Related papers: The exponential Lie series for continuous semimart…
Let $\omega_\mathfrak{g}$ be a Lie algebra valued differential $1$-form on a manifold $M$ satisfying the structure equations $d \omega_\mathfrak{g} + \frac{1}{2} \omega_\mathfrak{g}\wedge \omega_\mathfrak{g}=0$ where $\mathfrak{g}$ is…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
We construct the exponential map associated to a nonholonomic system that allows us to define an exact discrete nonholonomic constraint submanifold. We reproduce the continuous nonholonomic flow as a discrete flow on this discrete…
We consider smooth area-preserving flows (also known as locally Hamiltonian flows) on surfaces of genus $g\geq 1$ and study ergodic integrals of smooth observables along the flow trajectories. We show that these integrals display a…
We find a wide class of Levy-Loewner evolutions for which the value of integral means beta-spectrum $\beta(q)$ at $q=2$ is the maximal real eigenvalue of a three-diagonal matrix. The second moments of derivatives of corresponding conformal…
We formulate the stochastic differential equations for non-linear hydrodynamic fluctuations. The equations incorporate the random forces through a random stress tensor and random heat flux as in the Landau and Lifshitz theory. However, the…
In the function field setting with a fixed characteristic, it was proven by the second and third authors that the values $\log \big|L\big(\frac12, \chi_D\big)\big|$ as $D$ varies over monic and square-free polynomials are asymptotically…
The theory of differential equations has an arithmetic analogue in which derivatives are replaced by Fermat quotients. One can then ask what is the arithmetic analogue of a linear differential equation. The study of usual linear…
In 1966, Arnold [1] showed that the Lagrangian flow of ideal incompressible fluids (described by Euler equations) coincide with the geodesic flow on the manifold of volume preserving diffeomorphisms of the fluid domain. Arnold's proof and…
We consider linearizations of stochastic differential equations with additive noise using the Karhunen-Lo\`eve expansion. We obtain our linearizations by truncating the expansion and writing the solution as a series of matrix-vector…
The algebraic structure of iterated integrals has been encoded by Chen. Formally, it identifies with the shuffle and Lie calculus of Lyndon, Ree and Sch\"utzenberger. It is mostly incorporated in the modern theory of free Lie algebras.…
After a short review of the classical Lie theorem, a finite dimensional Lie algebra of vector fields is considered and the most general conditions under which the integral curves of one of the fields can be obtained by quadratures in a…
In this paper we discuss Stochastic Differential-Algebraic Equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on index-one SDAEs and their reformulation as ordinary stochastic…
We define and analyse the properties of contact Lie systems, namely systems of first-order differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional Lie algebra of…
In this paper, we incorporate the EMAC formulation into the Ladyzhenskaya model (LM), a large eddy simulation (LES) of incompressible flows. The EMAC formulation, which conserves energy, linear momentum, and angular momentum even with weak…
This paper contributes to the study of relative martingales. Specifically, for a closed random set $H$, they are processes null on $H$ which decompose as $M=m+v$, where $m$ is a c\`adl\`ag uniformly integrable martingale and, $v$ is a…
The Navier Stokes equations (NSEs) are partial differential equations (PDEs) to describe the nonlinear convective motion of fluids and they are computationally expensive to simulate because of their high nonlinearity and variables being…
This paper is concerned with qualitative properties of bounded steady flows of an ideal incompressible fluid with no stagnation point in the two-dimensional plane R^2. We show that any such flow is a shear flow, that is, it is parallel to…
This paper contains a proof of a refined version of Neishtadt's theorem which states that an analytic near-identity map can be approximated by the time-one map of an autonomous flow with exponential accuracy. We provide explicit expressions…
The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linearly and diffusion coefficient obeys the global Lipschitz…