Related papers: Derivative and divergence formulae for diffusion s…
Some differential equations are considered in the context of Synthetic Differential Geometry. Here, this means that not only nilpotent infinitesimals, but also the formation of function spaces, is exploited. In particular, we utilize…
In this work we investigate the well-posedness for difussion equations associated to subelliptic pseudo-differential operators on compact Lie groups. The diffusion by strongly elliptic operators is considered as a special case and in…
The heat kernel in curved space-time is computed to fourth order in a strict expansion in the number of covariant derivatives. The computation is made for arbitrary non abelian gauge and scalar fields and for the Riemann connection in the…
We have established a coherent framework for applying variational methods to partial differential equations on hypergraphs, which includes the propositions of calculus and function spaces on hypergraphs. Several results related to the…
A semi-analytical computational algorithm to model the wavefield generated by paraxial diffraction of a class of Laguerre-Gauss beams by sharp-edge elliptic apertures is here developed. Thanks to such a powerful computational tool, some…
Situations of a functional predictor paired with a scalar response are increasingly encountered in data analysis. Predictors are often appropriately modeled as square integrable smooth random functions. Imposing minimal assumptions on the…
There was proposed the method of a factorization of PDE. The method is based on reduction of complicated systems to more easy ones (for example, due to dimension decrease). This concept is proposed in general case for the arbitrary PDE…
For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all…
We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…
In this paper, we introduce two new non-singular kernel fractional derivatives and present a class of other fractional derivatives derived from the new formulations. We present some important results of uniformly convergent sequences of…
Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
Variational principles play a fundamental role in deriving evolution equations of physics. They are working well in case of nondissipative evolution but for dissipative systems they are not unique, not predictive and not constructive. With…
Let $(P_t)$ be the transition semigroup of the Markov family $(X^x(t))$ defined by SDE $$ d X= b(X) dt + d Z, \qquad X(0)=x, $$ where $Z=\left(Z_1, \ldots, Z_d\right)^*$ is a system of independent real-valued L\'evy processes. Using the…
We describe the mathematical theory of diffusion and heat transport with a view to including some of the main directions of recent research. The linear heat equation is the basic mathematical model that has been thoroughly studied in the…
We construct diffusions with values in the nonnegative orthant, normal reflection along each of the axes, and two pairs of local drift/variance characteristics assigned according to rank; one of the variances is allowed to vanish, but not…
A pseudodifferential Volterra calculus for inverting parabolic differential equations on Lie groupoids is introduced. This enables the study of fundamental solutions of various cases of heat flows on singular manifolds with corners with…
We give an example of quasiderivatives constructed by random time change, Girsanov's Theorem and Levy's Theorem. As an application, we investigate the smoothness and estimate the derivatives up to second order for the probabilistic solution…
Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold $M$ determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of $M$ is…
We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma…