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The Path-dependent Neural Jump ODE (PD-NJ-ODE) is a model for online prediction of generic (possibly non-Markovian) stochastic processes with irregular (in time) and potentially incomplete (with respect to coordinates) observations. It is a…

Machine Learning · Statistics 2024-07-29 Florian Krach , Josef Teichmann

In the framework of the semiclassical approach the universal spectral correlations in the Hamiltonian systems with classical chaotic dynamics can be attributed to the systematic correlations between actions of periodic orbits which (up to…

Mathematical Physics · Physics 2011-09-16 Boris Gutkin , Vladimir Al. Osipov

We consider non-stationary dynamical systems with one-and-a-half degrees of freedom. We are interested in algorithmic construction of rich classes of Hamilton's equations with the Hamiltonian H=p^2/2+V(x,t) which are Liouville integrable.…

Exactly Solvable and Integrable Systems · Physics 2013-08-06 Maxim V. Pavlov , Sergey P. Tsarev

We analyze a class of nonlinear partial differential equations (PDEs) defined on $\mathbb{R}^d \times \mathcal{P}_2(\mathbb{R}^d),$ where $\mathcal{P}_2(\mathbb{R}^d)$ is the Wasserstein space of probability measures on $\mathbb{R}^d$ with…

Probability · Mathematics 2015-04-23 Jean-François Chassagneux , Dan Crisan , François Delarue

Self-oscillating systems, described in classical dynamics as limit cycles, are emerging as canonical models for driven dissipative nonequilibrium open quantum systems, and as key elements in quantum technology. We consider a family of…

Quantum Physics · Physics 2021-02-17 Lior Ben Arosh , M. C. Cross , Ron Lifshitz

We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…

Mathematical Physics · Physics 2022-04-11 Paolo Buttà , Franco Flandoli , Michela Ottobre , Boguslaw Zegarlinski

Homogeneous and isotropic models are studied in the Jordan frame of the second order gravity theory. The late time evolution of the models is analysed with the methods of the dynamical systems. The normal form of the dynamical system has…

General Relativity and Quantum Cosmology · Physics 2009-01-16 J. Miritzis

We study the problem of global extremum seeking in the presence of local extrema. We investigate two different perturbation-based methods: 1) a well-known classical extremum seeking scheme for steady-state output optimization, and 2) a…

Optimization and Control · Mathematics 2026-03-04 Raik Suttner , Christian Ebenbauer , Sergey Dashkovskiy

An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…

Statistical Mechanics · Physics 2015-06-24 S. R. Sharov

We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…

Popular Physics · Physics 2007-05-23 Jan L. Cieslinski , Boguslaw Ratkiewicz

The Late Pleistocene Antarctic temperature variation curve is decomposed into two components: cyclic and high frequency, stochastic. For each of these components, a mathematical model is developed which shows that the cyclic and stochastic…

Atmospheric and Oceanic Physics · Physics 2014-07-15 Lev A. Maslov

We consider a system in which a classical oscillator is interacting with a purely quantum mechanical oscillator, described by the Lagrangian $ L = \frac{1}{2} \dot{x}^2 + \frac{1}{2} \dot{A}^2 - \frac{1}{2} ( m^2 + e^2 A^2) x^2 \>, $ where…

chao-dyn · Physics 2009-10-22 Fred Cooper , John Dawson , Dawn Meredith , Harvey Shepard

We investigate bicomplex Hamiltonian systems in the framework of an analogous version of the Schrodinger equation. Since in such a setting three different types of conjugates of bicomplex numbers appear, each is found to define in a natural…

Mathematical Physics · Physics 2015-11-23 Bijan Bagchi , Abhijit Banerjee

We study the limit behavior of differential equations with non-Lipschitz coefficients that are perturbed by a small self-similar noise. It is proved that the limiting process is equal to the maximal solution or minimal solution with certain…

Probability · Mathematics 2017-03-23 Andrey Pilipenko , Frank Norbert Proske

In the paper we present results to develop an irreducible theory of complex systems in terms of self-organization processes of prime integer relations. Based on the integers and controlled by arithmetic only the self-organization processes…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Victor Korotkikh , Galina Korotkikh

Given the Hermitian, symmetric and symplectic ensembles, it is shown that the probability that the spectrum belongs to one or several intervals satisfies a nonlinear PDE. This is done for the three classical ensembles: Gaussian, Laguerre…

Mathematical Physics · Physics 2007-05-23 Mark Adler , Pierre van Moerbeke

We consider the relativistic generalization of the harmonic oscillator problem by addressing different questions regarding its classical aspects. We treat the problem using the formalism of Hamiltonian mechanics. A Lie algebraic technique…

Mathematical Physics · Physics 2012-09-14 D. Babusci , G. Dattoli , M. Quattromini , E. Sabia

We describe quantum behaviors of a simple harmonic oscillator, starting from the classical mechanics. By imposing two conditions on the phase points generated from a symplectic algorithm, we obtain discrete energy levels, satisfying $E_n…

Quantum Physics · Physics 2013-07-02 Sangrak Kim

The path integral approach to the quantization of one degree-of-freedom Newtonian particles is considered within the discrete time-slicing approach, as in Feynman's original development. In the time-slicing approximation the quantum…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 Chris M. Field , Frank W. Nijhoff

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig
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