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In order to successfully explore quantum systems which are perturbations of simple models, it is essential to understand the complexity of perturbation bounds. We must ask ourselves: How quantum many-body systems can be artificially…

Functional Analysis · Mathematics 2018-08-09 Nazife Erkurşun-Özcan , Farrukh Mukhamedov

We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqueness of the invariant measure and exponential convergence…

Probability · Mathematics 2020-10-28 Oleg Butkovsky , Michael Scheutzow

The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing…

Risk Management · Quantitative Finance 2011-04-05 Alexander Cherny , Damir Filipović

We prove uniform synchronisation by noise with rates for the stochastic quantisation equation in dimensions two and three. The proof relies on a combination of coming down from infinity estimates and the framework of order-preserving Markov…

Probability · Mathematics 2019-10-18 Benjamin Gess , Pavlos Tsatsoulis

An abstract construction of coarse spaces for non-Hermitian problems and non-Hermitian domain decomposition preconditioners based on extended generalized eigenproblems was proposed in [Nataf and Parolin, arXiv:2404.02758] and analyzed on…

Numerical Analysis · Mathematics 2025-12-30 Emile Parolin , Frédéric Nataf

We give another proof that a reductive algebraic group is geometrically reductive. We show that a quotient of the semi-stable locus (by a linear action of a reductive algebraic group on a projective scheme) exists, and from this Haboush's…

Algebraic Geometry · Mathematics 2010-12-03 Pramathanath Sastry , C. S. Seshadri

We construct a weak dilation of a not necessarily unital CP-semigroup to an E-semigroup acting on the adjointable operators of a Hilbert module with a unit vector. We construct the dilation in such a way that the dilating E-semigroup has a…

Operator Algebras · Mathematics 2013-11-20 Michael Skeide

We propose a theory of unimodal maps perturbed by an heteroscedastic Markov chain noise and experiencing another heteroscedastic noise due to uncertain observation. We address and treat the filtering problem showing that by collecting more…

Statistics Theory · Mathematics 2024-11-26 Fabrizio Lillo , Stefano Marmi , Matteo Tanzi , Sandro Vaienti

We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…

Mathematical Physics · Physics 2021-09-14 Yuanran Zhu

The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation functions and power spectra of stochastic systems via…

Mathematical Physics · Physics 2020-03-11 Alexis Tantet , Mickaël D. Chekroun , Henk A. Dijkstra , J. David Neelin

In this paper, we present the geometric Hardy inequality for the sub-Laplacian in the half-spaces on the stratified groups. As a consequence, we obtain the following geometric Hardy inequality in a half-space on the Heisenberg group with a…

Analysis of PDEs · Mathematics 2018-11-20 Michael Ruzhansky , Bolys Sabitbek , Durvudkhan Suragan

We investigate the three-dimensional fractionally dissipated primitive equations with transport noise, focusing on subcritical and critical dissipation regimes characterized by $ (-\Delta)^{s/2} $ with $ s \in (1,2)$ and $s = 1$,…

Analysis of PDEs · Mathematics 2025-01-20 Ruimeng Hu , Quyuan Lin , Rongchang Liu

Multiplicative noise makes stochastic dynamics depend on how the white-noise limit is interpreted. In multidimensional systems with matrix-valued noise amplitudes $\sigma(x)$, this dependence includes a local Jacobian contribution that is…

Statistical Mechanics · Physics 2026-05-14 Surachate Limkumnerd

Spatial coherence resonance in a spatially extended system that is locally modeled by Hodgkin-Huxley (HH) neurons is studied in this paper. We focus on the ability of additive temporally and spatially uncorrelated Gaussian noise to extract…

Chaotic Dynamics · Physics 2008-04-21 Xiaojuan Sun , Matjaz Perc , Qishao Lu , Jürgen Kurths

We provide convergence rates for space approximations of semi-linear stochastic differential equations with multiplicative noise in a Hilbert space. The space approximations we consider are spectral Galerkin and finite elements, and the…

Numerical Analysis · Mathematics 2018-12-19 Sonja Cox , Erika Hausenblas

In this article, we extend the framework developed in \cite{unbounded_domain_cadiot} to allow for rigorous proofs of existence of smooth, localized solutions in semi-linear partial differential equations possessing both space and non-space…

Analysis of PDEs · Mathematics 2026-01-19 Dominic Blanco , Matthieu Cadiot

We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov backward generators on $L^2(\mu^{\Phi})$ defined on smooth…

Probability · Mathematics 2023-06-26 Alexander Bertram , Benedikt Eisenhuth , Martin Grothaus

We study the convergence rate to equilibrium for a family of Markov semigroups $\{\mathcal{P}_t^{\epsilon}\}_{\epsilon > 0}$ generated by a class of hypoelliptic stochastic differential equations on $\mathbb{R}^d$, including Galerkin…

Analysis of PDEs · Mathematics 2021-11-03 Jacob Bedrossian , Kyle Liss

We prove that semilinear stochastic abstract wave equations, including wave and plate equations, are well-posed in the strong sense with an $\alpha$-H\"{o}lder continuous drift coefficient, if $\alpha \in (2/3,1)$. The uniqueness may fail…

Probability · Mathematics 2023-03-03 Federica Masiero , Enrico Priola

In this work we investigate Stinespring dilations of quantum-dynamical semigroups, which are known to exist by means of a constructive proof given by Davies in the early 70s. We show that if the semigroup describes an open system, that is,…

Quantum Physics · Physics 2024-03-12 Frederik vom Ende