Related papers: Estimates for Kantorovich functionals between solu…
This paper presents a scalable tensor-based approach to computing controllability and observability-type energy functions for nonlinear dynamical systems with polynomial drift and linear input and output maps. Using Kronecker product…
This article is devoted to the stochastic anticipating equations with the extended stochastic integral with respect to the Gaussian processes of a special type. In the particular cases the solutions of such an equations are the well-known…
In this paper we introduce and study a new sequence of positive linear operators acting on function spaces defined on a convex compact subset. Their construction depends on a given Markov operator, a positive real number and a sequence of…
We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…
We propose a functional calculus which allows one to apply functions to the matrix anti-commutator/commutator operator. The calculus is introduced in a straightforward manner if the operators act on symmetric matrices, and it leads to a…
In this paper, the problem of the order of approximation for the multivariate sampling Kantorovich operators is studied. The cases of the uniform approximation for uniformly continuous and bounded functions/signals belonging to Lipschitz…
This paper establishes Fokker-Planck-Kolmogorov type equations for time-changed Gaussian processes. Examples include those equations for a time-changed fractional Brownian motion with time-dependent Hurst parameter and for a time-changed…
Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…
In the present paper, a stochastic Taylor expansion of some functional applied to the solution process of an It\^o or Stratonovich stochastic differential equation with a multi-dimensional driving Wiener process is given. Therefore, the…
We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein $\mathcal{W}_2$ distance. Finally,…
We study uniqueness of flows of probability measures solving the Cauchy problem for nonlinear Fokker-Planck-Kolmogorov equation with unbounded coefficients. Sufficient conditions for uniqueness are indicated and examples of non-uniqueness…
We prove logarithmic Sobolev inequalities on higher-dimensional bounded smooth domains based on novel Gagliardo-Nirenberg type interpolation inequalities. Moreover, we use them to address the long-time dynamics of some nonlinear nonlocal…
This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…
A possible approach to description of the non equilibrium system has been proposed. Based on the Fokker-Plank equation in term of energy for non equilibrium distribution function of macroscopical system was obtained the stationary solution…
It is well-known that the existence of traveling wave solutions for reaction-diffusion partial differential equations can be proved by showing the existence of certain heteroclinic orbits for related autonomous planar differential…
We prove sharp two-sided estimates of the fundamental solution to the fractional Kolmogorov equation in $\mathbb{R}\times \mathbb{R}$ using Fourier methods. Additionally, we provide an explicit form of the fundamental solution in case of…
We will show that the same type of estimates known for the fundamental solutions for scalar parabolic equations with smooth enough coefficients hold for the first order derivatives of fundamental solution with respect to space variables of…
The aim of this paper is to prove that the well known non solvable Mizohata type partial differential equations have Colombeau generalized solutions which are distributions if and only if they are solv- able in the space of Schwartz…
In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…
An analytical approach to the one-dimensional spinless Holstein model is proposed, which is valid at finite charge-carrier concentrations. Spectral functions of charge carriers are computed on the basis of self-energy calculations. A…