相关论文: Discrete-time Calogero-Moser Model and Lattice KP …

In this paper, we construct a sequence of discrete time stochastic processes that converges in probability and in the Skorokhod metric to a COGARCH(p,q) model. The result is useful for the estimation of the continuous model defined for…

We propose an asympotically optimal choice of shared concentrated real poles of a family of rational approximants of time-dependent exponential functions $\exp(-tz)$ for $z \geq 0$ and $t$ in a positive time interval $T$. Our result extends…

We introduce a closed-form method for identification of discrete-time linear time-variant systems from data, formulating the learning problem as a regularized least squares problem where the regularizer favors smooth solutions within a…

We address in this paper a nonlinear parabolic system, which is built to retain the main mathematical difficulties of the P1 radiative diffusion physical model. We propose a finite volume fractional-step scheme for this problem enjoying the…

We describe a technique for solving the combined collisionless Boltzmann and Poisson equations in a discretised, or lattice, phase space. The time and the positions and velocities of `particles' take on integer values, and the forces are…

Just like decent classical difference-difference systems define symplectic maps on suitable phase spaces, their counterparts with properly ordered noncommutative entries come as Heisenberg equations of motion for corresponding quantum…

New classical integrable systems of Camassa-Holm peakon type are proposed. They realize the maximal even piecewise-D_2 generalization of the Calogero-Francoise flows, yielding periodic and pseudoperiodic trigonometric/hyperbolic potentials.…

We study a general family of space-time discretizations of the KPZ equation and show that they converge to its solution. The approach we follow makes use of basic elements of the theory of regularity structures [M. Hairer, A theory of…

Classical model reduction techniques project the governing equations onto linear subspaces of the high-dimensional state-space. For problems with slowly decaying Kolmogorov-n-widths such as certain transport-dominated problems, however,…

Discrete integrable systems are closely related to orthogonal polynomials and isospectral matrix transformations. In this paper, we use these relationships to propose a nonautonomous time-discretization of the Camassa-Holm (CH) peakon…

There exist two versions of the Kadomtsev-Petviashvili equation, related to the Cartesian and cylindrical geometries of the waves. In this paper we derive and study a new version, related to the elliptic cylindrical geometry. The derivation…

We propose new type of discrete and ultradiscrete soliton equations, which admit extended soliton solution called periodic phase soliton solution. The discrete equation is derived from the discrete DKP equation and the ultradiscrete one is…

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

When numerical solution of elliptic and parabolic partial differential equations is required to be highly accurate in space, the discrete problem usually takes the form of large-scale and sparse linear systems. In this work, as an…

We introduce and solve the non-commutative version of the Hermite-Pad\'{e} type I approximation problem. Its solution, expressed by quasideterminants, leads in a natural way to a subclass of solutions of the non-commutative Hirota (discrete…

The time evolution of a class of completely integrable discrete Lotka-Volterra s ystem is shown not unique but have two different ways chosen randomly at every s tep of generation. This uncertainty is consistent with the existence of…

In the late 80s - early 90s J. Moser and A. P. Veselov considered Lagrangian discrete systems on Lie groups with additional symmetry conditions imposed on Lagrangians. They observed that such systems are often integrable…

Coupled discrete models abound in several areas of physics. Here we provide an extensive set of exact quasiperiodic solutions of a number of coupled discrete models in terms of Lame polynomials of order one and two. Some of the models…

Classical Calogero-Moser models with rational potential are known to be superintegrable. That is, on top of the r involutive conserved quantities necessary for the integrability of a system with r degrees of freedom, they possess an…

Combining theorems of Halphen, Floquet, and Picard and a Frobenius type analysis, we characterize rational, meromorphic simply periodic, and elliptic KdV potentials. In particular, we explicitly describe the proper extension of the…