相关论文: Stochastic equation on compact groups in discrete …
We explore the mathematical consequences of the assumption of a discrete space-time. The fundamental laws of physics have to be translated into the language of discrete mathematics. We find integral transformations that leave the lattice of…
We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…
We propose an approach based on stochastic differential equations to describe superfluorescence in compact ensembles of multi-level emitters in the presence of various incoherent processes. This approach has a numerical complexity that does…
We consider the stochastic Navier--Stokes equations in three dimensions and prove that the law of analytically weak solutions is not unique. In particular, we focus on three examples of a stochastic perturbation: an additive, a linear…
We study continuous 2-valued dynamical systems with discrete time (dynamics) on $\mathbb{C}$. The main question addressed is whether a 2-valued dynamics can be defined by the action of a 2-valued group. We construct a class of strongly…
We generalize the notion of weakly mixing unitary representations to locally compact quantum groups, introducing suitable extensions of all standard characterizations of weak mixing to this setting. These results are used to complement the…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…
We study long time behavior of a discrete time weakly interacting particle system, and the corresponding nonlinear Markov process in $\mathbb{R}^d$, described in terms of a general stochastic evolution equation. In a setting where the state…
We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existence and smoothness for the density.
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…
The Lagrange problem is established in the discrete field theory subject to constraints with values in a Lie group. For the admissible sections that satisfy a certain regularity condition, we prove that the critical sections of such…
We study the independence density for finite families of finite tuples of sets for continuous actions of discrete groups on compact metrizable spaces. We use it to show that actions with positive naive entropy are Li-Yorke chaotic and…
A heavy top with a fixed point and a rigid body in an ideal fluid are important examples of Hamiltonian systems on a dual to the semidirect product Lie algebra $e(n)=so(n)\ltimes\mathbb R^n$. We give a Lagrangian derivation of the…
Making use of nonabelian harmonic analysis and representation theory, we solve the functional equation $$f_1(xy)+f_2(yx)+f_3(xy^{-1})+f_4(y^{-1}x)=f_5(x)f_6(y)$$ on arbitrary compact groups. The structure of its general solution is…
We consider ballistic aggregation equation for gases in which each particle is iden- ti?ed either by its mass and impulsion or by its sole impulsion. For the constant aggregation rate we prove existence of self-similar solutions as well as…
In this paper, we consider discrete groups in ${\rm PGL}_d(\mathbb{R})$ acting convex co-compactly on a properly convex domain in real projective space. For such groups, we establish an analogue of the well known flat torus theorem for…
Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…