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In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

Some weighted inequalities for the maximal operator with respect to the discrete diffusion semigroups associated with exceptional Jacobi and Dunkl-Jacobi polynomials are given. This setup allows to extend the corresponding results obtained…

Classical Analysis and ODEs · Mathematics 2020-07-14 Á. P. Horváth

The p-adic formulation of replica symmetry breaking is presented. In this approach ultrametricity is a natural consequence of the basic properties of the p-adic numbers. Many properties can be simply derived in this approach and p-adic…

Disordered Systems and Neural Networks · Physics 2009-10-31 Giorgio Parisi , Nicolas Sourlas

Convection-diffusion problem are the base for continuum mechanics. The main features of these problems are associated with an indefinite operator the problem. In this work we construct unconditionally stable scheme for non-stationary…

Numerical Analysis · Computer Science 2012-08-31 N. Afanasyeva , P. Vabishchevich , M. Vasil'eva

We investigate a method for extracting nonlinear principal components (NPCs). These NPCs maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate probability…

Methodology · Statistics 2009-08-06 Xioahong Chen , Lars Peter Hansen , Jose Scheinkman

We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…

Condensed Matter · Physics 2009-10-30 Ilya Ya. Goldsheid , Boris A. Khoruzhenko

We first introduce new algebras of generalized functions containing Gevrey ultradistributions and then develop a Gevrey microlocal analysis suitable for these algebras. Finally, we give an application through an extension of the well-known…

Functional Analysis · Mathematics 2011-02-22 Chikh Bouzar , Khaled Benmeriem

We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander…

Probability · Mathematics 2019-06-04 T. Cass , D. Crisan , P. Dobson , M. Ottobre

A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…

Statistical Mechanics · Physics 2015-05-14 V. V. Ryazanov

We introduce a \textit{non-modal} analysis technique that characterizes the diffusion properties of spectral element methods for linear convection-diffusion systems. While strictly speaking only valid for linear problems, the analysis is…

Computational Physics · Physics 2019-01-30 Pablo Fernandez , Rodrigo Moura , Gianmarco Mengaldo , Jaime Peraire

Affiliated and normal operators in octonion Hilbert spaces are studied. Theorems about their properties and of related algebras are demonstrated. Spectra of unbounded normal operators are investigated.

Functional Analysis · Mathematics 2018-12-18 S. V. Ludkovsky

In this article, we study a large class of radial probability density functions defined on the p-adic numbers from which it is possible to obtain certain non-archimedean pseudo-differential operators. These operators are associated with…

Mathematical Physics · Physics 2019-07-05 Anselmo Torresblanca-Badillo , Ismael Gutierrez Garcia

Given an elliptic diffusion operator $L$ defined on a compact and connected manifold (possibly with a convex boundary in a suitable sense) with an $L$-invariant measure $m$, we introduce the non-linear $p-$operator $L_p$, generalizing the…

Analysis of PDEs · Mathematics 2019-07-26 Thomas Koerber

In this work we develop a nonlinear decomposition, associated with nonlinear eigenfunctions of the p-Laplacian for p \in (1, 2). With this decomposition we can process signals of different degrees of smoothness. We first analyze solutions…

Analysis of PDEs · Mathematics 2019-09-18 Ido Cohen , Guy Gilboa

The paper aims to study the spectral properties of elliptic operators with highly inhomogeneous coefficients and related issues concerning wave propagation in high-contrast media. A unified approach to solving problems in bounded domains…

Analysis of PDEs · Mathematics 2025-12-19 Yuri A. Godin , Leonid Koralov , Boris Vainberg

The $p$-adic unitary operator $U$ is defined as an invertible operator on $p$-adic ultrametric Banach space such that $\left |U\right |=\left |U^{-1}\right |=1$. We point out $U$ has a spectral measure valued in $\textbf{projection…

Mathematical Physics · Physics 2023-11-03 Zhao Tianhong

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

Mathematical Physics · Physics 2023-03-13 Mario Kieburg , Jiyuan Zhang

We study dispersion properties of layered metal-dielectric media having different layers thicknesses ratios. Plotting dispersion diagrams and isofrequency contours, we find that strong nonlocality is inherent property of such periodic…

Optics · Physics 2012-10-11 Alexey A. Orlov , Ivan V. Iorsh , Pavel A. Belov , Yuri S. Kivshar

We confirm rigorously the conjecture, based on numerical and asymptotic evidence, that all the eigenvalues of a certain non-self-adjoint operator are real.

Spectral Theory · Mathematics 2007-11-12 John Weir

The development of a metric for structural data is a long-term problem in pattern recognition and machine learning. In this paper, we develop a general metric for comparing nonlinear dynamical systems that is defined with Perron-Frobenius…

Machine Learning · Statistics 2018-11-01 Isao Ishikawa , Keisuke Fujii , Masahiro Ikeda , Yuka Hashimoto , Yoshinobu Kawahara