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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…
Recent work of the authors and their collaborators has uncovered fundamental connections between the Dirichlet-to-Neumann map, the spectral flow of a certain family of self-adjoint operators, and the nodal deficiency of a Laplacian…
We introduce a Toeplitz-based framework for data-driven spectral estimation of linear evolution operators in dynamical systems. Focusing on transfer and Koopman operators from equilibrium trajectories without access to the underlying…
A finite non-commutative geometry consists of a fuzzy space together with a Dirac operator satisfying the axioms of a real spectral triple. This paper addreses the question of how to extract information about these geometries from the…
We develop an index theory for variational problems on noncompact quantum graphs. The main results are a spectral flow formula, relating the net change of eigenvalues to the Maslov index of boundary data, and a Morse index theorem, equating…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
In this work, we extend Wigner's original framework to analyze linear operators by examining the relationship between their Wigner and Schwartz kernels. Our approach includes the introduction of (quasi-)algebras of Fourier integral…
We consider bifurcation of critical points from a trivial branch for families of functionals that are invariant under the orthogonal action of a compact Lie group. Based on a recent construction of an equivariant spectral flow by the…
In this paper presents the results obtained in the field of spectral theory operators of fractional differentiation. Proven a number of propositions which represents independent interest in the theory of fractional calculus. Introduced…
Consider a quasi-periodic Schr\"odinger operator $H_{\alpha,\theta}$ with analytic potential and irrational frequency $\alpha$. Given any rational approximating $\alpha$, let $S_+$ and $S_-$ denote the union, respectively, the intersection…
The rational quantum algebraically integrable systems are non-trivial generalizations of Laplacian operators to the case of elliptic operators with variable coefficients. We study corresponding extensions of Laplacian growth connected with…
A periodic one-dimensional Schroedinger operator is called semifinite-gap if every second gap in its spectrum is eventually closed. We construct explicit examples of semifinite-gap Schroedinger operators in trigonometric functions by…
We consider the Schr{\"o}dinger operator $-\Delta +V(x)$ in $L^2({\bf R}^3)$ with a real short-range (integrable) potential $V$. Using the associated Fredholm determinant, we present new trace formulas, in particular, the ones in terms of…
This note is about the spectral properties of transfer operators associated to smooth hyperbolic dynamics. In the first two sections (written in 2006), we state our new results relating such spectra with dynamical determinants, first…
The formalism of Operational Dynamical Modeling [Phys. Rev. Lett. {\bf 109}, 190403 (2012)] is employed to analyze dynamics of spin half relativistic particles. We arrive at the Dirac equation from specially constructed relativistic…
Koopman operator theory enables linear analysis of nonlinear dynamical systems by lifting their evolution to infinite-dimensional function spaces. However, finite-dimensional approximations of Koopman and transfer (Frobenius--Perron)…
Many real-analytic flows, e.g. in chemical kinetics, share a multiple time scale spectral structure. The trajectories of the corresponding dynamical systems are observed to bundle near so-called slow invariant manifolds (SIMs), which are…
We have developed a method for constructing spectral approximations for convolution operators of Fredholm type. The algorithm we propose is numerically stable and takes advantage of the recurrence relations satisfied by the entries of such…
We are concerned with the quantitative mathematical understanding of surface plasmon resonance (SPR) when $d \geq 3$. SPR is the resonant oscillation of conducting electrons at the interface between negative and positive permittivity…
The Wigner-von Neumann method, which was previously used for perturbing continuous Schr\"{o}dinger operators, is here applied to their discrete counterparts. In particular, we consider perturbations of arbitrary $T$-periodic Jacobi…