Related papers: The stochastic integrable AKNS hierarchy
We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in…
In this article we show in details the derivation of an integration scheme for the dissipative particle dynamic model (DPD) using the stochastic Trotter formula [De Fabritiis et al., Physica A, 361, 429 (2006)]. We explain some subtleties…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds for solutions of stochastic partial differential equations (SPDEs) in continuously embedded Hilbert spaces with non-smooth…
We derive the (d-dimensional) periodic incompressible and viscous Camassa-Holm equation as well as the Leray-alpha equations via a stochastic variational principle. We discuss the existence of solution for this equation in the space H1…
We use the general exact solution of the Cauchy problem for the compressible Euler vortex equation in unbounded space which was obtained earlier (S.G.Chefranov, Sov. Phys. Dokl., 36, 286, 1991). This solution loses its smoothness in finite…
In this paper, we show that the peakon (peaked soliton) solutions can be recovered from the smooth soliton solutions, in the sense that there exists a sequence of smooth N-soliton solutions of the dispersion Camassa-Holm equation converging…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…
Stochastic Klein--Gordon--Schr\"odinger (KGS) equations are important mathematical models and describe the interaction between scalar nucleons and neutral scalar mesons in the stochastic environment. In this paper, we propose novel…
We introduce the most general version of Dubrovin-type equations for divisors on a hyperelliptic curve of arbitrary genus, and provide a new argument for linearizing the corresponding completely integrable flows. Detailed applications to…
We construct integrable Hamiltonian systems such that functionally independent Poisson commuting integrals are quadratic in the momenta. Unlike the classical St\"ackel setting, we allow the associated self-adjoint $(1,1)$-tensors $K_\alpha$…
A few 2+1-dimensional equations belonging to the KP and modified KP hierarchies are shown to be sufficient to provide a unified picture of all the integrable cases of the cubic and quartic H\'enon-Heiles Hamiltonians.
We construct a new series of multicomponent integrable PDE systems that contain as particular example (with appropriately chosen parameters) many famous integrable systems including KdV, coupled KdV, Harry Dym, coupled Harry Dym,…
Khasminski's \cite{chas1980stochastic} showed that many of the asymptotic stability and the integrability properties of the solutions to the Stochastic Differential Equations (SDEs) can be obtained using Lyapunov functions techniques. These…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…
In this work, we apply stochastic collocation methods with radial kernel basis functions for an uncertainty quantification of the random incompressible two-phase Navier-Stokes equations. Our approach is non-intrusive and we use the existing…
The bi-Hamiltonian structure is established for the perturbation equations of KdV hierarchy and thus the perturbation equations themselves provide also examples among typical soliton equations. Besides, a more general bi-Hamiltonian…
In the present paper, a two-component Camassa-Holm (2CH) system with vorticity is studied as a geodesic flow on a suitable Lie group. The paper aims at presenting various details of the geometric formalism and a major result is the…
This work explores the possibility of applying stochastic quantum mechanics to curved spacetimes, with an emphasis on the Schwarzschild black hole. After reviewing the fundamental concepts of this approach, the quantum stochastic equations…
We consider a two-component Hamiltonian system of partial differential equations with quadratic nonlinearities introduced by Popowicz, which has the form of a coupling between the Camassa-Holm and Degasperis-Procesi equations. Despite…