English
Related papers

Related papers: Integrable Ito equations with multiple noises

200 papers

We consider the problem of recovering a common latent source with independent components from multiple views. This applies to settings in which a variable is measured with multiple experimental modalities, and where the goal is to…

Machine Learning · Statistics 2019-08-02 Luigi Gresele , Paul K. Rubenstein , Arash Mehrjou , Francesco Locatello , Bernhard Schölkopf

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…

Analysis of PDEs · Mathematics 2012-05-08 Nathan E. Glatt-Holtz , Vlad C. Vicol

We ask the following question: Of the exact solutions to Einstein's equations extant in the literature, how many could represent the field associated with an isolated static spherically symmetric perfect fluid source? The candidate…

General Relativity and Quantum Cosmology · Physics 2008-11-26 M. S. R. Delgaty , Kayll Lake

In this paper we analyse d-dimensional Langevin equations in Ito representation characterised by anisotropic multiplicative noise, composed by the superposition of an isotropic tensorial component and a radial one, and a radial power law…

Statistical Mechanics · Physics 2024-02-27 Andrea Gabrielli

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochastic setting several ideas which are well established in the…

Mathematical Physics · Physics 2021-10-12 Giuseppe Gaeta , Roman Kozlov , Francesco Spadaro

Integrable non-linear Hamiltonian systems perturbed by additive noise develop a Lyapunov instability, and are hence chaotic, for any amplitude of the perturbation. This phenomenon is related, but distinct, from Taylor's diffusion in…

Chaotic Dynamics · Physics 2014-01-03 Khanh-Dang Nguyen Thu Lam , Jorge Kurchan

Based on a recent classification of subalgebras of the symmetry algebra of the Zabolotskaya-Khokhlov equation, all similarity reductions of this equation into ordinary differential equations are obtained. Large classes of group-invariant…

Analysis of PDEs · Mathematics 2015-03-23 J. C. Ndogmo

We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…

Analysis of PDEs · Mathematics 2013-07-26 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

A qubit can be used as a sensitive spectrum analyzer of its environment. Here we show how the problem of spectral analysis of noise induced by a strongly coupled environment can be solved for discrete spectra. Our analytical model shows…

Quantum Physics · Physics 2013-03-27 Shlomi Kotler , Nitzan Akerman , Yinnon Glickman , Roee Ozeri

We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…

General Relativity and Quantum Cosmology · Physics 2016-11-03 Soichiro Morisaki , Jun'ichi Yokoyama , Kazunari Eda , Yousuke Itoh

Background: Independent Component Analysis (ICA) is a widespread tool for exploration and denoising of electroencephalography (EEG) or magnetoencephalography (MEG) signals. In its most common formulation, ICA assumes that the signal matrix…

Signal Processing · Electrical Eng. & Systems 2020-08-25 Pierre Ablin , Jean-François Cardoso , Alexandre Gramfort

SDE's must be solved in the "anti-Ito" sense when their coefficients are independent. While the "noise-induced drift" matters for the sample paths, it is absent in the Fokker-Planck equation, which takes a particularly simple form and is…

Mathematical Physics · Physics 2016-05-12 Dietrich Ryter

The task of Visual Sound Source Localization (VSSL) involves identifying the location of sound sources in visual scenes, integrating audio-visual data for enhanced scene understanding. Despite advancements in state-of-the-art (SOTA) models,…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Xavier Juanola , Gloria Haro , Magdalena Fuentes

It is conjectured that the existence of constant scalar curvature K\"ahler metrics will be equivalent to K-stability, or K-polystability depending on terminology (Yau-Tian-Donaldson conjecture). There is another GIT stability condition,…

Differential Geometry · Mathematics 2011-05-31 Akito Futaki

In this paper, we investigate the integrability aspects of a physically important nonlinear oscillator which lacks sufficient number of Lie point symmetries but can be integrated by quadrature. We explore the hidden symmetry, construct a…

Exactly Solvable and Integrable Systems · Physics 2012-07-23 A. Bhuvaneswari , V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

The paper deals with the problem of existence of a convergent "strong" normal form in the neighbourhood of an equilibrium, for a finite dimensional system of differential equations with analytic and time-dependent non-linear term. The…

Dynamical Systems · Mathematics 2016-09-27 Alessandro Fortunati , Stephen Wiggins

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

The generation of indirect combustion noise by compositional inhomogeneities is examined theoretically. For this, the compact nozzle theory of~\cite{MARBLE_CANDEL_JSV1977} is extended to a multi-component gas mixture, and the chemical…

Fluid Dynamics · Physics 2017-09-27 Luca Magri , Jeff O'Brien , Matthias Ihme

We study the classical problem of recovering a multidimensional source signal from observations of nonlinear mixtures of this signal. We show that this recovery is possible (up to a permutation and monotone scaling of the source's original…

Machine Learning · Statistics 2023-01-18 Alexander Schell , Harald Oberhauser