Related papers: Integrable Stochastic Ladder Models
A general unifying framework for integrable soliton-like systems on time scales is introduced. The $R$-matrix formalism is applied to the algebra of $\delta$-differential operators in terms of which one can construct infinite hierarchy of…
Quantum Markov models are employed ubiquitously in quantum physics and in quantum information theory due to their relative simplicity and analytical tractability. In particular, these models are known to give accurate approximations for a…
It is shown that supersymmetric integrable models in two dimensions, both relativistic (i.e. super-Toda type theories) and non-relativistic (reductions of super-KP hierarchies) can be associated to general Poisson-brackets structures given…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
In this second part about dynamics of atomic system we revisit the logic application of $SU(2)$ dynamics. We reiterate that solution of quantum dynamics systems can be represented geometrically. Such geometric representations of solutions…
The reduction by restricting the spectral parameters $k$ and $k'$ on a generic algebraic curve of degree $\mathcal{N}$ is performed for the discrete AKP, BKP and CKP equations, respectively. A variety of two-dimensional discrete integrable…
The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…
We present a new realization of scalar integrable hierarchies in terms of the Toda lattice hierarchy. In other words, we show on a large number of examples that an integrable hierarchy, defined by a pseudodifferential Lax operator, can be…
Integrable systems are usually given in terms of functions of continuous variables (on ${\mathbb R}$), functions of discrete variables (on ${\mathbb Z}$) and recently in terms of functions of $q$-variables (on ${\mathbb K}_{q}$). We…
The theory of matrix models is reviewed from the point of view of its relation to integrable hierarchies. Determinantal formulas, relation to conformal field models and the theory of Generalized Kontsevich model are discussed in some…
In many applications, one encounters signals that lie on manifolds rather than a Euclidean space. In particular, covariance matrices are examples of ubiquitous mathematical objects that have a non Euclidean structure. The application of…
Applying a unifying Lax operator approach to statistical systems a new class of integrable vertex models based on quantum algebra is proposed, which exhibits a rich variety for generic q, q roots of unity and q -> 1. Exact solutions are…
A technique is introduced which allows to generate -- starting from any solvable discrete-time dynamical system involving N time-dependent variables -- new, generally nonlinear, generations of discrete-time dynamical systems, also involving…
This work deals with two groups of spectral analysis results for matrices arising in fully implicit Runge-Kutta methods used for linear time-dependent partial differential equations. These were applied for different formulations of the same…
We construct several new integrable systems corresponding to nonlocal versions of the Hirota equation, which is a particular example of higher order nonlinear Schr\"{o}dinger equations. The integrability of the new models is established by…
Lie symmetry analysis is applied to study the nonlinear rotating shallow water equations. The 9-dimensional Lie algebra of point symmetries admitted by the model is found. It is shown that the rotating shallow water equations are related…
We describe a general scheme of derivation of the Vlasov-type equations for Markov evolutions of particle systems in continuum. This scheme is based on a proper scaling of corresponding Markov generators and has an algorithmic realization…
In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…
Complexified spacetime algebra is defined as the geometric (Clifford) algebra of spacetime with complex coefficients, isomorphic $\mathcal{G}_{1,4}$. By resorting to matrix representation by means of Dirac-Pauli gamma matrices, the paper…
The general class of the graded Lie algebras is defined. These algebras could be constructed using an arbitrary dynamical systems with discrete time and with invarinat measure. In this papers we consider the case of the central extension of…