Related papers: Coordinate changed random fields on manifolds
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…
The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…
We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…
We show how a large family of master equations, describing quantum Brownian motion of a harmonic oscillator with translationally invariant damping, can be derived within a phenomenological approach, based on the assumption that an…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We introduce the stochastic process of incremental multifractional Brownian motion (IMFBM), which locally behaves like fractional Brownian motion with a given local Hurst exponent and diffusivity. When these parameters change as function of…
We modify the spin-flip dynamics of a Curie-Weiss model with dissipative interaction potential (Dai Pra, Fischer and Regoli (2013)) by adding a site-dependent i.i.d. random magnetic field. The purpose is to analyze how the addition of the…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
A variational formulation for the geodesic circles in two-dimensional Riemannian manifold is discovered. Some relations with the uniform relativistic acceleration and the one-dimensional 'spin'-curvature interaction is investigated.
In this work, we investigate the effects of chirality, accounting for translational diffusion, on active Brownian particles in two and three dimensions. Despite the inherent complexity in solving the Fokker-Planck equation, we demonstrate a…
In these lectures, we review the physics of time-dependent orbifolds of string theory, with particular attention to orbifolds of three-dimensional Minkowski space. We discuss the propagation of free particles in the orbifold geometries,…
An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…
The temporal evolution of the entanglement between two qubits evolving by random interactions is studied analytically and numerically. Two different types of randomness are investigated. Firstly we analyze an ensemble of systems with…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the…
We study the transition between Zeeman levels of an arbitrary spin placed into a regular time-dependent field and a random field with the Gaussian distribution. One component of the regular field changes its sign at some moment of time,…
Transport and scattering phenomena in open quantum-systems with a continuous energy spectrum are conveniently solved using the time-dependent Schrodinger equation. In the time-dependent picture, the evolution of an initially localized…
We show that solutions of free stochastic differential equations with regular drifts and diffusion coefficients, when considered backwards in time, still satisfy free SDEs for an explicit free Brownian motion and drift. We also study the…
We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…
In this paper we present a unified Lagrangian--Hamiltonian geometric formalism to describe time-dependent contact mechanical systems, based on the one first introduced by K. Kamimura and later formalized by R. Skinner and R. Rusk. This…