Related papers: Schwinger-Dyson equations in large-N quantum field…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…
Stochastic Differential Equations (SDEs) are used as statistical models in many disciplines. However, intractable likelihood functions for SDEs make inference challenging, and we need to resort to simulation-based techniques to estimate and…
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…
This study addresses the inverse problem of parameter estimation for Stochastic Differential Equations (SDEs) by minimizing a regularized discrepancy functional via Stochastic Gradient Descent (SGD). To achieve computational efficiency, we…
In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…
We propose an approximate solution of the time-dependent Schr\"odinger equation using the method of stationary states combined with a variational matrix method for finding the energies and eigenstates. We illustrate the effectiveness of the…
A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition…
We analyze a class of one-dimensional quantum systems characterized by a position-dependent kinetic term arising as the continuum limit of an inhomogeneous tight-binding model with spatially varying hopping amplitudes. In this limit, the…
We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…
We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber…
The nonlinear Schr\"odinger equation in the weakly nonlinear regime with random Gaussian fields as initial data is considered. The problem is set on the torus in any dimension greater than two. A conjecture in statistical physics is that…
Recently, a condition is derived for a nontrivial solution of the Schwinger-Dyson equation to be accompanied by a Goldstone bound state in a special quantum electrodynamics model. This result is extended and a new form of the Goldstone…
We discuss stationary solutions of the discrete nonlinear Schr\"odinger equation (DNSE) with a potential of the $\phi^{4}$ type which is generically applicable to several quantum spin, electron and classical lattice systems. We show that…
We consider a stochastic nonlinear Schr\"odinger equation with multiplicative noise in an abstract framework that covers subcritical focusing and defocusing stochastic NLS in $H^1$ on compact manifolds and bounded domains. We construct a…
Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…
Transport and scattering phenomena in open quantum-systems with a continuous energy spectrum are conveniently solved using the time-dependent Schrodinger equation. In the time-dependent picture, the evolution of an initially localized…
In this work we present a numerical method to solve the set of Dyson-like equations arising the context of non-equilibrium Green's functions. The technique is based on the self-consistent solution of the Dyson equations for the interacting…