Related papers: Functional Equations Solving Initial-Value Problem…
The Cauchy problem for a scalar conservation laws admits a unique entropy solution when the data $u_0$ is a bounded measurable function (Kruzhkov). The semi-group $(S_t)_{t\ge0}$ is contracting in the $L^1$-distance. For the…
We construct generalized quantum Cauchy pre-measures that correspond to the analytic continuation of the transition probability of the Cauchy process to imaginary time. We show that these complex pre-measures of time translations extend to…
We are concerned with the Cauchy problem for the KdV equation for nonsmooth locally integrable initial profiles q's which are, in a certain sense, essentially bounded from below and q(x)=O(e^{-cx^{{\epsilon}}}),x\rightarrow+\infty, with…
In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh…
We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…
A meshfree Lagrangian method for the fluctuating hydrodynamic equations (FHEs) with fluid-structure interactions is presented. Brownian motion of the particle is investigated by direct numerical simulation of the fluctuating hydrodynamic…
We develop statistical models for samples of distribution-valued stochastic processes featuring time-indexed univariate distributions, with emphasis on functional principal component analysis. The proposed model presents an intrinsic rather…
An atomic random complex measure defined on the unit disk with Normally distributed moments is considered. An approximation to the distribution of the zeros of its Cauchy transform is computed. Implications of this result for solving…
We present a new hydrodynamic model consisting of the pressureless Euler equations and the isentropic compressible Navier-Stokes equations where the coupling of two systems is through the drag force. This coupled system can be derived, in…
We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…
The interrelation between analytic functions and real-valued functions is formulated in the work. It is shown such an interrelation realizes nonlinear representations for real-valued functions that allows to develop new methods of…
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…
In order to analyze the wave propagation in three-dimensional isotropic and viscoelastic body, the Cauchy initial value problem on unbounded domain is considered for the wave equation written as a system of fractional partial differential…
This paper is concerned with the Cauchy problem of the Burgers equation with the critical dissipation. The well-posedness and analyticity in both of the space and the time variables are studied based on the frequency decomposition method.…
We consider generalizations of kinetic granular gas models given by Boltzmann equations of Maxwell type. These type of models for non-linear elastic or inelastic interactions, have many applications in physics, dynamics of granular gases,…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
Equation-free approaches have been proposed in recent years for the computational study of multiscale phenomena in engineering problems where evolution equations for the coarse-grained, system-level behavior are not explicitly available. In…
In this paper we provide an extensive classification of one and two dimensional diffusion processes which admit an exact solution to the Kolmogorov (and hence Black-Scholes) equation (in terms of hypergeometric functions). By identifying…