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We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…

符号计算 · 计算机科学 2011-10-12 Christopher J. Winfield

Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent…

The formation and evolution of nonlinear and turbulent dynamical structures in two-dimensional complex plasmas and fluids is explored by means of generalised (drift) fluid simulations. Recent numerical results on turbulence in dusty…

等离子体物理 · 物理学 2012-02-27 Alexander Kendl

The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…

统计力学 · 物理学 2015-06-24 Jan Naudts

We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in…

量子物理 · 物理学 2011-11-30 Li Yu , Daniel F. V. James

We develop new variational principles to study stability and equilibrium of axisymmetric flows. We show that there is an infinite number of steady state solutions. We show that these steady states maximize a (non-universal) $H$-function. We…

流体动力学 · 物理学 2016-08-16 Nicolas Leprovost , Bérengère Dubrulle , Pierre-Henri Chavanis

We derive in this article the asymptotic behavior as well as non-asymptotical estimates of tail of distribution for self-normalized sums of random variables (r.v.) under natural classical norming. We investigate also the case of…

概率论 · 数学 2017-10-10 E. Ostrovsky , L. Sirota

The statistical properties of fully developed hydrodynamic turbulence can be successfully described using methods from nonextensive statistical mechanics. The predicted probability densities and scaling exponents precisely coincide with…

统计力学 · 物理学 2009-11-07 Christian Beck

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

数值分析 · 数学 2020-11-12 S. Baars , J. P. Viebahn , T. E. Mulder , C. Kuehn , F. W. Wubs , H. A. Dijkstra

Turbulence exhibits significant velocity fluctuations even if the scale is much larger than the scale of the energy supply. Since any spatial correlation is negligible, these large-scale fluctuations have many degrees of freedom and are…

流体动力学 · 物理学 2015-05-20 H. Mouri , A. Hori , Y. Kawashima , K. Hashimoto

An equation describing the irreversible evolution of the local density of a continuous medium without involving any statistical hypotheses and assumptions is derived. The derivation is based on the smoothing of the microscopic dynamic…

统计力学 · 物理学 2018-10-02 Victor V. Zubkov

Symplectic and optical joint probability representations of quantum mechanics are considered, in which the functions describing the states are the probability distributions with all random arguments (except the argument of time ). The…

量子物理 · 物理学 2017-02-01 Ya. A. Korennoy , V. I. Man'ko

A new formalism will be presented in order to study real time evolution of quantum systems at finite temperature. Probability distributions for time-correlated observables will be studied non-perturbatively and fully quantized. This works…

高能物理 - 格点 · 物理学 2009-10-30 E. Mendel , M. Nest

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

机器学习 · 统计学 2018-06-19 Marco Lorenzi , Maurizio Filippone

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

概率论 · 数学 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

A new formalism is presented for analytically obtaining the probability density function, \( P_{n}(s) \), for the distance between two random points in an \( n \)-dimensional sphere of radius \( R \). Our formalism allows \( P_{n}(s) \) to…

数学物理 · 物理学 2007-05-23 Shu-Ju Tu , Ephraim Fischbach

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

统计力学 · 物理学 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin

We study the evolution of coherent structures in arbitrary turbulence phenomena, developing some tools, from non-archimedean analysis and algebraic geometry, in order to model its display. We match the scale-dependent, topological structure…

数学物理 · 物理学 2013-10-01 Luis G. D. C. Borges

Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…

统计理论 · 数学 2024-07-08 Till Massing

Conventional wisdom assumes that the indefinite integral of the probability density function for the standard normal distribution cannot be expressed in finite elementary terms. While this is true, there is an expression for this…

其他统计学 · 统计学 2016-11-07 Joram Soch