相关论文: Clark formula for local time for one class of Gaus…

A method for time-reversible numerical integration of the deterministic Landau-Lifshitz Gilbert equation by means of a second order Suzuki-Trotter decomposition is presented and tested against commonly used second order predictor-corrector…

We study a continuous pathwise local time of order p for continuous functions with finite p-th variation along a sequence of time partitions, for even integers p >= 2. With this notion, we establish a Tanaka-type change of variable formula,…

How can sparse graph theory be extended to large networks, where algorithms whose running time is estimated using the number of vertices are not good enough? I address this question by introducing 'Local Separators' of graphs. Applications…

This paper presents a method to construct variational integrators for time-dependent lagrangian systems. The resulting algorithms are symplectic, preserve the momentum map associated with a Lie group of symmetries and also describe the…

To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors. We combine…

We establish new Harnack estimates that defy the waiting-time phenomenon for global solutions to nonlocal parabolic equations. Our technique allows us to consider general nonlocal operators with bounded measurable coefficients. Moreover, we…

The formulation of the time-dependent Schrodinger equation in terms of coupled-cluster theory is outlined, with emphasis on the bivariational framework and its classical Hamiltonian structure. An indefinite inner product is introduced,…

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

The overreaching goal of this paper is to investigate the existence and uniqueness of weak solution of a semilinear parabolic equation with double nonlocality in space and in time variables that naturally arises while modeling a biological…

Hamilton-Jacobi theory provides a natural starting point for a covariant description of the gravitational field. Using a spatial gradient expansion, one may solve for the phase of the wavefunction by using a line-integral in superspace.…

Fractionally integrated time series, exhibiting long memory with slowly decaying autocorrelations, are frequently encountered in economics, finance, and related fields. Since the seminal work of Robinson (1995), a variety of semiparametric…

Recently, a new algorithm for the computation of covariant Lyapunov vectors and of corresponding local Lyapunov exponents has become available. Here we study the properties of these still unfamiliar quantities for a number of simple models,…

Processes which arise as solutions to stochastic differential equations involving the local time (SDELTs), such as skew Brownian motion, are frequent sources of inspiration in theory and applications. Existence and uniqueness results for…

In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…

Following our previous work [68], this paper continues to investigate the evolution dynamics of local times of spectrally positive L\'evy processes with Gaussian components in the spatial direction. We prove that conditioned on the…

We consider a new integral representation for $L(s_1, \Pi \times \tau_1) L(s_2, \Pi \times \tau_2),$ where $\Pi$ is a globally generic cuspidal representation of $GSp_4,$ and $\tau_1$ and $\tau_2$ are two cuspidal representations of $GL_2$…

In this paper, we are concerned with the global well-posedness and time-asymptotic decay of the Vlasov-Fokker-Planck equation with local alignment forces. The equation can be formally derived from an agent-based model for self-organized…

A global intrinsic time in Friedmann - Robertson - Walker models is proportional to a scaling factor of the spatial metric. The aim of the paper is to study an applicability of the intrinsic global time chosen to nearest non-symmetric cases…

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

This paper presents a short introduction to local fractional complex analysis. The generalized local fractional complex integral formulas, Yang-Taylor series and local fractional Laurent's series of complex functions in complex fractal…