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We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

Statistical Mechanics · Physics 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

A relativistic bounce-averaged quasilinear diffusion equation is derived to describe stochastic particle transport associated with arbitrary-frequency electromagnetic fluctuations in a nonuniform magnetized plasma. Expressions for the…

Space Physics · Physics 2009-11-10 Alain J. Brizard , Anthony A. Chan

The analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape are derived. The reference center is arbitrary, and the reference frame is…

Soft Condensed Matter · Physics 2016-03-23 Bogdan Cichocki , Maria L. Ekiel-Jezewska , Eligiusz Wajnryb

Higher-order tensors are becoming prevalent in many scientific areas such as computer vision, social network analysis, data mining and neuroscience. Traditional tensor decomposition approaches face three major challenges: model selecting,…

Numerical Analysis · Computer Science 2014-07-08 Fanhua Shang , Yuanyuan Liu , James Cheng

There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…

Mathematical Physics · Physics 2014-11-20 Mario Kieburg , Thomas Guhr

Observables in random tensor theory are polynomials in the entries of a tensor of rank $d$ which are invariant under $U(N)^d$. It is notoriously difficult to evaluate the expectations of such polynomials, even in the Gaussian distribution.…

Mathematical Physics · Physics 2014-11-26 Valentin Bonzom , Frédéric Combes

We consider the range of random analytic functions with finite radius of convergence. We show that any unbounded random Taylor series with rotationally invariant coefficients has dense image in the plane. We moreover show that if in…

Probability · Mathematics 2024-05-27 Alon Nishry , Elliot Paquette

Non-stationary blind super-resolution is an extension of the traditional super-resolution problem, which deals with the problem of recovering fine details from coarse measurements. The non-stationary blind super-resolution problem appears…

Information Theory · Computer Science 2019-10-09 Shuang Li , Michael B. Wakin , Gongguo Tang

Given an order-$d$ tensor $\tensor A \in \R^{n \times n \times...\times n}$, we present a simple, element-wise sparsification algorithm that zeroes out all sufficiently small elements of $\tensor A$, keeps all sufficiently large elements of…

Numerical Analysis · Mathematics 2015-02-05 Nam H. Nguyen , Petros Drineas , Trac D. Tran

The main purpose of this paper is to introduce the random tensor with normal distribution, which promotes the matrix normal distribution to a higher order case. Some basic knowledge on tensors are introduced before we focus on the random…

Statistics Theory · Mathematics 2022-12-09 Changqing Xu , Kaijie Xu

A numerical algorithm for regularization of the solution of the source problem for the diffusion-logistic model based on information about the process at fixed moments of time of integral type has been developed. The peculiarity of the…

Numerical Analysis · Mathematics 2024-01-12 Olga Krivorotko , Tatiana Zvonareva

This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…

Statistical Mechanics · Physics 2023-03-14 Amitesh S. Jayaraman , Jikai Ye , Gregory S. Chirikjian

A consistent theory, which describes the incoherent scattering of classically moving relativistic particles by the nuclei of crystal planes without any phenomenological parameter is presented. The basic notions of quantum mechanics are…

Accelerator Physics · Physics 2021-03-05 Victor V. Tikhomirov

We develop an averaging method for solitons of the nonlinear Schr{\"o}dinger equation with periodically varying nonlinearity coefficient. This method is used to effectively describe solitons in Bose-Einstein condensates, in the context of…

Condensed Matter · Physics 2009-11-10 D. E. Pelinovsky , P. G. Kevrekidis , D. J. Frantzeskakis

In this Letter we investigate uniformly rotating, homogeneous and axisymmetric relativistic fluid bodies with a toroidal shape. The corresponding field equations are solved by means of a multi-domain spectral method, which yields highly…

General Relativity and Quantum Cosmology · Physics 2010-12-23 M. Ansorg , A. Kleinwächter , R. Meinel

We study the wave propagation in nonlinear electrodynamical models. Particular attention is paid to the derivation and the analysis of the Fresnel equation for the wave covectors. For the class of general nonlinear Lagrangian models, we…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Yuri N. Obukhov , Guillermo F. Rubilar

In this paper, we investigate a nonparametric approach to provide a recursive estimator of the transition density of a non-stationary piecewise-deterministic Markov process, from only one observation of the path within a long time. In this…

Statistics Theory · Mathematics 2013-05-07 Romain Azaïs

We present here a formulation for the calculation of the configuration-averaged optical conductivity in random alloys. Our formulation is based on the augmented-space theorem introduced by one of us [A. Mookerjee, J. Phys. C: Solid State…

Materials Science · Physics 2007-05-23 Kamal Krishna Saha , Abhijit Mookerjee

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

We generalize normal mode expansion of Green's tensor $\bar{\bar{G}}(\bf{r},\bf{r}')$ to lossy resonators in open systems, resolving a longstanding open challenge. We obtain a simple yet robust formulation, whereby radiation of energy to…

Optics · Physics 2019-04-10 Parry Y. Chen , David J. Bergman , Yonatan Sivan