Related papers: Restricted Markov uniqueness for the stochastic qu…
We propose a positivity preserving finite element discretization for the nonlinear Gross-Pitaevskii eigenvalue problem. The method employs mass lumping techniques, which allow to transfer the uniqueness up to sign and positivity properties…
We develop and analyse finite volume methods for the Poisson problem with boundary conditions involving oblique derivatives. We design a generic framework, for finite volume discretisations of such models, in which internal fluxes are not…
Let $\mathcal P_2$ be the space of probability measures on $\R^d$ having finite second moment, and consider the Riemannian structure on $\mathcal P_2$ induced by the intrinsic derivative on the $L^2$-tangent space. By using stochastic…
Introduced is the notion of minimality for spectral representations of sum- and max-infinitely divisible processes and it is shown that the minimal spectral representation on a Borel space exists and is unique. This fact is used to show…
By applying Rohlin's result on the classification of homomorphisms of Lebesgue space, the random inertial manifold of a stochastic damped nonlinear wave equations with singular perturbation is proved to be approximated almost surely by that…
This paper has two main purposes. In the first part, combining the nondegeneracy of the ground state with the Lyapunov--Schmidt reduction method, we prove the existence of multi-peak positive solutions to the singularly perturbed problem…
This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…
We confirm a conjecture of Chi Li which says that the minimizer of the normalized volume function for a klt singularity is unique up to rescaling. This is achieved by defining stability thresholds for valuations, and then showing that a…
Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…
We define and analyze a stochastic process in anti-de Sitter Jackiw-Teitelboim gravity, induced by the quantum dynamics of the boundary and whose random variable takes values in $AdS_2$. With the boundary in a thermal state and for…
We introduce a novel concept of dissipative measure-valued martingale solution to the stochastic Euler equations describing the motion of an inviscid incompressible fluid. These solutions are characterized by a parametrized Young measure…
The quantization problem for random fractals presents unique challenges due to the lack of uniform geometric scaling inherent in deterministic systems. In this article, we establish the almost sure quantization dimension for a class of…
We study uniqueness of flows of probability measures solving the Cauchy problem for nonlinear Fokker-Planck-Kolmogorov equation with unbounded coefficients. Sufficient conditions for uniqueness are indicated and examples of non-uniqueness…
We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…
Using the method of the "exact discretization" of the Schr\"odinger equation, we propose a particular discretized version of the N=2 Supersymmetric Quantum Mechanics. After defining the corresponding shape invariance condition, we show that…
The present paper originated from our previous study of the problem of harmonic analysis on the infinite symmetric group. This problem leads to a family {P_z} of probability measures, the z-measures, which depend on the complex parameter z.…
By using the integration by parts formula of a Markov operator, the closability of quadratic forms associated to the corresponding invariant probability measure is proved. The general result is applied to the study of semilinear SPDEs,…
The paper considers a stochastic differential equation of Duffing type with Markov coefficients. The existence of unpredictable solutions is considered. The unpredictability is a property of bounded functions characterized by unbounded…
We develop a martingale approach for a class of singular stochastic PDEs of Burgers type (including fractional and multi-component Burgers equations) by constructing a domain for their infinitesimal generators. It was known that the domain…
We consider a Markov process in continuous time with a finite number of discrete states. The time-dependent probabilities of being in any state of the Markov chain are governed by a set of ordinary differential equations, whose dimension…