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The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…
The first part of the paper proves that a subset of the general set of Ermakov-Pinney equations can be obtained by differentiation of a first-order non-linear differential equation. The second part of the paper proves that, similarly, the…
A nonlinear inequality is formulated in the paper. An estimate of the rate of decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can be…
We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…
We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…
The statistical properties of nonlinear phase noise, often called the Gordon-Mollenauer effect, is studied analytically when the number of fiber spans is very large. The joint characteristic functions of the nonlinear phase noise with…
In this paper we study the dynamical behaviour of the differential equation \begin{equation*} x''+ax^+ -bx^-=f(t), \end{equation*} where $x^+=\max\{x,0\}$,\ $x^-=\max\{-x,0\}$, $a$ and $b$ are two different positive constants, $f(t)$ is a…
We study a wave equation with a nonlocal time fractional damping term that models the effects of acoustic attenuation characterized by a frequency dependence power law. First we prove existence of a unique solution to this equation with…
We consider linear and nonlinear waves in a stratified hydrostatic fluid within a channel of variable area, under the restriction of one-dimensional flow. We derive a modified version of Riemann's invariant that is related to the wave…
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…
This paper proposes a new estimation procedure for the ambiguity function of a non-stationary time series. The stochastic properties of the empirical ambiguity function calculated from a single sample in time are derived. Different…
Stationary solutions asymptoting to nonlinear plane waves of the nonlinear Schr\"odinger equation with a PT-symmetric, complex linear potential are characterized. The potential includes both a spatially varying gain-loss profile and a…
A method for estimating nonlinear regression errors and their distributions without performing regression is presented. Assuming continuity of the modeling function the variance is given in terms of conditional probabilities extracted from…
We consider the numerical method for non-self-adjoint positive definite linear differential equations, and its application to the unsteady discrete elliptic problem, which is derived from spatial discretization of the unsteady elliptic…
In the identification of differential equations from data, significant progresses have been made with the weak/integral formulation. In this paper, we explore the direction of finding more efficient and robust test functions adaptively…
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…
The amplitude equation for an unstable electrostatic wave is analyzed using an expansion in the mode amplitude $A(t)$. In the limit of weak instability, i.e. $\gamma\to 0^+$ where $\gamma$ is the linear growth rate, the nonlinear…
When employing non-linear methods to characterise complex systems, it is important to determine to what extent they are capturing genuine non-linear phenomena that could not be assessed by simpler spectral methods. Specifically, we are…
In a recent paper, Hou and Shi introduced a new adaptive data analysis method to analyze nonlinear and non-stationary data. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary…