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A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

数据分析、统计与概率 · 物理学 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

统计力学 · 物理学 2015-07-22 T. Srokowski

When expressed in Lagrangian variables, the equations of motion for compressible (barotropic) fluids have the structure of a classical Hamiltonian system in which the potential energy is given by the internal energy of the fluid. The…

偏微分方程分析 · 数学 2021-12-21 Thomas Gallouët , Quentin Merigot , Andrea Natale

Perturbing the arrangements of pegs on a static Galton board can result in non-trivial stationary distributions, which in the continuum limit correspond to departure from regular gaussian behavior. Two such distributions are obtained.…

We develop in this paper a new framework for discrete calculus of variations when the actions have densities involving an arbitrary discretization operator. We deduce the discrete Euler-Lagrange equations for piecewise continuous critical…

最优化与控制 · 数学 2011-06-28 Philippe Ryckelynck , Laurent Smoch

A lagrangian for relativistic fluid systems with matters inside is developed using gauge principle. In the model, the gauge boson represents the fluid field in a form $A_\mu \equiv \epsilon_\mu \phi$, where $\epsilon_\mu$ contains the fluid…

流体动力学 · 物理学 2009-01-01 A. Sulaiman , T. P. Djun , L. T. Handoko

We present a direct approach to the construction of Lagrangians for a large class of one-dimensional dynamical systems with a simple dependence (monomial or polynomial) on the velocity. We rederive and generalize some recent results and…

数学物理 · 物理学 2015-05-14 Jan L. Cieslinski , Tomasz Nikiciuk

This paper is concerned with lattice field models in dimension at least 2. The action is a uniformly convex function of the gradient of the field. The main result Theorem 1.4 proves that charge-charge correlations in the Coulomb dipole gas…

数学物理 · 物理学 2024-12-09 Joseph G. Conlon , Michael Dabkowski

The Schwarzian derivative is invariant under SL(2,R)-transformations and, as thus, any function of it can be used to determine the equation of motion or the Lagrangian density of a higher derivative SL(2,R)-invariant 1d mechanics or the…

高能物理 - 理论 · 物理学 2018-11-14 Anton Galajinsky

In the context of random multiplicative energy cascade processes, we derive analytical expressions for translationally invariant one- and two-point cumulants in logarithmic field amplitudes. Such cumulants make it possible to distinguish…

混沌动力学 · 物理学 2009-10-31 Hans C. Eggers , Thomas Dziekan , Martin Greiner

We derive the gravitational Lagrangian to all orders of curvature when the canonical constraint algebra is deformed by a phase space function as predicted by some studies into loop quantum cosmology. The deformation function seems to be…

广义相对论与量子宇宙学 · 物理学 2020-11-25 Rhiannon Cuttell , Mairi Sakellariadou

In this paper, we develop a sliding method for the fractional Laplacian. We first obtain the key ingredients needed in the sliding method either in a bounded domain or in the whole space, such as narrow region principles and maximum…

偏微分方程分析 · 数学 2019-12-03 Leyun Wu , Wenxiong Chen

We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…

最优化与控制 · 数学 2013-10-03 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We give counterexamples to a problem of M. Kac in the Scottish Book, which asks whether a certain nonlinear operation on two characteristic functions characterizes Laplace distributions, in analogy with the Cram\'er--L\'evy theorem for…

概率论 · 数学 2026-04-07 Robert Koirala

The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to…

统计力学 · 物理学 2009-11-13 A. Rossani , A. M. Scarfone

We develop novel tools for computing the likelihood correspondence of an arrangement of hypersurfaces in a projective space. This uses the module of logarithmic derivations. This object is well-studied in the linear case, when the…

We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…

偏微分方程分析 · 数学 2015-12-16 Xavier Cabre , Joaquim Serra

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

统计力学 · 物理学 2020-03-18 Massimo Materassi

Recently, a method to dynamically define a divergence function $D$ for a given statistical manifold $(\mathcal{M}\,,g\,,T)$ by means of the Hamilton-Jacobi theory associated with a suitable Lagrangian function $\mathfrak{L}$ on…

数学物理 · 物理学 2018-02-07 Florio M. Ciaglia , Fabio Di Cosmo , Giuseppe Marmo

We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…

统计理论 · 数学 2025-02-20 Athénaïs Gautier , David Ginsbourger