Related papers: Time-Varying Spectrum of the Random String
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…
In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…
A finite-energy signal is represented by a square-integrable, complex-valued function $t\mapsto s(t)$ of a real variable $t$, interpreted as time. Similarly, a noisy signal is represented by a random process. Time-frequency analysis, a…
We consider string matching with variable length gaps. Given a string $T$ and a pattern $P$ consisting of strings separated by variable length gaps (arbitrary strings of length in a specified range), the problem is to find all ending…
We determine numerically the steady-state spectrum for Kelvin waves on a superfluid 4He vortex that is driven by shaking its end points and damped by mutual friction. The relaxation rate towards a steady state is determined by the mutual…
Random lasers are unique systems where lasing occurs due to repetitive scattering in a disordered nanostructure. Previous descriptions of random lasing are numerous, however a full time-dependent theory that describes the introduction of…
We present a theory for wave scintillation in the situation with a time-dependent partially coherent source and a time-dependent randomly heterogeneous medium. Our objective is to understand how the scintillation index of the measured…
This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…
We consider string theory in a time dependent orbifold with a null singularity. The singularity separates a contracting universe from an expanding universe, thus constituting a big crunch followed by a big bang. We quantize the theory both…
In string theory the coupling ``constants'' appearing in the low-energy effective Lagrangian are determined by the vacuum expectation values of some (a priori) massless scalar fields (dilaton, moduli). This naturally leads one to expect a…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
This article develops a general detection theory for speech analysis based on time-varying autoregressive models, which themselves generalize the classical linear predictive speech analysis framework. This theory leads to a computationally…
Long ago appeared a discussion in quantum mechanics of the problem of opening a completely absorbing shutter on which were impinging a stream of particles of definite velocity. The solution of the problem was obtained in a form entirely…
We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…
Temporal sampling does more than add another axis to the vector of observables. Instead, under the recognition that how objects change (and move) in time speaks directly to the physics underlying astronomical phenomena, next-generation…
We propose a general white noise test for functional time series based on estimating a distance between the spectral density operator of a weakly stationary time series and the constant spectral density operator of an uncorrelated time…
A class of exactly solvable string models can be obtained by starting with flat space and combining T-duality and shifts of angular coordinates of several polar planes. The models are the analog of the Lunin-Maldacena \beta-deformation of…
Variety of statistically steady energy spectra in elastic wave turbulence have been reported in numerical simulations, experiments, and theoretical studies. Focusing on the energy levels of the system, we have performed direct numerical…