Related papers: Integrable Ito equations with multiple noises
We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…
A one-dimensional, unsteady nozzle flow is modelled to identify the sources of indirect noise in multicomponent gases. First, from non-equilibrium thermodynamics relations, it is shown that a compositional inhomogeneity advected in an…
Having a priori knowledge of the force acting on a noisy system it is possible to solve the issue relative to the interpretation of multiplicative noise terms (aka Ito-Stratonovich dilemma). We experimentally show that for a Brownian…
The discrete autonomous/non-autonomous Toda equations and the discrete Lotka-Volterra system are important integrable discrete systems in fields such as mathematical physics, mathematical biology and statistical physics. They also have…
We use Yosida approximation to find an It\^o formula for mild solutions $\left\{X^x(t), t\geq 0\right\}$ of SPDEs with Gaussian and non-Gaussian coloured noise, the non Gaussian noise being defined through compensated Poisson random measure…
We study an explicit exponential scheme for the time discretisation of stochastic Schr\"odinger equations driven by additive or multiplicative Ito noise. The numerical scheme is shown to converge with strong order $1$ if the noise is…
We demonstrate that the Ising all-to-all (ATA) model exhibits a range of dynamics, from integrable to chaotic, including mixed behaviour across symmetry blocks within a single system. While other works have explored the dynamics of…
In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The perturbed NLS equation is asymptotically integrable if the zero-order approximation to the solution is a single soliton. It is not integrable for any other zero-order solution. In the standard application of a Normal Form expansion,…
In this paper we present a convergence analysis for the Nystrom method proposed in [Jour. Comput. Phys. 169 pp. 2921-2934, 2001] for the solution of the combined boundary integral equation formulations of sound-soft acoustic scattering…
We carry out the generalized symmetry classification of polylinear autonomous discrete equations defined on the square, which belong to a twelve-parametric class. The direct result of this classification is a list of equations containing no…
Sound source localization aims to seek the direction of arrival (DOA) of all sound sources from the observed multi-channel audio. For the practical problem of unknown number of sources, existing localization algorithms attempt to predict a…
The Tolman-Oppenheimer-Volkoff (TOV) equation admits singular solutions in addition to regular ones. Here, we prove the following theorem. For any equation of state that (i) is obtained from an entropy function, (ii) has positive pressure…
We consider a class of linear Vlasov partial differential equations driven by Wiener noise. Different types of stochastic perturbations are treated: additive noise, multiplicative It\^o and Stratonovich noise, and transport noise. We…
Here, a separation theorem about Independent Subspace Analysis (ISA), a generalization of Independent Component Analysis (ICA) is proven. According to the theorem, ISA estimation can be executed in two steps under certain conditions. In the…
We consider the relation between the discrete coupled nonlinear Schr\"{o}dinger equation and Toda equation. Introducing complex times we can show the intergability of the discrete coupled nonlinear Schr\"{o}dinger equation. In the same way…
Even if it is nonintegrable, a differential equation may nevertheless admit particular solutions which are globally analytic. On the example of the dynamical system of Kuramoto and Sivashinsky, which is generically chaotic and presents a…
We present a collection of well-conditioned integral equation methods for the solution of electrostatic, acoustic or electromagnetic scattering problems involving anisotropic, inhomogeneous media. In the electromagnetic case, our approach…
Theoretical models that describe oscillations in biological systems are often either a limit cycle oscillator, where the deterministic nonlinear dynamics gives sustained periodic oscillations, or a noise-induced oscillator, where a fixed…