Related papers: Two-point correlation function and Feynman-Kac for…
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
Two-particle correlation functions are calculated for bosons emitted from a localized thermal source (the ``glow'' of a ``hot spot''). In contrast to existing work, non-equilibrium effects up to first order in gradients of the particle…
In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we solve two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the…
We introduce a new family of numerical algorithms for approximating solutions of general high-dimensional semilinear parabolic partial differential equations at single space-time points. The algorithm is obtained through a delicate…
We calculate, using holographic duality, the thermal two-point function in finite temperature little string theory. The analysis of those correlators reveals possible instabilities of the thermal ensemble, as in previous discussions of the…
In this paper, we study a two-point boundary value problem consisting of the heat equation on the open interval $(0,1)$ with boundary conditions which relate first and second spatial derivatives at the boundary points. Moreover, the unique…
We consider the problem of computing dynamic correlation functions of quantum integrable models employing the thermodynamic form-factor approach. Specifically, we focus on correlations of local operators that conserve the number of…
Simple data correlation of flashpoint data of binary mixture has been developed on a basic of rational reciprocal function. The new approximation requires has only two coefficients and needs the flashpoint temperature of the pure flammable…
A quantum field-theoretical model which describes spatially non-homogeneous one-dimensional non-relativistic repulsive Bose gas in an external harmonic potential is considered. We calculate the two-point thermal correlation function of the…
Amongst conformal field theories, there exist logarithmic conformal field theories such as $c_{p,1}$ models. We have investigated $c_{p,q}$ models with a boundary in search of logarithmic theories and have found logarithmic solutions of…
In this article, we establish a probabilistic representation for the second-order moment of the solution of stochastic heat equation in $[0,1] \times \bR^d$, with multiplicative noise, which is fractional in time and colored in space. This…
The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…
We study numerically the two-point correlation functions of height functions in the six-vertex model with domain wall boundary conditions. The correlation functions and the height functions are computed by the Markov chain Monte-Carlo…
We apply the method of correlation functions to the coefficient problem in stochastic geometry. In particular, we give a proof for some universal patterns conjectured by M. Zinsmeister for the second moments of the Taylor coefficients for…
This paper is the third in a series devoted to constructing stochastic motions for the two-dimensional $N$-body delta-Bose gas for all integers $N\geq 3$ and establishing the associated Feynman-Kac-type formulas. The main results here prove…
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…
We consider a shear flow of a scale invariant homogeneous Gaussian random velocity field which does not depend on coordinates in the direction of the flow. We investigate a heat advection coming from a Gaussian random homogeneous source. We…
The two-point gauge-invariant correlation function of gluonic field strengths, which is the main input in the stochastic vacuum model, is derived by using its relation to the Green functions of one- and two-gluon gluelumps. These Green…
We consider the Stochastic Heat Equation (SHE) in $(1+1)$ dimensions with delta Dirac initial data and spacetime white noise. We prove exact large-time asymptotics for multi-point correlations of the SHE for strictly sublinear space…
Consider the stochastic heat equation $\partial_t u = (\frac{\varkappa}{2})\Delta u+\sigma(u)\dot{F}$, where the solution $u:=u_t(x)$ is indexed by $(t,x)\in (0, \infty)\times\R^d$, and $\dot{F}$ is a centered Gaussian noise that is white…