Related papers: Feynman-Kac theorems for generalized diffusions
The purpose of this paper is to provide new formulas for the estimation of the effective diffusion coefficient of an equation of Fick-Jacob's type obtained by projecting the two-dimensional diffusion equation along the normal direction of…
A class of variable coefficient (1+1)-dimensional nonlinear reaction-diffusion equations of the general form $f(x)u_t=(g(x)u^nu_x)_x+h(x)u^m$ is investigated. Different kinds of equivalence groups are constructed including ones with…
The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…
We give two generalizations of Kac's Theorem on representations of quivers. One is to representations of equipped graphs by relations, in the sense of Gelfand and Ponomarev. The other is to representations of quivers in which certain of the…
The GENERIC theory provides a framework for the description of non-equilibrium phenomena in isolated systems beyond local thermal equilibrium and beyond linear non-equilibrium (i.e., linear relations between thermodynamic forces and…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
We present the path integral formulation of a broad class of generalized diffusion processes. Employing the path integral we derive exact expressions for the path probability densities and joint probability distributions for the class of…
We introduce a new class of Fokker-Planck equations associated with an effective generalized thermodynamical framework. These equations describe a gas of Langevin particles in interaction. The free energy can take various forms which can…
This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…
On the basis of perturbed Kolmogorov backward equations and path integral representation, we unify the derivations of the linear response theory and transient fluctuation theorems for continuous diffusion processes from a backward point of…
We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
The fluctuations of dynamical functionals such as the empirical density and current as well as heat, work and generalized currents in stochastic thermodynamics are usually studied within the Feynman-Kac tilting formalism, which in the…
We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and strong existence conditions as well as pathwise uniqueness…
Modern analyses of diffusion processes have proposed nonlinear versions of the Fokker-Planck equation to account for non-classical diffusion. These nonlinear equations are usually constructed on a phenomenological basis. Here we introduce a…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
We derive, through subordination techniques, a generalized Feynman-Kac equation in the form of a time fractional Schrodinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through…
Nonlinear reaction-diffusion systems are known to exhibit very many novel spatiotemporal patterns. Fisher equation is a prototype of diffusive equations. In this contribution we investigate the integrability properties of the generalized…
We review our proof that in a scaling limit, the time evolution of a quantum particle in a static random environment leads to a diffusion equation. In particular, we discuss the role of Feynman graph expansions and of renormalization.
We give a presentation of Feynman categories from a representation--theoretical viewpoint. Feynman categories are a special type of monoidal categories and their representations are monoidal functors. They can be viewed as a far reaching…
We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles…