Stochastic models | Markov processes

Kolmogorov equations

In probability theory, Kolmogorov equations, including Kolmogorov forward equations and Kolmogorov backward equations, characterize continuous-time Markov processes. In particular, they describe how the probability that a continuous-time Markov process is in a certain state changes over time. (Wikipedia).

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Norbert Mauser: The quantum Vlasov equation

Abstract: We present the Quantum Vlasov or Wigner equation as a "phase space" presentation of quantum mechanics that is close to the classical Vlasov equation, but where the "distribution function" w(x,v,t) will in general have also negative values. We discuss the relation to the classical

From playlist Mathematical Physics

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Amir Ali Ahmadi, Princeton University

January 31, Amir Ali Ahmadi, Princeton University Two Problems at the Interface of Optimization and Dynamical Systems We propose and/or analyze semidefinite programming-based algorithms for two problems at the interface of optimization and dynamical systems: In part (i), we study the po

From playlist Spring 2020 Kolchin Seminar in Differential Algebra

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Dimitri Zvonkine - On two ELSV formulas

The ELSV formula (discovered by Ekedahl, Lando, Shapiro and Vainshtein) is an equality between two numbers. The first one is a Hurwitz number that can be defined as the number of factorizations of a given permutation into transpositions. The second is the integral of a characteristic class

From playlist 4th Itzykson Colloquium - Moduli Spaces and Quantum Curves

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How to determine if an equation is a linear relation

👉 Learn how to determine if an equation is a linear equation. A linear equation is an equation whose highest exponent on its variable(s) is 1. The variables do not have negative or fractional, or exponents other than one. Variables must not be in the denominator of any rational term and c

From playlist Write Linear Equations

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C07 Homogeneous linear differential equations with constant coefficients

An explanation of the method that will be used to solve for higher-order, linear, homogeneous ODE's with constant coefficients. Using the auxiliary equation and its roots.

From playlist Differential Equations

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Maxim Kazarian - 1/3 Mathematical Physics of Hurwitz numbers

Hurwitz numbers enumerate ramified coverings of a sphere. Equivalently, they can be expressed in terms of combinatorics of the symmetric group; they enumerate factorizations of permutations as products of transpositions. It turns out that these numbers obey a huge num

From playlist ­­­­Physique mathématique des nombres de Hurwitz pour débutants

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Maxim Kazarian - 2/3 Mathematical Physics of Hurwitz numbers

Hurwitz numbers enumerate ramified coverings of a sphere. Equivalently, they can be expressed in terms of combinatorics of the symmetric group; they enumerate factorizations of permutations as products of transpositions. It turns out that these numbers obey a huge num

From playlist ­­­­Physique mathématique des nombres de Hurwitz pour débutants

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Andreï Kolmogorov: un grand mathématicien au coeur d'un siècle tourmenté

Conférence grand public au CIRM Luminy Andreï Kolmogorov est un mathématicien russe (1903-1987) qui a apporté des contributions frappantes en théorie des probabilités, théorie ergodique, turbulence, mécanique classique, logique mathématique, topologie, théorie algorithmique de l'informati

From playlist OUTREACH - GRAND PUBLIC

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The Large-Scale Dynamics of Flows: Facts and Proofs from 1D Burgers to 3D Euler/NS by Uriel Frisch

Program Turbulence: Problems at the Interface of Mathematics and Physics (ONLINE) ORGANIZERS: Uriel Frisch (Observatoire de la Côte d'Azur and CNRS, France), Konstantin Khanin (University of Toronto, Canada) and Rahul Pandit (Indian Institute of Science, Bengaluru) DATE: 07 December 202

From playlist Turbulence: Problems at The Interface of Mathematics and Physics (Online)

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Nicola Garofalo: Hypoelliptic operators and analysis on Carnot-Carathéodory spaces

Find this video and other talks given by worldwide mathematicians on CIRM's Audiovisual Mathematics Library: http://library.cirm-math.fr. And discover all its functionalities: - Chapter markers and keywords to watch the parts of your choice in the video - Videos enriched with abstracts, b

From playlist Algebraic and Complex Geometry

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Method of Undetermined Coefficients

We demonstrate how to solve 2nd order, linear, inhomogeneous differential equations with the Method of Undetermined Coefficients.

From playlist Mathematical Physics I Uploads

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Maxim Kazarian - 3/3 Mathematical Physics of Hurwitz numbers

Hurwitz numbers enumerate ramified coverings of a sphere. Equivalently, they can be expressed in terms of combinatorics of the symmetric group; they enumerate factorizations of permutations as products of transpositions. It turns out that these numbers obey a huge num

From playlist ­­­­Physique mathématique des nombres de Hurwitz pour débutants

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Clément Mouhot: Quantitative De Giorgi methods in kinetic theory

CIRM VIRTUAL EVENT Recorded during the meeting "Kinetic Equations: from Modeling, Computation to Analysis" the March 23, 2021 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide m

From playlist Virtual Conference

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Nexus Trimester - Andrei Romashchenko (LIRMM)

On Parallels Between Shannon’s and Kolmogorov’s Information Theories (where the parallelism fails and why) Andrei Romashchenko (LIRMM) February 02, 2016 Abstract: Two versions of information theory - the theory of Shannon's entropy and the theory of Kolmgorov complexity - have manifest

From playlist Nexus Trimester - 2016 - Distributed Computation and Communication Theme

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Statistical Properties of the Navier-Stokes-Voigt Model by Edriss S. Titi

Program Turbulence: Problems at the Interface of Mathematics and Physics (ONLINE) ORGANIZERS: Uriel Frisch (Observatoire de la Côte d'Azur and CNRS, France), Konstantin Khanin (University of Toronto, Canada) and Rahul Pandit (Indian Institute of Science, Bengaluru) DATE: 07 December 202

From playlist Turbulence: Problems at The Interface of Mathematics and Physics (Online)

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Turbulence Energy Spectrum by Jayanta K. Bhattacharjee

Program Turbulence: Problems at the Interface of Mathematics and Physics (ONLINE) ORGANIZERS: Uriel Frisch (Observatoire de la Côte d'Azur and CNRS, France), Konstantin Khanin (University of Toronto, Canada) and Rahul Pandit (Indian Institute of Science, Bengaluru) DATE: 07 December 202

From playlist Turbulence: Problems at The Interface of Mathematics and Physics (Online)

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Order, disorder and entropy (Lecture - 01) by Daan Frenkel

INFOSYS-ICTS CHANDRASEKHAR LECTURES FROM SELF-ASSEMBLY TO CELL RECOGNITION Daan Frenkel (University of Cambridge, UK) DATE :29 August 2018, 16:00 to 17:00 VENUE:Ramanujan Lecture Hall, ICTS Bangalore. Lecture 1: Tuesday 28 August, 16:00 to 17:00 Title : Order, disorder and entropy Ab

From playlist Infosys-ICTS Chandrasekhar Lectures

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The fascinating world of turbulent flows by Samriddhi Sankar Ray

EINSTEIN LECTURES THE FASCINATING WORLD OF TURBULENT FLOWS SPEAKER: Samriddhi Sankar Ray (International Centre for Theoretical Sciences) DATE: 24 August 2018, 12:00 VENUE: Dayananda Sagar College of Engineering, Kumarswamy Layout, Bengaluru - 78 Turbulent flows are ubiquitous. They ar

From playlist Einstein Lectures

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Introduction to Parametric Equations

This video defines a parametric equations and shows how to graph a parametric equation by hand. http://mathispower4u.yolasite.com/

From playlist Parametric Equations

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Status of experiments and simulations on scaling problems in turbulence - Katepalli Sreenivasan

Workshop on Turbulence Topic: Status of experiments and simulations on scaling problems in turbulence Speaker: Katepalli Sreenivasan Affiliation: New York University Date: December 11, 2020 For more video please visit http://video.ias.edu

From playlist Mathematics

Related pages

Fokker–Planck equation | Brownian motion | Probability theory | Population size | Chapman–Kolmogorov equation | Master equation | Jump process | Kolmogorov backward equations (diffusion) | Probability