussian states by considering decompositions into pure Gaussian states only. We show that this quantity is an entanglement monotone under Gaussian…
Motivated by a geometric decomposition of the vector field associated with the Gorini-Kossakowski-Lindblad-Sudarshan (GKLS) equation for finite-level open quantum systems, we propose a generalization of the recently introduced contact…
Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…
For hyperbolic first-order systems of linear partial differential equations (master equations), appearing in description of kinetic processes in physics, biology and chemistry we propose a new procedure to obtain their complete closed-form…
We show the equivalence of inverse problems for different dynamical systems and corresponding canonical systems. For canonical system with general Hamiltonian we outline the strategy of studying the dynamic inverse problem and procedure of…
We prove weak-strong uniqueness results for the isentropic compressible Navier-Stokes system on the torus. In other words, we give conditions on a strong solution so that it is unique in a class of weak solutions. Known weak-strong…
We consider non-linear stochastic field equations such as the KPZ equation for deposition and the noise driven Navier-Stokes equation for hydrodynamics. We focus on the Fourier transform of the time dependent two point field correlation,…
We show that the Navier-Stokes as well as a random perturbation of this equation can be derived from a stochastic variational principle where the pressure is introduced as a Lagrange multiplier. Moreover we describe how to obtain…
A high-order quadrature scheme is constructed for the evaluation of Laplace single and double layer potentials and their normal derivatives on smooth surfaces in three dimensions. The construction begins with a harmonic approximation of the…
This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is…
In this paper, we propose a stochastic process, which is a Cox-Ingersoll-Ross process with Hawkes jumps. It can be seen as a generalization of the classical Cox-Ingersoll-Ross process and the classical Hawkes process with exponential…
The purpose of this paper is describe Lagrangian Mechanics for constrained systems on Lie algebroids, a natural framework which covers a wide range of situations (systems on Lie groups, quotients by the action of a Lie group, standard…
We consider finite-dimensional systems of linear stochastic differential equations ${\partial_t}{x_k}\left( t \right) = {A_{kp}}\left( t \right){x_p}\left( t \right)$, ${\bf A}(t)$ being a stationary continuous statistically isotropic…
We introduce the concept of a "transitory" dynamical system---one whose time-dependence is confined to a compact interval---and show how to quantify transport between two-dimensional Lagrangian coherent structures for the Hamiltonian case.…
In this manuscript, we extend Constantin-Iyer's Lagrangian formulation of Navier-Stokes Equation to a wider class of hydrodynamic models. Moreover, we prove that such Lagrangian formulation is naturally derived from a stochastic…
This paper explores the concept of random-time subordination in modelling stock-price dynamics, and We first present results on the Laplace distribution as a Gaussian variance-mixture, in particular a more efficient volatility estimation…