3 papers
stat.CO2024
Direct Inversion for the Squared Bessel Process and Applications
Simon J. A. Malham, Anke Wiese, Yifan Xu
In this paper we derive a new direct inversion method to simulate squared Bessel processes. Since the transition probability of these processes can be represented by a non-central…
nlin.SI2024
Direct linearisation of the non-commutative Kadomtsev-Petviashvili equations
Gordon Blower, Simon J. A. Malham
We prove that the non-commutative Kadomtsev-Petviashvili (KP) equation and a `lifted' modified Kadomtsev-Petviashvili (mKP) equation are directly linearisable, and thus integrable…
nlin.SI2023
The algebraic structure of the non-commutative nonlinear Schrodinger and modified Korteweg-de Vries hierarchy
Gordon Blower, Simon J. A. Malham
We prove that each member of the non-commutative nonlinear Schrodinger and modified Korteweg--de Vries hierarchy is a Fredholm Grassmannian flow, and for the given linear dispersio…