Related papers: The Analytic Stockwell Transform and its Zeros
This paper develops new analytical process noise covariance models for both absolute and relative spacecraft states. Process noise is always present when propagating a spacecraft state due to dynamics modeling deficiencies. Accurately…
A study on the notion of covariant derivatives in flat and curved space-time via It\^o-Wiener processes, when subjected to stochastic processes, is presented. Going into details, there is an analysis of the following topics: (i) Besov…
We first propose and study a quantum toy model of black hole dynamics. The model is unitary, displays quantum thermalization, and the Hamiltonian couples every oscillator with every other, a feature intended to emulate the color sector…
Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…
This is the third paper in a series describing a numerical implementation of the conformal Einstein equation. This paper describes a scheme to calculate (three) dimensional data for the conformal field equations from a set of free…
The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…
This article proposes a novel test for the martingale difference hypothesis based on the martingale difference divergence function, a recently developed dependence measure suitable for measuring the degree of conditional mean dependence of…
In this paper, we study one-dimensional hyperbolic Anderson models (HAM) driven by space-time pure-jump L\'evy white noise in a finite-variance setting. Motivated by recent active research on limit theorems for stochastic partial…
This paper is concerned with the time-domain stochastic acoustic scattering problem driven by a spatially white additive Gaussian noise. The main contributions of the work are twofold. First, we prove the existence and uniqueness of the…
Biochemical signal transduction, a form of molecular communication, can be modeled using graphical Markov channels with input-modulated transition rates. Such channel models are strongly non-Gaussian. In this paper we use a linear noise…
Recently, several studies proposed non-linear transformations, such as a logarithmic or Gaussianization transformation, as efficient tools to recapture information about the (Gaussian) initial conditions. During non-linear evolution, part…
In [HHL+17] the authors showed existence and uniqueness of solutions to the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise that is white in time and rougher than white in space (in particular, its covariance…
This work is concerned with the high contrast stochastic homogenization of the Helmholtz equation. Our goal is to characterize the second order moments of the scaling limit of the fluctuations of the wavefield. We show that these moments…
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by a space-time L\'evy white noise with possibly infinite variance (such as the $\alpha$-stable L\'evy noise). In this equation, the noise is…
In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
A recently developed technique known as analogue transformation acoustics has allowed the extension of the transformational paradigm to general spacetime transformations under which the acoustic equations are not form invariant. In this…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…
The observable outputs of many complex dynamical systems consist in time series exhibiting autocorrelation functions of great diversity of behaviors, including long-range power-law autocorrelation functions, as a signature of interactions…
In this paper, we mainly study the long-time dynamical behaviors of 2D nonlocal stochastic Swift-Hohenberg equations with multiplicative noise from two perspectives. Firstly, by adopting the analytic semigroup theory, we prove the upper…