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The splitting scheme (the Kato-Trotter formula) is applied to stochastic flows with common noise of the type introduced by Th.E.~Harris. The case of possibly coalescing flows with continuous infinitesimal covariance is considered and the…

Probability · Mathematics 2024-03-11 M. B. Vovchanskyi

Recently Koopman operator has become a promising data-driven tool to facilitate real-time control for unknown nonlinear systems. It maps nonlinear systems into equivalent linear systems in embedding space, ready for real-time linear control…

Robotics · Computer Science 2022-06-16 Haojie Shi , Max Q. -H. Meng

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

Statistical Mechanics · Physics 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…

Optimization and Control · Mathematics 2020-05-01 Ernest K. Ryu , Adrien B. Taylor , Carolina Bergeling , Pontus Giselsson

The Distributional Koopman Operator (DKO) is introduced as a way to perform Koopman analysis on random dynamical systems where only aggregate distribution data is available, thereby eliminating the need for particle tracking or detailed…

Dynamical Systems · Mathematics 2025-04-17 Maria Oprea , Alex Townsend , Yunan Yang

This paper presents a novel method for recovering sparse vectors from linear models corrupted by Poisson noise. The contribution is twofold. First, an operator defined via the external division of two Bregman proximity operators is…

Machine Learning · Computer Science 2026-02-13 Kazuki Haishima , Kyohei Suzuki , Konstantinos Slavakis

We propose an abstract stochastic scheme for solving a broad range of monotone operator inclusion problems in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels in monotone operator splitting…

Optimization and Control · Mathematics 2026-02-13 Patrick L. Combettes , Javier I. Madariaga

In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved…

Analysis of PDEs · Mathematics 2018-06-19 Manh Hong Duong , Yulong Lu

We propose a geometric framework to describe and analyze a wide array of operator splitting methods for solving monotone inclusion problems. The initial inclusion problem, which typically involves several operators combined through…

Optimization and Control · Mathematics 2024-11-20 Patrick L. Combettes

We extend the Ruzhansky-Turunen theory of pseudo differential operators on compact Lie groups into a tool that can be used to investigate group-valued Markov processes in the spirit of the work in Euclidean spaces of N.Jacob and…

Probability · Mathematics 2011-01-27 David Applebaum

The Koopman operator is a linear but infinite dimensional operator that governs the evolution of scalar observables defined on the state space of an autonomous dynamical system, and is a powerful tool for the analysis and decomposition of…

Dynamical Systems · Mathematics 2015-07-28 Matthew O. Williams , Ioannis G. Kevrekidis , Clarence W. Rowley

For every non-autonomous system, there is the related family of Koopman operators $\mathcal{K}^{(t,t_0)}$, parameterized by the time pair $(t,t_0)$. In this paper we are investigating the time dependency of the spectral properties of the…

Dynamical Systems · Mathematics 2017-03-22 Senka Maćešić , Nelida Črnjarić-Žic , Igor Mezić

Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected…

Analysis of PDEs · Mathematics 2017-10-10 Nestor Guillen , Jun Kitagawa , Russell W. Schwab

Led by the key example of the Korteweg-de Vries equation, we study pairs of Hamiltonian operators which are non-homogeneous and are given by the sum of a first-order operator and an ultralocal structure. We present a complete classification…

Mathematical Physics · Physics 2026-03-30 Marta Dell'Atti , Alessandra Rizzo , Pierandrea Vergallo

We study the Strang splitting scheme for quasilinear Schr\"odinger equations. We establish the convergence of the scheme for solutions with small initial data. We analyze the linear instability of the numerical scheme, which explains the…

Numerical Analysis · Mathematics 2014-09-22 Jianfeng Lu , Jeremy L. Marzuola

We study an abstract family of asymptotically degenerating variational problems. Those are natural generalisations of families of problems emerging upon application of a rescaled Floquet-Bloch-Gelfand transform to resolvent problems for…

Analysis of PDEs · Mathematics 2025-08-27 Shane Cooper , Ilia Kamotski , Valery P. Smyshlyaev

The paper investigates the initial problem for a linear system of ordinary differential equations with the fractional differentiation operator Dzhrbashyan -- Nersesyan with constant coefficients. The existence and uniqueness theorems of the…

Analysis of PDEs · Mathematics 2020-07-31 Murat Osmanovich Mamchuev

We provide a general product formula for the solution of nonautonomous abstract delay equations. After having shown the convergence we obtain estimates on the order of convergence for differentiable history functions. Finally, the…

Functional Analysis · Mathematics 2012-12-03 András Bátkai , Petra Csomós , Bálint Farkas

This paper is a contribution to the general program of embedding theories of dynamical systems. Following our previous work on the Stochastic embedding theory developed with S. Darses, we define the fractional embedding of differential…

Dynamical Systems · Mathematics 2015-06-26 Jacky Cresson

Koopman operator theory has served as the basis to extract dynamics for nonlinear system modeling and control across settings, including non-holonomic mobile robot control. There is a growing interest in research to derive robustness…

Robotics · Computer Science 2021-04-13 Lu Shi , Konstantinos Karydis
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