Related papers: Discrete scale invariance and stochastic Loewner e…

We consider a $d$-dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of the solution with respect to the initial data.

We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…

We discuss the concept of discrete scale invariance and how it leads to complex critical exponents (or dimensions), i.e. to the log-periodic corrections to scaling. After their initial suggestion as formal solutions of renormalization group…

We develop a theory to represent dislocated single crystals at the mesoscopic scale by considering concentrated effects, governed by the distribution theory combined with multiple-valued kinematic fields. Our approach gives a new…

In this work, we define the notions of Wronskian and simplified Wronskian for Stieltjes derivatives and study some of their properties in a similar manner to the context of time scales or the usual derivative. Later, we use these tools to…

Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a…

The (chordal) Loewner differential equation encodes certain curves in the half-plane (aka traces) by continuous real-valued driving functions. Not all curves are traces; the latter can be defined via a geometric condition called the local…

Fractal (or transfractal) features are common in real-life networks and are known to influence the dynamic processes taking place in the network itself. Here we consider a class of scale-free deterministic networks, called $(u,v)$-flowers,…

We discuss the constraints imposed on the nonlinear evolution of the Large Scale Structure (LSS) of the universe by galilean invariance, the symmetry relevant on subhorizon scales. Using Ward identities associated to the invariance, we…

We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…

We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…

A particular family of Discrete Time Quantum Walks (DTQWs) simulating fermion propagation in $2$D curved space-time is revisited. Usual continuous covariant derivatives and spin-connections are generalized into discrete covariant…

Divergence functions are measures of distance or dissimilarity between probability distributions that serve various purposes in statistics and applications. We propose decompositions of Wasserstein and Cram\'er distances$-$which compare two…

The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…

We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.

Our numerical simulations with the Cahn-Hilliard equation show that coarsening of fractal clusters (FCs) is not a scale-invariant process. On the other hand, a typical coarsening length scale and interfacial area of the FC exhibit power…

Tracer diffusion and hydrodynamic dispersion in two-dimensional fractures with self-affine roughness is studied by analytic and numerical methods. Numerical simulations were performed via the lattice-Boltzmann approach, using a new boundary…

We consider a stochastic functional differential equation with an arbitrary Lipschitz diffusion coefficient depending on the past. The drift part contains a term with superlinear growth and satisfying a dissipativity condition. We prove…

We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius $k/a \sim H$ can be performed consistently with a…