Related papers: Feynman-Kac theorems for generalized diffusions
In this paper, we generalize the usual notions of waves, fronts and propagation speeds in a very general setting. These new notions, which cover all classical situations, involve uniform limits, with respect to the geodesic distance, to a…
In this paper, we establish bounds for the eigenvalues of matrix polynomials. Specifically, we find different generalizations of the Enestrom-Kakeya Theorem for matrix polynomials.
General covariance is a crucial notion in the study of field theories in curved spacetime. A field theory defined with respect to a semi-Riemannian metric is generally covariant if two metrics which are related by a diffeomorphism produce…
We present a rigorous proof of the convergence theorem for the Feynman graphs in arbitrary massive Euclidean quantum field theories on non-commutative R^d (NQFT). We give a detailed classification of divergent graphs in some massive NQFT…
Differential equations are a powerful tool to tackle Feynman integrals. In this talk we discuss recent progress, where the method of differential equations has been applied to Feynman integrals which are not expressible in terms of multiple…
A multivariate Gauss-Lucas theorem is proved, sharpening and generalizing previous results on this topic. The theorem is stated in terms of a seemingly new notion of convexity. Applications to multivariate stable polynomials are given.
By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
Recent experimental and theoretical works have shown that giant fluctuations are present during diffusion in liquid systems. We use linearized fluctuating hydrodynamics to calculate the net mass transfer due to these non equilibrium…
Quantum mechanics with a generalized uncertainty principle arises through a representation of the commutator $[\hat{x}, \hat{p}] = i f(\hat{p})$. We apply this deformed quantization to free scalar field theory for $f_\pm =1\pm \beta p^2$.…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
We consider a reaction-diffusion system which may serve as a model for a ferment catalytic reaction in chemistry. The model consists of a system of reaction diffusion equations with unbounded time dependent coefficients and different…
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…
We derive Feynman-Kac formulas for Dirichlet realizations of Pauli-Fierz operators generating the dynamics of nonrelativistic quantum mechanical matter particles, which are minimally coupled to both classical and quantized radiation fields…
This paper presents investigations on the generalized laws of refraction and reflection for metasurfaces made of diffractive elements. It introduces a phenomenological model that reproduces all the features of the experiments dedicated to…
We derive explicit solutions for time-fractional anomalous diffusion equations with diffusivity coefficients that depend on both space and time variables. These solutions are expressed in Fox-H and generalized Wright functions, which are…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
We obtain explicit mean value formulas for the solutions of the diffusion equations associated with the Ornstein-Uhlenbeck and Hermite operators. From these, we derive various useful properties, such as maximum principles, uniqueness…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…