Related papers: Evolution of Measures in Nonsmooth Dynamical Syste…
We suggest that the tools of contraction analysis for deterministic systems can be applied towards studying the convergence behavior of stochastic dynamical systems in the Wasserstein metric. In particular, we consider the case of Ito…
The Navier-Stokes-Voigt model of viscoelastic incompressible fluid has been recently proposed as a regularization of the three-dimensional Navier-Stokes equations for the purpose of direct numerical simulations. Besides the kinematic…
The formalism of the particle dynamics in the space-time, where motion of free particles is primordially stochastic, is considered. The conventional dynamic formalism, obtained for the space-time, where the motion of free particles is…
We investigate spherically symmetric cosmological models in Einstein-aether theory with a tilted (non-comoving) perfect fluid source. We use a 1+3 frame formalism and adopt the comoving aether gauge to derive the evolution equations, which…
Dynamical equations describing physical systems at statistical equilibrium are commonly extended by mathematical tools called "thermostats". These tools are designed for sampling ensembles of statistical mechanics. We propose a dynamic…
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous and discrete time-filters for stochastic dynamic systems with non-linear state dynamics and linear measurements under…
In quantum mechanics, measurements cause wavefunction collapse that yields precise outcomes, for non-commuting observables such as position and momentum Heisenberg's uncertainty principle limits the intrinsic precision of a state. Although…
In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…
We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…
Dynamical systems describe the changes in processes that arise naturally from their underlying physical principles, such as the laws of motion or the conservation of mass, energy or momentum. These models facilitate a causal explanation for…
Matrix theory, foundational in diverse fields such as mathematics, physics, and computational sciences, typically categorizes matrices based strictly on their invertibility-determined by a sharply defined singular or nonsingular…
Non-convex sampling is a key challenge in machine learning, central to non-convex optimization in deep learning as well as to approximate probabilistic inference. Despite its significance, theoretically there remain many important…
With the present paper we conclude the presentation of a semianalytical model of hierarchical clustering of bound virialized objects formed by gravitational instability from a random Gaussian field of density fluctuations. In paper I, we…
New criteria for energy stability of multi-step, multi-stage, and mixed schemes are introduced in the context of evolution equations that arise as gradient flow with respect to a metric. These criteria are used to exhibit second and third…
This paper is partly an exposition, and partly an extension of our work [1] to the multiparameter case. We consider certain classes of parametrized dynamically defined measures. These are push-forwards, under the natural projection, of…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
We introduce a new formulation for differential equation describing dynamics of measures on an Euclidean space, that we call Measure Differential Equations with sources. They mix two different phenomena: on one side, a transport-type term,…
In this manuscript, we show how flow equation methods can be used to study localisation in disordered quantum systems, and particularly how to use this approach to obtain the non-equilibrium dynamical evolution of observables. We review the…
A non-hydrostatic depth-averaged model for dry granular flows is proposed, taking into account vertical acceleration. A variable friction coefficient based on the $\mu(I)$ rheology is considered. The model is obtained from an asymptotic…