Related papers: Algebraic structure of stochastic expansions and e…
For any 4D split-signature conformal structure, there is an induced twistor distribution on the 5D space of all self-dual totally null 2-planes, which is $(2,3,5)$ when the conformal structure is not anti-self-dual. Several examples where…
This paper introduces a new functional expansion framework that extends classical ideas beyond the Taylor series. Unlike traditional Taylor expansions based on local polynomial approximations, the proposed approach arises from exact…
Stochastic Taylor expansions of the expectation of functionals applied to diffusion processes which are solutions of stochastic differential equation systems are introduced. Taylor formulas w.r.t. increments of the time are presented for…
We propose implicit integrators for solving stiff differential equations on unit spheres. Our approach extends the standard backward Euler and Crank-Nicolson methods in Cartesian space by incorporating the geometric constraint inherent to…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
The solution of a parabolic stochastic partial differential equation (SPDE) driven by an infinite-dimensional Brownian motion is in general not a semi-martingale anymore and does in general not satisfy an It\^{o} formula like the solution…
The recent investigation of the gauge structure of extended geometry is generalised to situations when ancillary transformations appear in the commutator of two generalised diffeomorphisms. The relevant underlying algebraic structure turns…
We continue our investigation into the insertion-elimination Lie algebra of Feynman graphs in the ladder case, emphasizing the structure of this Lie algebra relevant for future applications in the study of Dyson-Schwinger equations. We work…
This article reviews some integrators particularly suitable for the numerical resolution of differential equations on a large time interval. Symplectic integrators are presented. Their stability on exponentially large time is shown through…
A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first order strong convergence is then proved using Ito integrals…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
A new iterative solver is proposed to efficiently calculate the ground state electronic structure in Density Functional Theory calculations. This algorithm is particularly useful for simulating physical systems considered difficult to…
Among the single-trajectory Gaussian-based methods for solving the time-dependent Schr\"{o}dinger equation, the variational Gaussian approximation is the most accurate one. In contrast to Heller's original thawed Gaussian approximation, it…
Symplectic integrators that preserve the geometric structure of Hamiltonian flows and do not exhibit secular growth in energy errors are suitable for the long-term integration of N-body Hamiltonian systems in the solar system. However, the…
This paper presents a continuous and discrete Lagrangian theory for stochastic Hamiltonian systems on manifolds. The main result is to derive stochastic governing equations for such systems from a critical point of a stochastic action.…
We give an elementary proof of the celebrated Bichteler-Dellacherie Theorem which states that the class of stochastic processes $S$ allowing for a useful integration theory consists precisely of those processes which can be written in the…
This article proposes and analyzes explicit and easily implementable temporal numerical approximation schemes for additive noise-driven stochastic partial differential equations (SPDEs) with polynomial nonlinearities such as, e.g.,…
Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…
We construct some new Integrable Systems (IS) both classical and quantum associated with elliptic algebras. Our constructions are partly based on the algebraic integrability mechanism given by the existence of commuting families in skew…
We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…