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We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…

Probability · Mathematics 2007-05-23 Thomas Muller-Gronbach

Five dimensional geodesic equation is used to study the gravitational force acted on a test particle in the bulk of the Randall-Sundrum two-brane model.This force could be interpreted as the gravitational attraction from matters on the two…

High Energy Physics - Theory · Physics 2011-07-19 Hongya Liu , Guowen Peng

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e. a pair of roots of the characteristic…

Probability · Mathematics 2016-06-08 Nishanth Lingala , N. Sri Namachchivaya

We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…

Dynamical Systems · Mathematics 2024-09-06 Anna Maria Cherubini , Marian Gidea

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

Probability · Mathematics 2019-11-27 Shigeki Aida , Nobuaki Naganuma

We give the exact solution to the problem of a random walk on the Bethe lattice through a mapping on an asymmetric random walk on the half-line. We also study the continuous limit of this model, and discuss in detail the relation between…

Condensed Matter · Physics 2009-10-28 Cecile Monthus , Chistophe Texier

We present a novel model Graph Neural Stochastic Differential Equations (Graph Neural SDEs). This technique enhances the Graph Neural Ordinary Differential Equations (Graph Neural ODEs) by embedding randomness into data representation using…

Machine Learning · Computer Science 2023-08-25 Richard Bergna , Felix Opolka , Pietro Liò , Jose Miguel Hernandez-Lobato

We study perturbations of linear differential equations, deriving explicit series solutions, using Dyson-type expansions. We analyze the monodromy of deformed solutions in a number of examples, and relate this to cocycles in a cohomological…

Classical Analysis and ODEs · Mathematics 2025-09-04 Ziyu Zhang

We study the motion of the hypersurface $(\gamma_t)_{t\geq 0}$ evolving according to the mean curvature perturbed by $\dot{w}^Q$, the formal time derivative of the $Q$-Wiener process ${w}^Q$, in a two dimensional bounded domain. Namely, we…

Probability · Mathematics 2018-11-19 Satoshi Yokoyama

This paper is concerned with the behavior of the ergodic constant associated with convex and superlinear Hamilton-Jacobi equation in a periodic environment which is perturbed either by medium with increasing period or by a random Bernoulli…

Optimization and Control · Mathematics 2017-01-20 Pierre Cardaliaguet , Claude Le Bris , Panagiotis Souganidis

The three-body general problem is formulated as a problem of geodesic trajectories flows on the Riemannian manifold. It is proved that a curved space with local coordinate system allows to detect new hidden symmetries of the internal motion…

Mathematical Physics · Physics 2020-06-30 A. S. Gevorkyan

We present a framework to describe completely general first-order perturbations of static, spatially compact, and locally rotationally symmetric class II spacetimes within the theory of general relativity. The perturbation variables are by…

General Relativity and Quantum Cosmology · Physics 2024-05-10 Paulo Luz , Sante Carloni

We consider the problem of recovering an unknown matching between a set of $n$ randomly placed points in $\mathbb{R}^d$ and random perturbations of these points. This can be seen as a model for particle tracking and more generally, entity…

Statistics Theory · Mathematics 2024-03-27 Lucas da Rocha Schwengber , Roberto Imbuzeiro Oliveira

We study the propagation of uniformly translating fronts into a linearly unstable state, both analytically and numerically. We introduce a perturbative renormalization group (RG) approach to compute the change in the propagation speed when…

Condensed Matter · Physics 2009-10-22 Lin-Yuan Chen , Nigel Goldenfeld , Y. Oono

Based upon the Smoluchowski equation on curved manifolds three physical observables are considered for the Brownian displacement, namely, geodesic displacement, $s$, Euclidean displacement, $\delta{\bf R}$, and projected displacement…

Statistical Mechanics · Physics 2015-06-18 Pavel Castro-Villarreal

We consider the perturbation of parabolic operators of the form $\partial_t+P(x,D)$ by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the…

Mathematical Physics · Physics 2015-05-13 Guillaume Bal

We present a novel approach, based entirely on the gravitational potential, for studying the evolution of non-linear cosmological matter perturbations. Starting from the perturbed Einstein equations, we integrate out the non-relativistic…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 Ram Brustein , Antonio Riotto

We address the problem of constructing a non-equilibrium stationary state for a one-dimensional stochastic Klein-Gordon wave equation with non-linearity, using perturbation theory. The linear theory is reviewed, but with the linear…

Mathematical Physics · Physics 2022-04-18 Gianluca Guadagni , Lawrence E. Thomas

We investigate the problem of estimating geodesic tortuosity and constrictivity as two structural characteristics of stationary random closed sets. They are of central importance for the analysis of effective transport properties in porous…

Statistics Theory · Mathematics 2018-12-06 Matthias Neumann , Christian Hirsch , Jakub Staněk , Viktor Beneš , Volker Schmidt

We investigate the behaviour of local perturbations of a wide class of geometric PDEs on holomorphic Hermitian vector bundles over a compact complex manifold. Our main goal is to study the existence of solutions near an initial solution…

Differential Geometry · Mathematics 2025-07-03 Rémi Delloque