相关论文: Exact Computations in the Burgers Problem

A Lax pair consisting of the Forsyth-Hopf-Cole transformation and a linear differential (in time) - difference (in continuous space) equation generates the whole hierarchy of the Burgers equation and admits exact moving front solutions.…

The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…

We show that any given function can be approximated with arbitrary precision by solutions of linear, time-fractional equations of any prescribed order. This extends a recent result by Claudia Bucur, which was obtained for time-fractional…

We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…

We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…

Probabilistic graphical models are a key tool in machine learning applications. Computing the partition function, i.e., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable,…

We study the statistical fluctuations (such as the variance) of causal set quantities, with particular focus on the causal set action. To facilitate calculating such fluctuations, we develop tools to account for correlations between causal…

The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the corresponding expansion is a linear combination of iterated…

The ability to represent complex high dimensional probability distributions in a compact form is one of the key insights in the field of graphical models. Factored representations are ubiquitous in machine learning and lead to major…

The correct computation of orbits of discrete dynamical systems on the interval is considered. Therefore, an arbitrary-precision floating-point approach based on automatic error analysis is chosen and a general algorithm is presented. The…

Let $f,g:{\Bbb R}\to{\Bbb R}$ be integrable functions, $f$ nowhere zero, and $\phi (u)=\int du/f(u)$ be invertible. An exact solution to the generalized nonhomogeneous inviscid Burgers' equation $u_t+g(u).u_x=f(u)$ is given, by quadratures.

Probabilistic programs are typically normal-looking programs describing posterior probability distributions. They intrinsically code up randomized algorithms and have long been at the heart of modern machine learning and approximate…

The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic…

In this paper, we investigate the stochastic damped Burgers equation with multiplicative space-time white noise defined on the entire real line. We prove the existence and uniqueness of a mild solution of the stochastic damped Burgers…

We present a general black box theorem that ensures convergence of a sequence of stationary Markov processes, provided a few assumptions are satisfied. This theorem relies on a control of the resolvents of the sequence of Markov processes,…

We present a general approach to the problem of determining the asymptotic order of the variance of the optimal score between two independent random sequences defined over an arbitrary finite alphabet. Our general approach is based on…

We investigate the feasibility of modelling turbulence via numeric functional integration. By transforming the Burgers' equation into a functional integral we are able to calculate equal-time spatial correlation of system variables using…

We discuss the recent paper by Inan and Ugurlu [Inan I.E., Ugurlu Y., Exp-function method for the exact solutions of fifth order KdV equation and modified Burgers equation, Appl. Math. Comp. 217 (2010) 1294 -- 1299]. We demonstrate that all…

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…

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…