Related papers: Integrable Ito equations with multiple noises
We introduce a new methodology based on the multirevolution idea for constructing integrators for stochastic differential equations in the situation where the fast oscillations themselves are driven by a Stratonovich noise. Applications…
Previous numerical studies have revealed the existence of embedded solitons (ESs) in a class of multi-wave systems with quadratic nonlinearity, families of which seem to emerge from a critical point in the parameter space, where the zero…
We propose a physical model to predict indirect noise generated by the acceleration of compositional inhomogeneities in nozzles with viscous dissipation (non-isentropic nozzles). First, we derive the quasi-one-dimensional equations from the…
The symmetry structure of twodimensional nonlinear isotropic oscillator, introduced in Physica D237 (2008) 505, is discussed. It is shown that it possesses three independent integrals of motion which can be chosen in such a way that they…
An Ito formula is developed in a context consistent with the development of abstract existence and unique- ness theorems for nonlinear stochastic partial differential equations, which are singular or degenerate. This is a generalization of…
In the present paper we develop an approach to obtain sharp spectral asymptotics for Steklov type problems on planar domains with corners. Our main focus is on the two-dimensional sloshing problem, which is a mixed Steklov-Neumann boundary…
By use of a generalized Bloch vector construction, we study the decoherence of a system composed of two interacting qubits in a general noisy environment. In particular, we investigate the effects of correlations in the noise acting on…
The key difficulty to develop efficient high-order methods for integrating stochastic differential equations lies in the calculations of the multiple stochastic integrals. This letter suggests a scheme to compute the stochastic integrals…
Two essential methods, the symmetry analysis and of the singularity analysis, for the study of the integrability of nonlinear ordinary differential equations are discussed. The main similarities and differences of these two different…
Covariance of the resulting probabilities requires the "anti-Ito" sense. The corresponding Fokker-Planck equation is simplified and preserves important features of the case with a constant diffusion. Multiplicative noise can always be…
An inverse problem to identify unknown coefficients of a partial differential equation by a single interior measurement is considered. The equation considered in this paper is a strongly elliptic second order scalar equation which can have…
We present a new algorithm for Independent Component Analysis (ICA) which has provable performance guarantees. In particular, suppose we are given samples of the form $y = Ax + \eta$ where $A$ is an unknown $n \times n$ matrix and $x$ is a…
We study the isentropic compressible Euler equations in multi-dimensions with stochastic perturbation of transport type. On the one hand, this is motivated by the physical modelling in turbulence theory. On the other hand, it has been shown…
We solve acoustic scattering problems by means of the isogeometric boundary integral equation method. In order to avoid spurious modes, we apply the combined field integral equations for either sound-hard scatterers or sound-soft…
We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…
A symmetric characteristic singular integral equation with two fixed singularities at the endpoints in the class of functions bounded at the ends is analyzed. It reduces to a vector Hilbert problem for a half-disc and then to a vector…
In this paper we introduce the notion of coalgebra symmetry for discrete systems. With this concept we prove that all discrete radially symmetric systems in standard form are quasi-integrable and that all variational discrete quasi-radially…
The quantum Ito formula has so far been proved for regular (bounded) quantum semimartingales We give three different extensions to classes of essentially self-adjoint (unbounded) quantum semimartingales. The first extension is to quantum…
The soliton spectrum (massive and massless) of a family of integrable models with local U(1) and U(1)\otimes U(1) symmetries is studied. These models represent relevant integrable deformations of SL(2,R) \otimes U(1)^{n-1} - WZW and SL(2,R)…
In this paper, we study nonlinear integrable equations with three independent variables of the following types: Toda-type lattices, semi-discrete lattices, and fully discrete Hirota-Miwa type models. It is shown that integrable equations of…