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This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
We show that an interesting class of functionals of stochastic differential equations can be approximated by a Chen-Fliess series of iterated stochastic integrals and give a L^{2} error estimate, thus generalizing the standard stochastic…
We develop computational methods that incorporate shear into fluctuating hydrodynamics methods. We are motivated by the rheological responses of complex fluids and soft materials. Our approach is based on continuum stochastic hydrodynamic…
Continual Lie algebras are infinite-dimensional generalizations of Lie algebras with discrete root system by considering continual root systems. In this paper we establish the general relation between chain complexes and continual Lie…
Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…
We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…
Algorithms based on normalizing flows are emerging as promising machine learning approaches to sampling complicated probability distributions in a way that can be made asymptotically exact. In the context of lattice field theory,…
The recent interest in structure preserving stochastic Lagrangian and Hamiltonian systems raises questions regarding how such models are to be understood and the principles through which they are to be derived. By considering a…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
Poincare's invariance principle for Hamiltonian flows implies Kelvin's principle for solution to Incompressible Euler Equation. Iyer-Constantin Circulation Theorem offers a stochastic analog of Kelvin's principle for Navier-Stokes Equation.…
The logarithmic asymptotics for the growth of the number of periodic orbits, such that the norm of the corresponding renormalization matrix does not exceed a given constant, is computed for the Teichmueller flow on Veech's moduli space of…
We study the problem of solvability of linear differential systems with small coefficients in the Liouvillian sense (or, by generalized quadratures). For a general system, this problem is equivalent to that of solvability of the Lie algebra…
By writing the flow equations for the continuum Legendre effective action (a.k.a. Helmholtz free energy) with respect to a particular form of smooth cutoff, and performing a derivative expansion up to some maximum order, a set of…
We introduce families of quasi-rectifiable vector fields and study their geometric and algebraic aspects. Then, we analyse their applications to systems of partial differential equations. Our results explain, in a simpler manner, previous…
New classes of Lie-Hamilton systems are obtained from the six-dimensional fundamental representation of the symplectic Lie algebra $\mathfrak{sp}(6,\mathbb{R})$. The ansatz is based on a recently proposed procedure for constructing…
This paper presents symmetry reduction for material stochastic Lagrangian systems with advected quantities whose configuration space is a Lie group. Such variational principles yield deterministic as well as stochastic constrained…
We introduce the Lie algebra of super-operators associated with a quantum filter, specifically emerging from the Stratonovich calculus. In classical filtering, the analogue algebra leads to a geometric theory of nonlinear filtering which…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
We prove that the space of coinvariants of functions on an affine variety by a Lie algebra of vector fields whose flow generates finitely many leaves is finite-dimensional. Cases of the theorem include Poisson (or more generally Jacobi)…
Machine-learned normalizing flows can be used in the context of lattice quantum field theory to generate statistically correlated ensembles of lattice gauge fields at different action parameters. This work demonstrates how these…