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In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

计算工程、金融与科学 · 计算机科学 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

Some weighted inequalities for the maximal operator with respect to the discrete diffusion semigroups associated with exceptional Jacobi and Dunkl-Jacobi polynomials are given. This setup allows to extend the corresponding results obtained…

经典分析与常微分方程 · 数学 2020-07-14 Á. P. Horváth

The p-adic formulation of replica symmetry breaking is presented. In this approach ultrametricity is a natural consequence of the basic properties of the p-adic numbers. Many properties can be simply derived in this approach and p-adic…

无序系统与神经网络 · 物理学 2009-10-31 Giorgio Parisi , Nicolas Sourlas

Convection-diffusion problem are the base for continuum mechanics. The main features of these problems are associated with an indefinite operator the problem. In this work we construct unconditionally stable scheme for non-stationary…

数值分析 · 计算机科学 2012-08-31 N. Afanasyeva , P. Vabishchevich , M. Vasil'eva

We investigate a method for extracting nonlinear principal components (NPCs). These NPCs maximize variation subject to smoothness and orthogonality constraints; but we allow for a general class of constraints and multivariate probability…

统计方法学 · 统计学 2009-08-06 Xioahong Chen , Lars Peter Hansen , Jose Scheinkman

We develop a theory which describes the behaviour of eigenvalues of a class of one-dimensional random non-Hermitian operators introduced recently by Hatano and Nelson. Under general assumptions on random parameters we prove that the…

凝聚态物理 · 物理学 2009-10-30 Ilya Ya. Goldsheid , Boris A. Khoruzhenko

We first introduce new algebras of generalized functions containing Gevrey ultradistributions and then develop a Gevrey microlocal analysis suitable for these algebras. Finally, we give an application through an extension of the well-known…

泛函分析 · 数学 2011-02-22 Chikh Bouzar , Khaled Benmeriem

We study the long time behaviour of a large class of diffusion processes on $R^N$, generated by second order differential operators of (possibly) degenerate type. The operators that we consider {\em need not} satisfy the H\"ormander…

概率论 · 数学 2019-06-04 T. Cass , D. Crisan , P. Dobson , M. Ottobre

A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…

统计力学 · 物理学 2015-05-14 V. V. Ryazanov

We introduce a \textit{non-modal} analysis technique that characterizes the diffusion properties of spectral element methods for linear convection-diffusion systems. While strictly speaking only valid for linear problems, the analysis is…

计算物理 · 物理学 2019-01-30 Pablo Fernandez , Rodrigo Moura , Gianmarco Mengaldo , Jaime Peraire

Affiliated and normal operators in octonion Hilbert spaces are studied. Theorems about their properties and of related algebras are demonstrated. Spectra of unbounded normal operators are investigated.

泛函分析 · 数学 2018-12-18 S. V. Ludkovsky

In this article, we study a large class of radial probability density functions defined on the p-adic numbers from which it is possible to obtain certain non-archimedean pseudo-differential operators. These operators are associated with…

数学物理 · 物理学 2019-07-05 Anselmo Torresblanca-Badillo , Ismael Gutierrez Garcia

Given an elliptic diffusion operator $L$ defined on a compact and connected manifold (possibly with a convex boundary in a suitable sense) with an $L$-invariant measure $m$, we introduce the non-linear $p-$operator $L_p$, generalizing the…

偏微分方程分析 · 数学 2019-07-26 Thomas Koerber

In this work we develop a nonlinear decomposition, associated with nonlinear eigenfunctions of the p-Laplacian for p \in (1, 2). With this decomposition we can process signals of different degrees of smoothness. We first analyze solutions…

偏微分方程分析 · 数学 2019-09-18 Ido Cohen , Guy Gilboa

The paper aims to study the spectral properties of elliptic operators with highly inhomogeneous coefficients and related issues concerning wave propagation in high-contrast media. A unified approach to solving problems in bounded domains…

偏微分方程分析 · 数学 2025-12-19 Yuri A. Godin , Leonid Koralov , Boris Vainberg

The $p$-adic unitary operator $U$ is defined as an invertible operator on $p$-adic ultrametric Banach space such that $\left |U\right |=\left |U^{-1}\right |=1$. We point out $U$ has a spectral measure valued in $\textbf{projection…

数学物理 · 物理学 2023-11-03 Zhao Tianhong

In the present work we show that the joint probability distribution of the eigenvalues can be expressed in terms of a differential operator acting on the distribution of some other matrix quantities. Those quantities might be the diagonal…

数学物理 · 物理学 2023-03-13 Mario Kieburg , Jiyuan Zhang

We study dispersion properties of layered metal-dielectric media having different layers thicknesses ratios. Plotting dispersion diagrams and isofrequency contours, we find that strong nonlocality is inherent property of such periodic…

光学 · 物理学 2012-10-11 Alexey A. Orlov , Ivan V. Iorsh , Pavel A. Belov , Yuri S. Kivshar

We confirm rigorously the conjecture, based on numerical and asymptotic evidence, that all the eigenvalues of a certain non-self-adjoint operator are real.

谱理论 · 数学 2007-11-12 John Weir

The development of a metric for structural data is a long-term problem in pattern recognition and machine learning. In this paper, we develop a general metric for comparing nonlinear dynamical systems that is defined with Perron-Frobenius…

机器学习 · 统计学 2018-11-01 Isao Ishikawa , Keisuke Fujii , Masahiro Ikeda , Yuka Hashimoto , Yoshinobu Kawahara