Related papers: Integration by parts formulae for degenerate diffu…
A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…
In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…
Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…
This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…
Numerous processes across both the physical and biological sciences are driven by diffusion. Partial differential equations (PDEs) are a popular tool for modelling such phenomena deterministically, but it is often necessary to use…
The space of embedded submanifolds plays an important role in applications such as computational anatomy and shape analysis. We can define two different classes on Riemannian metrics on this space: so-called outer metrics are metrics that…
The problem of fixing measure in the path integral for the Regge-discretised gravity is considered from the viewpoint of it's "best approximation" to the already known formal continuum general relativity (GR) measure. A rigorous formulation…
This paper discusses a general formulation of the material point method in the context of additive decomposition rate-independent plasticity. The process of generating the weak form shows that volume integration over deforming particles can…
We extend a modal theory of diffraction by a set of parallel fibers to deal with the case of a hard boundary: that is a structure made for instance of air-holes inside a dielectric matrix. Numerical examples are given concerning some…
The path-integral formulation of the statistical mechanics of quantum many-body systems is described, with the purpose of introducing practicaltechniques for the simulation of solids. Monte Carlo and molecular dynamics methods for…
Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy…
Cumulant mapping employs a statistical reconstruction of the whole by sampling its parts. The theory developed in this work formalises and extends ad hoc methods of `multi-fold' or `multi-dimensional' covariance mapping. Explicit formulae…
In 1973, E.J. McShane proposed an alternative definition of the Lebesgue integral based on Riemann sums, where gauges are used decide what tagged partitions are allowed. Such an approach does not require any preliminary knowledge of Measure…
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…
The integration-by-parts formula discovered by Malliavin for the Ito map on Wiener space is proved using the two-parameter stochastic calculus. It is also shown that the solution of a one-parameter stochastic differential equation driven by…
We introduce the so called DeepParticle method to learn and generate invariant measures of stochastic dynamical systems with physical parameters based on data computed from an interacting particle method (IPM). We utilize the expressiveness…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
We give time-slicing path integral formulas for solutions to the heat equation corresponding to a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold with boundary. More specifically,…
A method for estimating the relative content of crystalline phases of a multiphase sample, based on probabilistic analysis of the intensities of the diffraction pattern reflexes, has been developed. The method is based on the introduction…
We make use of point transformations to introduce new canonical variables for systems defined on a finite interval and on the half-line so that new position variables should take all real values from $-\infty$ to $\infty$. The completeness…