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A new important relation between fluid mechanics and differential geometry is established. We study smooth steady solutions to the Euler equations with the additional property: the velocity vector is orthogonal to the gradient of the…

Mathematical Physics · Physics 2023-02-14 Vladimir Yu. Rovenski , Vladimir A. Sharafutdinov

The Hamiltonian dynamics of a compressible inviscid fluid is formulated as a gauge theory. The idea of gauge equivalence is exploited to unify the study of apparantly distinct physical problems and solutions of new models can be generated…

High Energy Physics - Theory · Physics 2007-05-23 Subir Ghosh

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

We review the construction of flows associated to Tanaka's SDE from [9] and give an easy proof of the classification of these flows by means of probability measures on [0, 1]. Our arguments also simplify some proofs in the subsequent papers…

Probability · Mathematics 2015-01-14 Hatem Hajri

Given a $C^{1+\beta}$ flow $\varphi$ with positive speed on a closed smooth Riemannian manifold, we code two homoclinically related $\varphi$-invariant probabilities by an irreducible countable topological Markov flow. As an application, we…

Dynamical Systems · Mathematics 2024-09-19 Yuri Lima , Mauricio Poletti

A new infinitesimal characterization of completely positive but not necessarily homomorphic Markov flows from a C^*-algebra to bounded operators on the boson Fock space over L^2(R) is given. Contrarily to previous characterizations, based…

Quantum Physics · Physics 2007-05-23 L. Accardi , S. V. Kozyrev

For a superprocess under a stochastic flow, we prove that it has a density with respect to the Lebesgue measure for d=1 and is singular for d>1. For d=1, a stochastic partial differential equation is derived for the density. The regularity…

Probability · Mathematics 2015-06-26 Kijung Lee , Carl Mueller , Jei Xiong

We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…

Probability · Mathematics 2013-04-25 Huaiqian Li , Dejun Luo

We use the vorticity transportation equation as the start point--with the help of stream function for two-dimensional planar incompressible flows--to obtain exact solutions that characterize evolution and dynamics of the flows. These…

Mathematical Physics · Physics 2018-09-18 Lang Xia

The Lie point symmetries and corresponding invariant solutions are obtained for a Gaussian, irrotational, compressible fluid flow. A supersymmetric extension of this model is then formulated through the use of a superspace and superfield…

Mathematical Physics · Physics 2009-11-13 A. M. Grundland , A. J. Hariton

The paper generalizes the construction by stochastic flows of consistent utility processes introduced by M. Mrad and N. El Karoui in (2010). The utilities random fields are defined from a general class of processes denoted by $\GX$. Making…

Computational Finance · Quantitative Finance 2013-04-08 N. El Karoui , Mohamed M'Rad

We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution itself,and driven by a Poisson point measure with the…

Probability · Mathematics 2021-05-27 Aurélien Alfonsi , Vlad Bally

The fluid models mentioned in the title are classified. All characteristics of the fluid are expressed through a master potential, satisfying an ordinary second order differential equation. Different constraints are imposed on this core of…

General Relativity and Quantum Cosmology · Physics 2015-05-27 B. V. Ivanov

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

Existence and uniqueness of global in time measure solution for the multidimensional aggregation equation is analyzed. Such a system can be written as a continuity equation with a velocity field computed through a self-consistent…

Analysis of PDEs · Mathematics 2025-05-16 José Antonio Carrillo , Francois James , Frédéric Lagoutière , Nicolas Vauchelet

In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms \[\mathbb{R}^d\ni x\quad\longmapsto\quad\phi_{s,t}(x)\in \mathbb{R}^d,\qquad s,t\in\mathbb{R}\] for a stochastic differential equation (SDE) of the…

Probability · Mathematics 2015-06-30 Salah-Eldin A. Mohammed , Torstein K. Nilssen , Frank N. Proske

Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation $$\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2}…

Probability · Mathematics 2016-11-08 Oleg Butkovsky , Leonid Mytnik

We introduce a flow condition on open graph states (graph states with inputs and outputs) which guarantees globally deterministic behavior of a class of measurement patterns defined over them. Dependent Pauli corrections are derived for all…

Quantum Physics · Physics 2009-11-11 Vincent Danos , Elham Kashefi

To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, K\"ohler and No\'e introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic…

Machine Learning · Computer Science 2022-12-02 Paul Hagemann , Johannes Hertrich , Gabriele Steidl

In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of…

Probability · Mathematics 2010-05-27 M. Hairer , A. M. Stuart , J. Voss , P. Wiberg