Related papers: The exponential Lie series for continuous semimart…
In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flowmap of the stochastic differential equation in terms of…
For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…
We present Lie group integrators for nonlinear stochastic differential equations with non-commutative vector fields whose solution evolves on a smooth finite dimensional manifold. Given a Lie group action that generates transport along the…
We study solutions to nonlinear stochastic differential systems driven by a multi-dimensional Wiener process. A useful algorithm for strongly simulating such stochastic systems is the Castell--Gaines method, which is based on the…
Continuous normalizing flows are known to be highly expressive and flexible, which allows for easier incorporation of large symmetries and makes them a powerful computational tool for lattice field theories. Building on previous work, we…
A stochastic Lie system on a manifold $M$ is a stochastic differential equation whose dynamics is described by a linear combination with functions depending on $\mathbb{R}^\ell$-valued semi-martigales of vector fields on $M$ spanning a…
It is well-known that the flows generated by two smooth vector fields commute, if the Lie bracket of these vector fields vanishes. This assertion is known to extend to Lipschitz continuous vector fields, up to interpreting the vanishing of…
The anelastic and pseudo-incompressible equations are two well-known soundproof approximations of compressible flows useful for both theoretical and numerical analysis in meteorology, atmospheric science, and ocean studies. In this paper,…
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the…
Flow Matching (FM) is a recent generative modelling technique: we aim to learn how to sample from distribution $\mathfrak{X}_1$ by flowing samples from some distribution $\mathfrak{X}_0$ that is easy to sample from. The key trick is that…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
In this paper, we establish the law of the iterated logarithm for a wide class of non-stationary, continuous-time Markov processes evolving on Polish spaces. Specifically, our result applies to certain additive functionals of processes…
Through the asymptotic expansion, the large-time behavior of the incompressible Navier-Stokes flow in $n$-dimensional whole space is drawn. In particular, the logarithmic evolution included in the flow velocity is the focus of attention.…
A Lie system is the non-autonomous system of differential equations describing the integral curves of a non-autonomous vector field taking values in a finite-dimensional Lie algebra of vector fields, a so-called Vessiot--Guldberg Lie…
The full Kostant--Toda hierarchy on a semisimple Lie algebra is a system of Lax equations, in which the flows are determined by the gradients of the Chevalley invariants.This paper is concerned with the full Kostant--Toda hierarchy on the…
A stratified Lie system is a nonautonomous system of first-order ordinary differential equations on a manifold $M$ described by a $t$-dependent vector field $X=\sum_{\alpha=1}^rg_\alpha X_\alpha$, where $X_1,\ldots,X_r$ are vector fields on…
We consider the GUE minor process, where a sequence of GUE matrices is drawn from the corner of a doubly infinite array of i.i.d. standard normal variables subject to the symmetry constraint. From each matrix, we take its largest…
The exponential map that characterises the flows of vector fields is the key in understanding the basic structural attributes of control systems in geometric control theory. However, this map does not exists due to the lack of completeness…
In this paper we present the theorem on Lie integrability by quadratures for time-independent Hamiltonian systems on symplectic and contact manifolds, and for time-dependent Hamiltonian systems on cosymplectic and cocontact manifolds. We…
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 $p\in[1,2)$…