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We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…

Optimization and Control · Mathematics 2021-02-25 Stephan Gerster

We prove that the stochastic differential equation $$ Y_{s,t}(x) = Y_{s,s}(x) + \int_0^{t-s} f(Y_{s,s+u}(x)) dX_{s+u}, Y_{s,s}(x)=x\in\R^d. $$ driven by a L\'evy process whose paths have finite p-variation almost surely for some $p\in[1,2)$…

Probability · Mathematics 2007-05-23 David R. E. Williams

This notebook tutorial demonstrates a method for sampling Boltzmann distributions of lattice field theories using a class of machine learning models known as normalizing flows. The ideas and approaches proposed in arXiv:1904.12072,…

The Ward-Takahashi (WT) identities for incompressible flow implied by Galilean invariance are derived for the randomly forced Navier-Stokes equation (NSE), in which both the mean and fluctuating velocity components are explicitly present.…

Statistical Mechanics · Physics 2007-05-23 Arjun Berera , David Hochberg

In this paper we consider the It\^o SDE $$d X_t=d W_t+b(t,X_t)\,d t, \quad X_0=x\in {\mathbb R}^d,$$ where $W_t$ is a $d$-dimensional standard Wiener process and the drift coefficient $b:[0,T]\times{\mathbb R}^d\to{\mathbb R}^d$ belongs to…

Probability · Mathematics 2016-05-12 Dejun Luo

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…

Machine Learning · Computer Science 2018-10-16 Pashupati Hegde , Markus Heinonen , Harri Lähdesmäki , Samuel Kaski

In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable…

Analysis of PDEs · Mathematics 2019-09-27 Mohamed Amine Kerker

This paper introduces Tensor Gauge Flow Models, a new class of Generative Flow Models that generalize Gauge Flow Models and Higher Gauge Flow Models by incorporating higher-order Tensor Gauge Fields into the Flow Equation. This extension…

Machine Learning · Computer Science 2025-11-25 Alexander Strunk , Roland Assam

We obtain limit theorems (Stable Laws and Central Limit Theorems, both Gaussian and non-Gaussian) and thermodynamic properties for a class of non-uniformly hyperbolic flows: almost Anosov flows, constructed here. The proofs of the limit…

Dynamical Systems · Mathematics 2020-03-24 Henk Bruin , Dalia Terhesiu , Mike Todd

Streams, or infinite sequences, are infinite objects of a very simple type, yet they have a rich theory partly due to their ubiquity in mathematics and computer science. Stream differential equations are a coinductive method for specifying…

Logic in Computer Science · Computer Science 2019-03-14 Helle Hvid Hansen , Clemens Kupke , Jan Rutten

A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…

Geophysics · Physics 2017-05-31 Valentin Resseguier , Etienne Mémin , Bertrand Chapron

Stochastic flows generated by reflected SDEs in a half-plane with an additive diffusion term are considered. A derivative in the initial data is represented a.s. as an infinite product of matrices. We use this representation and construct…

Probability · Mathematics 2012-12-21 Andrey Pilipenko

This paper is a review on recently found connection between geodesically equivalent metrics and integrable geodesic flows. Suppose two different metrics on one manifold have the same geodesics. We show that then the geodesic flows of these…

Differential Geometry · Mathematics 2011-08-08 Vladimir S. Matveev , Petar J. Topalov

The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…

Probability · Mathematics 2024-03-11 M. B. Vovchanskyi

Scale separation is an important physical principle that has previously enabled algorithmic advances such as multigrid solvers. Previous work on normalizing flows has been able to utilize scale separation in the context of scalar field…

These expository notes address certain stationary and ergodic properties of the equations of fluid dynamics subject to a spatially degenerate (i.e. frequency localized), white in time gaussian forcing. In order to provide an accessible…

Probability · Mathematics 2014-11-03 Nathan Glatt-Holtz

We introduce a generalization of the notion of Anosov representations by restricting to invariant closed geodesic subflows. Examples of such representations include many non-discrete representations with good geometric properties, such as…

Differential Geometry · Mathematics 2023-03-20 Tianqi Wang

We develop a new method for proving that a flow has the so-called strong convolution singularity property, i.e. the Gaussian system induced by its (reduced) maximal spectral type has simple spectrum. We use these methods to give examples of…

Dynamical Systems · Mathematics 2013-01-28 Joanna Kułaga-Przymus

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth;…

Probability · Mathematics 2010-01-19 Shizan Fang , Dejun Luo , Anto Thalmaier

We combine Gromov's amenable localization technique with the Poincar\'{e} duality to study the traversally generic vector flows on smooth compact manifolds $X$ with boundary. Such flows generate well-understood stratifications of $X$ by the…

Geometric Topology · Mathematics 2015-11-24 Gabriel Katz