Related papers: The exponential Lie series for continuous semimart…
We suggest an extension of a certain logarithm of the total Johnson map in terms of solvable Lie groups. Here, the domain of the map is extended to a subset consisting of exponential solvable elements in the mapping class group of a…
A mathematical model for description of the viscous fingering induced by a chemical reaction is under study. This complicated five-component model is reduced to a three-component diffusive Lotka-Volterra system with convection by…
Stochastic exponentials are defined for semimartingales on stochastic intervals, and stochastic logarithms are defined for semimartingales, up to the first time the semimartingale hits zero continuously. In the case of (nonnegative) local…
This paper introduces a new method to build linear flows, by taking the exponential of a linear transformation. This linear transformation does not need to be invertible itself, and the exponential has the following desirable properties: it…
Time-fractional telegraph equations provide fundamental mathematical models for transport processes that exhibit memory and nonlocal effects in industrial and physical systems. These models arise naturally in heat transport in materials…
A Lie system is a nonautonomous system of first-order differential equations possessing a superposition rule, i.e. a map expressing its general solution in terms of a generic finite family of particular solutions and some constants.…
We propose a general framework to extend Flow Matching to homogeneous spaces, i.e. quotients of Lie groups. Our approach reformulates the problem as a flow matching task on the underlying Lie group by lifting the data distributions. This…
We prove the Paquette-Zeitouni law of fractional logarithm (LFL) for the extreme eigenvalues [arXiv:1505.05627] in full generality, and thereby verify a conjecture from [arXiv:1505.05627]. Our result holds for any Wigner minor process and…
This paper proves a version for stochastic differential equations of the Lie-Scheffers Theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution…
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…
Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…
We study operator-splitting schemes for approximating Koopman generators of linear semigroups induced by nonlinear flows, a framework originating with Dorroh and Neuberger. Building on ideas of Lie, Kowalewski, and Gr\"{o}bner, we analyze…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
Consider a set of single-input, single-output nonlinear systems whose input-output maps are described only in terms of convergent Chen-Fliess series without any assumption that finite dimensional state space models are available. It is…
We consider a linear elliptic system in divergence form with random coefficients and study the random fluctuations of large-scale averages of the field and the flux of the solution operator. In the context of the random conductance model,…
We give a review of the systematic construction of hierarchies of soliton flows and integrable elliptic equations associated to a complex semi-simple Lie algebra and finite order automorphisms. For example, the non-linear Schr\"odinger…
A Lie-Hamilton system is a nonautonomous system of first-order ordinary differential equations describing the integral curves of a $t$-dependent vector field taking values in a finite-dimensional real Lie algebra of Hamiltonian vector…
A family of exponential martingales of a stochastic Laplacian growth problem is proposed. Stochastic Laplacian growth describes a regularized interface dynamics in a two-fluid system, where the viscous fluid is incompressible at a large…
We formulate the notion of continuous evolution algebra in terms of differentiable matrix-valued functions, to then study those such algebras arising as solutions of ODE problems. Given their dependence on natural bases, matrix Lie groups…
A Lie system is a system of first-order differential equations admitting a superposition rule, i.e., a map that expresses its general solution in terms of a generic family of particular solutions and certain constants. In this work, we use…