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We introduce a notion of approximate viscosity solution for a class of nonlinear path-dependent PDEs (PPDEs), including the Hamilton-Jacobi-Bellman type equations. Existence, comparaison and stability results are established under fairly…

Analysis of PDEs · Mathematics 2021-09-09 Bruno Bouchard , Grégoire Loeper , Xiaolu Tan

The article is devoted to the investigation of particular classes of quasi-invariant descending at infinity measures on linear spaces over non-Archimedean fields such that measures are with values in non-Archimedean fields also. Their…

Probability · Mathematics 2018-12-18 S. V. Ludkovsky

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

Probability · Mathematics 2025-07-25 Sergio Albeverio , Seiichiro Kusuoka , Song Liang , Makoto Nakashima

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…

Probability · Mathematics 2010-11-16 G. Liang , A. Lionnet , Z. Qian

We discuss the physical nature of quasi-PDFs, especially the reasons for the strong nonperturbative evolution pattern which they reveal in actual lattice gauge calculations. We argue that quasi-PDFs may be treated as hybrids of PDFs and the…

High Energy Physics - Phenomenology · Physics 2017-11-17 Anatoly Radyushkin

We study transient patterns appearing in a class of SPDE using the framework of quasi-stationary and quasi-ergodic measures. In particular, we prove the existence and uniqueness of quasi-stationary and quasi-ergodic measures for a class of…

Probability · Mathematics 2024-06-19 Zachary P. Adams

In a novel approach to studying viscous accretion flows, viscosity has been introduced as a perturbative effect, involving a first-order correction in the $\alpha$-viscosity parameter. This method reduces the problem of solving a…

Astrophysics · Physics 2015-05-13 Jayanta K. Bhattacharjee , Atri Bhattacharya , Tapas K. Das , Arnab K. Ray

In the present paper, a continuum model is introduced for fluid flow in a deformable porous medium, where the fluid may undergo phase transitions. Typically, such problems arise in modeling liquid-solid phase transformations in groundwater…

Analysis of PDEs · Mathematics 2017-03-24 Pavel Krejci , Elisabetta Rocca , Juergen Sprekels

In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

Let $T \colon M \to M$ be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let $v \colon M \to \mathbb{R}^d$ be an observable and $v_n = \sum_{k=0}^{n-1} v \circ T^k$ denote the Birkhoff sums. Given a…

Dynamical Systems · Mathematics 2022-10-19 Alexey Korepanov

A quasi-infinitely divisible distribution on $\mathbb{R}$ is a probability distribution whose characteristic function allows a L\'evy-Khintchine type representation with a "signed L\'evy measure", rather than a L\'evy measure.…

Probability · Mathematics 2017-01-11 Alexander Lindner , Lei Pan , Ken-iti Sato

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

Probability · Mathematics 2018-01-26 Feng-Yu Wang

We provide a rather general perfection result for crude local semi-flows taking values in a Polish space showing that a crude semi-flow has a modification which is a (perfect) local semi-flow which is invariant under a suitable metric…

Probability · Mathematics 2021-09-02 Chengcheng Ling , Michael Scheutzow , Isabell Vorkastner

We develop a general framework to investigate fluctuations of non-commuting observables. To this end, we consider the Keldysh quasi-probability distribution (KQPD). This distribution provides a measurement-independent description of the…

Quantum Physics · Physics 2017-10-13 Patrick P. Hofer

We present a numerical study of spatially quasi-periodic traveling waves on the surface of an ideal fluid of infinite depth. This is a generalization of the classic Wilton ripple problem to the case when the ratio of wave numbers satisfying…

Fluid Dynamics · Physics 2021-04-07 Jon Wilkening , Xinyu Zhao

We consider the stochastic damped nonlinear wave equation $\partial_t^{2}u+\partial_t u+u-\Delta u +u^{3} = \sqrt{2} {\langle{\nabla}\rangle^{-s}} \xi$ on the two-dimensional torus $\mathbb T^2$, where $\xi$ denotes a space-time white noise…

Probability · Mathematics 2024-10-01 Justin Forlano , Leonardo Tolomeo

This paper deals with a mathematical model for oil filtration in a porous medium and its self-similar and traveling wave regimes. The model consists of the equation for conservation mass and dependencies for porosity, permeability, and oil…

Mathematical Physics · Physics 2025-04-23 Sergii Skurativskyi , Sergiy Mykulyak , Inna Skurativska

The adjoint method introduced in [Eva] and [Tra] is used, to construct analogs to the Aubry-Mather measures for non convex Hamiltonians. More precisely, a general construction of probability measures, that in the convex setting agree with…

Analysis of PDEs · Mathematics 2012-01-04 Filippo Cagnetti , Diogo Gomes , Hung Tran

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

We consider the gravity water waves system with a periodic one-dimensional interface in infinite depth and we establish the existence and the linear stability of small amplitude, quasi-periodic in time, traveling waves. This provides the…

Analysis of PDEs · Mathematics 2021-11-01 Roberto Feola , Filippo Giuliani