Related papers: Partial functional quantization and generalized br…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
Stochastic differential equations are ubiquitous modelling tools in physics and the sciences. In most modelling scenarios, random fluctuations driving dynamics or motion have some non-trivial temporal correlation structure, which renders…
We show that the Schr\"odinger wave functional may be obtained as the product integral of precanonical wave functions on the space of field and space-time variables. The functional derivative Schr\"odinger equation underlying the canonical…
The notion of fractional charges was up until now reserved for quasiparticle excitations emerging in strongly correlated quantum systems, such as Laughlin states in the fractional quantum Hall effect, Luttinger quasiparticles, or…
In this paper, we consider spectral approximation of fractional differential equations (FDEs). A main ingredient of our approach is to define a new class of generalized Jacobi functions (GJFs), which is intrinsically related to fractional…
Machine-learning (ML) based discretization has been developed to simulate complex partial differential equations (PDEs) with tremendous success across various fields. These learned PDE solvers can effectively resolve the underlying solution…
Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…
Let $\S$ be a commutative semigroup with identity $e$ and let $\Gamma$ be a compact subset in the pointwise convergence topology of the space $\S'$ of all non-zero multiplicative functions on $\S.$ Given a continuous function $F: \Gamma \to…
Let $X$ be a ball Banach function space on $\mathbb{R}^n$. In this article, under some mild assumptions about both $X$ and the boundedness of the Hardy--Littlewood maximal operator on both $X$ and the associate space of its convexification,…
This work is devoted to non-linear stochastic Schr\"odinger equations with multiplicative fractional noise, where the stochastic integral is defined following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that the initial…
A new fractional non-homogeneous counting process has been introduced and developed using the Kilbas and Saigo three-parameter generalization of the Mittag-Leffler function. The probability distribution function of this process reproduces…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…
In the spirit of Marcus canonical stochastic differential equations, we study a similar notion of rough differential equations (RDEs), notably dropping the assumption of continuity prevalent in the rough path literature. A new metric is…
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…
For any real-valued stochastic process $X$ with c\'rdl\'rg paths we define non-empty family of processes which have locally finite total variation, have jumps of the same order as the process $X$ and uniformly approximate its paths on…
The calculation of g-functions is essential for the design and simulation of geothermal boreholes. However, existing methods, such as the stacked finite line source (SFLS) model, face challenges regarding computational efficiency and…
This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…
A new construction of non-Gaussian, rotation-invariant and reflection positive probability measures $\mu$ associated with the $\varphi ^4_3$-model of quantum field theory is presented. Our construction uses a combination of semigroup…
We provide a new method to approximate a (possibly discontinuous) function using Christoffel-Darboux kernels. Our knowledge about the unknown multivariate function is in terms of finitely many moments of the Young measure supported on the…