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We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…

Probability · Mathematics 2016-07-05 Gilles Pagès , Fabien Panloup

The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…

Probability · Mathematics 2022-12-19 Huijie Qiao

Underdamped Langevin dynamics (ULD) is a widely-used sampler for Gibbs distributions $\pi\propto e^{-V}$, and is often empirically effective in high dimensions. However, existing non-asymptotic convergence guarantees for discretized ULD…

Machine Learning · Computer Science 2026-03-04 Shiyuan Zhang , Qiwei Di , Xuheng Li , Quanquan Gu

The dynamics of the highly nonlinear fifth order $KdV$-type equation is discussed in the framework of the Lagrangian and Hamiltonian formalisms. The symmetries of the Lagrangian produce three commuting conserved quantities that are found to…

solv-int · Physics 2007-05-23 R. P. Malik

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…

Statistics Theory · Mathematics 2024-10-23 Julien Chhor , Olga Klopp , Alexandre Tsybakov

In this paper, we extend our work to the Bayesian inverse problems for inferring unknown forcing and initial condition of the forward Navier-Stokes equation coupled with tracer equation with noisy Lagrangian observation on the positions of…

Numerical Analysis · Mathematics 2024-03-20 Juntao Yang

In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher…

Probability · Mathematics 2013-05-27 Déborah Ferré , Loïc Hervé , James Ledoux

In this paper we derive regular criteria in Lorentz spaces for Leray-Hopf weak solutions $v$ of the three-dimensional Navier-Stokes equations based on the formal equivalence relation $\pi\cong|v|^2$, where $\pi$ denotes the fluid pressure…

Analysis of PDEs · Mathematics 2020-09-04 Hugo Beirão da Veiga , Jiaqi Yang

An ordering for Laurent polynomials in the algebraic torus $(\mathbb C^*)^D$, inspired by the Cantero-Moral-Vel\'azquez approach to orthogonal Laurent polynomials in the unit circle, leads to the construction of a moment matrix for a given…

Classical Analysis and ODEs · Mathematics 2015-07-01 Gerardo Ariznabarreta , Manuel Mañas

In this paper, we prove that the nonlocal complex modified Korteweg-de Vries (mKdV) equation introduced by Ablowitz and Musslimani [Nonlinearity, 29, 915-946 (2016)] is gauge equivalent to a spin-like model. From the gauge equivalence, one…

Exactly Solvable and Integrable Systems · Physics 2016-12-21 Li-Yuan Ma , Shou-Feng Shen , Zuo-Nong Zhu

It is shown that white noise is an invariant measure for the Korteweg-deVries equation on $\mathbb T$. This is a consequence of recent results of Kappeler and Topalov establishing the well-posedness of the equation on appropriate negative…

Analysis of PDEs · Mathematics 2007-05-23 Jeremy Quastel , Benedek Valko

In this paper we construct an invariant probability measure concentrated on $H^2(K)\times H^1(K)$ for a general cubic Klein-Gordon equation (including the case of the wave equation). Here $K$ represents both the $3$-dimensional torus or a…

Analysis of PDEs · Mathematics 2017-11-15 Mouhamadou Sy

We establish a novel numerical and analytical framework for solving the Korteweg--de Vries (KdV) equation in the negative Sobolev spaces, where classical numerical methods fail due to their reliance on high regularity and inability to…

Numerical Analysis · Mathematics 2025-06-30 Jiachuan Cao , Buyang Li , Yifei Wu , Fangyan Yao

We study the two-dimensional Euler equations, damped by a linear term and driven by an additive noise. The existence of weak solutions has already been studied; pathwise uniqueness is known for solutions that have vorticity in $L^\infty$.…

Probability · Mathematics 2020-04-22 Hakima Bessaih , Benedetta Ferrario

Breather solutions of the modified Korteweg-de Vries equation are shown to be globally stable in a natural H^2 topology. Our proof introduces a new Lyapunov functional, at the H^2 level, which allows to describe the dynamics of small…

Analysis of PDEs · Mathematics 2015-06-05 Miguel Angel Alejo , Claudio Muñoz

Two binary (integral type) Darboux transformations for the KdV hierarchy with self-consistent sources are proposed. In contrast with the Darboux transformation for the KdV hierarchy, one of the two binary Darboux transformations provides…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 Yunbo Zeng , Wen-Xiu Ma , Yijun Shao

In this paper, we consider the bilinear Strichartz estimates for the periodic KdV equation. We give a concrete counterexample to the false $L^p$ Strichartz estimates for $p=8$, at least for a subset of the range of Lebesgue exponents…

Analysis of PDEs · Mathematics 2023-08-07 Hideo Takaoka

This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors possibly diverge to infinity. We apply the developed theory…

Statistics Theory · Mathematics 2019-04-02 Yuta Koike

In this paper, we obtain new lower bounds for the evolution of the radius of analyticity of solutions to two initial value problems (IVPs) with initial data belonging to the class of analytic functions $H^{\sigma,s}(\mathbb{R})$ defined via…

Analysis of PDEs · Mathematics 2026-03-27 Renata O. Figueira , Mahendra Panthee

We introduce an equation defined on a multi-dimensional lattice, which can be considered as an extension to the coprimeness-preserving discrete KdV like equation in our previous paper. The equation is also interpreted as a…

Exactly Solvable and Integrable Systems · Physics 2025-09-16 Ryo Kamiya , Masataka Kanki , Takafumi Mase , Tetsuji Tokihiro
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