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The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in $\mathbb{R}^d$ is considered. The differential operator is given by the fractional power…

数值分析 · 数学 2019-11-18 David Bolin , Kristin Kirchner , Mihály Kovács

We consider the canonical fundamental systems of solutions of linear homogeneous Caputo fractional differential equations with continuous variable coefficients. Here we gained a series-representation of the canonical fundamental system by…

经典分析与常微分方程 · 数学 2013-05-15 Sun-Ae Pak , Myong-Ha Kim , Hyong-Chol O

We present a noncommutative version of the Burgers equation which possesses the Lax representation and discuss the integrability in detail. We find a noncommutative version of the Cole-Hopf transformation and succeed in the linearization of…

高能物理 - 理论 · 物理学 2008-11-26 Masashi Hamanaka , Kouichi Toda

Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and…

机器学习 · 计算机科学 2020-09-01 Michael Chertkov , Vladimir Chernyak , Yury Maximov

Some classes of the rational, periodic and solitary wave solutions for the Burgers hierarchy are presented. The solutions for this hierarchy are obtained by using the generalized Cole - Hopf transformation.

可精确求解与可积系统 · 物理学 2012-01-04 Nikolay A. Kudryashov , Dmitry I. Sinelshchikov

In this paper, we are concerned with the following equation involving higher-order fractional Lapalacian \begin{equation*} \left\{\begin{aligned} &(-\Delta)^{p+{\frac{\alpha}{2}}}u(x)=u_+^\gamma~~ \mbox{ in }\mathbb{R}^n,\\…

偏微分方程分析 · 数学 2022-02-04 Zhuoran Du , Zhenping Feng , Jiaqi Hu , Yuan Li

Let G be a piecewise constant $n\times n$ matrix function which is defined on a smooth closed curve $\Gamma$ in the complex sphere and which has m jumps. We consider the problem of determining the partial indices of the factorization of the…

经典分析与常微分方程 · 数学 2007-05-23 Torsten Ehrhardt , Ilya M. Spitkovsky

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

数值分析 · 数学 2017-06-06 Guang-an Zou , Bo Wang

We introduce a hybrid Cole-Hopf-Darboux transformation to relate solutions of nonlinear and linear second order differential equations and derive a sufficient condition for this correspondence. In particular we show that solutions of some…

数学物理 · 物理学 2012-11-29 Mayer Humi

This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward RBE to a forward random heat equation (RHE) that can be…

The holographic transformation, belief propagation and loop calculus are generalized to problems in generalized probabilistic theories including quantum mechanics. In this work, the partition function of classical factor graph is…

信息论 · 计算机科学 2015-04-28 Ryuhei Mori

Admissible point transformations between Burgers equations with linear damping and time-dependent coefficients are described and used in order to exhaustively classify Lie symmetries of these equations. Optimal systems of one- and…

可精确求解与可积系统 · 物理学 2014-06-24 Oleksandr A. Pocheketa , Roman O. Popovych , Olena O. Vaneeva

We establish, for the first time, a Bochner-type integral representation for the logarithmic Laplacian on weighted graphs. Assuming stochastic completeness of the underlying graph, we further derive an explicit pointwise formula for this…

偏微分方程分析 · 数学 2025-07-29 Rui Chen , Wendi Xu

We consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and the corresponding transition semigroup $P_t$. We prove a new formula for $P_tD\varphi$ (where $\varphi:H\to\R$ is bounded and Borel) which depends on $\varphi$…

概率论 · 数学 2014-12-24 Giuseppe Da Prato , Arnaud Debussche

We extend the results we obtained in an earlier work. The cocommutative case of rooted ladder trees is generalized to a full Hopf algebra of (decorated) rooted trees. For Hopf algebra characters with target space of Rota-Baxter type, the…

高能物理 - 理论 · 物理学 2009-09-29 Kurusch Ebrahimi-Fard , Li Guo , Dirk Kreimer

This paper deals with linear stochastic partial differential equations with variable coefficients driven by L\'{e}vy white noise. We first derive an existence theorem for integral transforms of L\'{e}vy white noise and prove the existence…

概率论 · 数学 2021-02-12 David Berger , Farid Mohamed

In this article, we develop a new approach to functional quantization, which consists in discretizing only a finite subset of the Karhunen-Lo\`eve coordinates of a continuous Gaussian semimartingale $X$. Using filtration enlargement…

概率论 · 数学 2012-09-20 Sylvain Corlay

A partial algebra construction of Gr\"atzer and Schmidt from "Characterizations of congruence lattices of abstract algebras" (Acta Sci. Math. (Szeged) 24 (1963), 34-59) is adapted to provide an alternative proof to a well-known fact that…

环与代数 · 数学 2014-09-23 Brian T. Chan

Let $X$ be a singular Hermitian complex space of pure dimension $n$. We use a resolution of singularities to give a smooth representation of the $L^2$-$\overline\partial$-cohomology of $(n,q)$-forms on $X$. The central tool is an…

复变函数 · 数学 2015-11-03 Jean Ruppenthal

In this article, we study the Lie point symmetries for the time fractional generalized Burgers-Fisher (GBF) equation. While getting an appropriate combination of symmetries, the time fractional partial differential equation has been…

可精确求解与可积系统 · 物理学 2020-03-12 Ramya Selvaraj , V. Swaminathan , A. Durga Devi , K. Krishnakumar